Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236

Publication year:
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  1. 1999
  2. Published

    Some tests for parameter constancy in cointegrated VAR-models

    Hansen, Henrik & Johansen, Søren, 1999, In: Econometrics Journal. 2, 2, p. 306-333 28 p.

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

  3. Published

    Statistical Analysis of some Non-Stationary Time series

    Johansen, Søren, 1999, Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium. Strøm, S. (ed.). Cambridge University Press, p. 433-457 25 p. (Econometric Society Monographs; No. 31).

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

  4. Published

    Testing exact rational expectations in cointegrated vector autoregressive models

    Johansen, Søren & Swensen, A. R., 1999, In: Journal of Econometrics. 93, 1, p. 73-91 9 p.

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

  5. 1998
  6. Published

    Asymptotic inference on cointegrating rank in partial systems

    Harbo, I. S., Johansen, Søren, Nielsen, B. & Rahbek, Anders, 1998, In: Journal of Business and Economic Statistics. 16, p. 388-399

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

  7. Published

    Workbook on Cointegration

    Johansen, Søren & Hansen, P. R., 1998, Oxford University Press. 176 p.

    Research output: Book/Report › Book › Research › peer-review

  8. 1997
  9. Published

    Likelihood analysis of the I(2) model

    Johansen, Søren, 1997, In: Scandinavian Journal of Statistics. 24, 4, p. 433-462 30 p.

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

  10. 1996
  11. Published

    Likelihood Based Inference for Cointegration of Non-Stationary Time Series

    Johansen, Søren, Cox, D. R. (ed.), Barndorff-Nielsen, O. E. (ed.) & Hinkley, D. (ed.), 1996, Likelihood, Time Series with Econometric and other Applications. Cox, D. R., Hinkley, D. & Barndorff-Nielsen, O. E. (eds.). Taylor & Francis

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

  12. 1995
  13. 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

  14. Published

    Diskussion of Tong, H.: A personal overview of non-linear time series analysis from a chaos perspective

    Johansen, Søren, 1995, In: Scandinavian Journal of Statistics. 22, p. 428-430

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

  15. Published

    Identifying restrictions of linear equations with applications to simultaneous equations and cointegration

    Johansen, Søren, 1995, In: Journal of Econometrics. 69, 1, p. 111-132

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

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