Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236

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  1. Published

    A Small Sample Correction of the Dickey-Fuller Test

    Johansen, Søren, 2004, Afdeling for Anvendt Matematek og Statistik / Københavns Universitet, p. 1-18.

    Research output: Working paper › Research

  2. Published

    A Small Sample Correction of the Dickey-Fuller Test

    Johansen, Søren, 2004, New Directions in Macromodelling. Elsevier, p. 49-68

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

  3. Published

    A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model

    Johansen, Søren, 2002, In: Econometrica. 70, p. 1929-1961 33 p.

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

  4. Published

    A Statistical Analysis of Cointegration for I(2) Variables

    Johansen, Søren, 1991, Københavns Universitet, p. 26.

    Research output: Working paper › Research

  5. Published

    A Statistical Analysis of Cointegration for I(2) Variables

    Johansen, Søren, 1995, In: Econometric Theory. 11, 1, p. 25-59 35 p.

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

  6. Published

    A Survey of Product-Integration with a View Towards Applications in Survival Analysis.

    Johansen, Søren & Gill, R. D., 1990, In: Annals of Statistics. 18, p. 1501-1555 55 p.

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

  7. Published

    A model where the least trimmed squares estimator is maximum likelihood

    Berenguer-Rico, V., Johansen, Søren & Nielsen, B., 2023, In: Journal of The Royal Statistical Society Series B-statistical Methodology. 85, 3, p. 886-912

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

  8. Published

    A representation theory for a class of vector autoregressive models for fractional processes

    Johansen, Søren, 2008, In: Econometric Theory. 24, 3, p. 651-676 26 p.

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

  9. Published

    A simulation study of some functionals of random walk

    Johansen, Søren, Hansen, Henrik & Fachin, S., 2002, Københavns Universitet.

    Research output: Working paper › Research

  10. Published

    Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

    Hoover, K. D., Juselius, Katarina & Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 10 p.

    Research output: Working paper › Research

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