Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- 2002
- Published
A simulation study of some functionals of random walk
Johansen, Søren, Hansen, Henrik & Fachin, S., 2002, Københavns Universitet.Research output: Working paper › Research
- Published
Discussion of: Jansen, E.S., Statistical issues in macroeconomic modelling
Johansen, Søren, 2002, In: Scandinavian Journal of Statistics. 29, p. 213-216Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Statistical analysis of hypotheses on the cointegrating relations in the I(2) model
Johansen, Søren, 2002, Københavns Universitet, p. 1-27.Research output: Working paper › Research
- Published
The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model
Johansen, Søren, 2002, Københavns Universitet, p. 1-11.Research output: Working paper › Research
- 2003
- Published
'The variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren, 2003, In: Journal of Time Series Analysis. 24, 6, p. 663-678Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Likelihood analysis of the I(2) model
Johansen, Søren, 2003, Recent Developments in Time Series, Vol I. Newbold, P. & Leyborne, S. (eds.). Edward Elgar Publishing, p. 243-272Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
More on testing exact rational expectations in vector autoregressive models: Restricted drift term
Johansen, Søren & Swensen, A. R., 2003, Københavns Universitet, p. 1-11.Research output: Working paper › Research
- 2004
- 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
- Published
A Small Sample Correction of the Dickey-Fuller Test
Johansen, Søren, 2004, New Directions in Macromodelling. Elsevier, p. 49-68Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Cointegration; An Overview
Johansen, Søren, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, p. 1-37.Research output: Working paper › Research
ID: 8722
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3632
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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
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3583
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
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3318
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published