Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- 2012
- Published
The analysis of nonstationary time series using regression, correlation and cointegration
Johansen, Søren, 2012, In: Contemporary Economics. 6, 2, p. 40-57 18 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Likelihood inference for a fractionally cointegrated vector autoregressive model
Johansen, Søren & Ørregård Nielsen, M., Nov 2012, In: Econometrica. 80, 6, p. 2667-2732 66 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 2013
- Published
Asymptotic analysis of the Forward Search
Johansen, Søren & Nielsen, B., 2013, Kbh.: Økonomisk institut, Københavns Universitet, 39 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 1, Vol. 13).Research output: Working paper › Research
- Published
Outlier detection in regression using an iterated one-step approximation to the Huber-skip estimator
Johansen, Søren & Nielsen, B., 2013, In: Econometrics. 1, 1, p. 53-70 18 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Least squares estimation in a simple random coefficient autoregressive model
Johansen, Søren & Lange, Theis, Apr 2013, In: Journal of Econometrics. 177, 2, p. 285-288 4 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 2014
- Published
An Asymptotic Invariance Property of Common Trends under Linear Transformations of the Data
Johansen, Søren & Juselius, Katarina, 2014, In: Journal of Econometrics. 178, Part 2, p. 310-315 6 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Optimal hedging with the cointegrated vector autoregressive model
Gatarek, L. & Johansen, Søren, 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 11 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 22, Vol. 2014).Research output: Working paper › Research
- Published
Outlier detection algorithms for least squares time series regression
Johansen, Søren & Nielsen, B., 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 39 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 23, Vol. 2014).Research output: Working paper › Research
- 2015
- Published
Data Revisions and the Statistical Relation of Global Mean Sea-Level and Temperature
Hillebrand, E. T., Johansen, Søren & Schmith, T., 2015, 14 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 9, Vol. 2015).Research output: Working paper › Research
- Published
Model Discovery and Trygve Haavelmo's Legacy
Hendry, D. & Johansen, Søren, 2015, In: Econometric Theory. 31, 1, p. 93-114 22 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8722
Most downloads
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3634
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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
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3584
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3319
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published