Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236

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  1. Published

    Estimation of Proportional Covariances.

    Johansen, Søren & Tolver Jensen, S., 1987, In: Statistics & Probability Letters. 6, p. 83-85 3 p.

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

  2. Published

    Exact Rational Expectations, Cointegration, and Reduced Rank Regression

    Johansen, Søren & Swensen, A. R., 2007, Department of Economics, University of Copenhagen, 10 p.

    Research output: Working paper › Research

  3. Published

    Exact rational expectations, cointegration, and reduced rank regression

    Johansen, Søren & Swensen, A. R., 2008, In: Journal of Statistical Planning and Inference. 138, 9, p. 2738-2748 11 p.

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

  4. Published

    Extracting Information from the Data: A European View on Empirical Macro

    Johansen, Søren & Juselius, K., 2005, Department of Applied Mathematics and Statistics, p. 1-26.

    Research output: Working paper › Research

  5. Published

    Extracting information from the data: a European view on empirical macro

    Juselius, Katarina & Johansen, Søren, 2006, Post Walrasian Macroeconomics: Beyond the Dynamic Stochastic General Equilibrium Model. Colander, D. (ed.). Cambridge: Cambridge University Press, p. 301-333

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

  6. 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

  7. 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

  8. Published

    Granger's Representation Theorem and Multicointegration

    Engsted, T. & Johansen, Søren, 1999, Cointegration, Causality and Forecasting: Festschrift in Honour of Clive Granger. Engle, R. & White, H. (eds.). Oxford University Press, p. 200-212 12 p.

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

  9. Published

    Hotelling's Theorem on the Volume of Tubes: some Illustrations in Simultaneous Inference and Data Analysis.

    Johansen, Søren & Johnstone, I., 1990, In: Annals of Statistics. 2, p. 652-–684 33 p.

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

  10. Published

    Identification of the Long-Run and the Short-Run Structure. An Application to the ISLM Model

    Johansen, Søren & Juselius, Katarina, 1992, Københavns Universitet, p. 35.

    Research output: Working paper › Research

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