Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236

Publication year:
All
11 - 20 out of 170Page size: 10
  1. 1991
  2. Published

    Determination of Cointegration Rank in the Presence of Linear Trend

    Johansen, Søren, 1991, Københavns Universitet, p. 15.

    Research output: Working paper › Research

  3. Published

    Estimating Systems of Trending Variables

    Johansen, Søren, 1991, Københavns Univiversitet, p. 35.

    Research output: Working paper › Research

  4. Published

    Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

    Johansen, Søren, 1991, In: Econometrica. 59, 6, p. 1551-80

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    Globally Convergent Algorithms for Maximizing Likelihood Function

    Jensen, S. T., Johansen, Søren & Lauritzen, Steffen, 1991, In: Biometrika. 78, 4, p. 867-877 11 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. Published

    Globally convergent algorithms for maximizing a likelihood function

    Jensen, S. T., Johansen, Søren & Lauritzen, S. L., 1991, In: Biometrika. 78, 4, p. 867-77

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. Published

    Statistical Analysis of Cointegration Vectors

    Johansen, Søren, 1991, Long-Run Economic Relationships-Readings in Cointegration. Granger, C. & Engle, R. (eds.). Oxford University Press, p. 131-52

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  8. Published

    Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data

    Johansen, Søren, 1991, Københavns Universitet, p. 31.

    Research output: Working paper › Research

  9. Published

    The Power Function of the Likelihood Ratio Test for Cointegration

    Johansen, Søren, 1991, Econometric Decision Models: New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Models. Gruber, J. (ed.). Springer, p. 324-335 23 p.

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  10. 1992
  11. Published

    A Representation of Vector Autoregressive Processes Integrated of Order 2.

    Johansen, Søren, 1992, In: Econometric Theory. 8, p. 188-202

    Research output: Contribution to journal › Journal article › Research › peer-review

  12. Published

    An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States

    Johansen, Søren, 1992, Macroeconomic Modeling of the Long Run. Hargreaves, C. (ed.). England: Elgar, p. 229-248

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

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