Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- 1997
- 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
- 1996
- 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 & FrancisResearch output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 1995
- 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
- 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. 428-430Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
Johansen, Søren, 1995, In: Journal of Econometrics. 69, 1, p. 111-132Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Likelihood-based inference in cointegrated vector auto-regressive models
Johansen, Søren, 1995, Great Britain: Oxford University Press. 267 p.Research output: Book/Report › Book › Research › peer-review
- Published
Test for cointegration rank in partial systems
Johansen, Søren, Harboe, I., Nielsen, B. & Rahbek, Anders, 1995, København, p. 32.Research output: Working paper › Research
- Published
The Role of Ancillarity in Inference for Non-stationary Variables
Johansen, Søren, 1995, In: Economic Journal. 105, 429, p. 302-320Research output: Contribution to journal › Journal article › Research › peer-review
- 1994
- Published
A Likelihood Analysis of The I(2) Model
Johansen, Søren, 1994, København, p. 26.Research output: Working paper › Research
- Published
Estimating Systems of Trending Variables
Johansen, Søren, 1994, In: Econometric Reviews. 13, 3, p. 351-386Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Identification of the long-run and the short-run structure: an application to the ISLM model
Johansen, Søren & Juselius, Katarina, 1994, In: Journal of Econometrics. 63, 1, p. 7-36Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Testing Exogeneity and the Order of Cointegration in U.K. Money Demand Data
Johansen, Søren, 1994, Testing Exogeneity. Advanced Texts in Econometrics. Ericsson, N. & Irons, J. (eds.). Oxford: Oxford University Press, p. 121-143Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Testing Rational Expectations in Vector Autoregressive Models
Johansen, Søren & Swensen, A. R., 1994, Copenhagen, p. 12.Research output: Working paper › Research
- Published
The Role of Ancillarity in Inference for Non-Stationary Variables
Johansen, Søren, 1994, København, p. 21.Research output: Working paper › Research
- Published
The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables
Johansen, Søren, 1994, In: Econometric Reviews. 13, 2, p. 205-229Research output: Contribution to journal › Journal article › Research › peer-review
- 1993
- Published
Likelihood based inference for cointegration of non stationary time series
Johansen, Søren, 1993, København, p. 30.Research output: Working paper › Research
- Published
Recursive Estimation in Cointegrated VAR-Models
Johansen, Søren & Hansen, Henrik, 1993, København, p. 20.Research output: Working paper › Research
- 1992
- Published
A Representation of Vector Autoregressive Processes Integrated of Order 2.
Johansen, Søren, 1992, In: Econometric Theory. 8, p. 188-202Research output: Contribution to journal › Journal article › Research › peer-review
- Published
An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States
Johansen, Søren, 1992, Macroeconomic Modeling of the Long Run. Hargreaves, C. (ed.). England: Elgar, p. 229-248Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Cointegration in partial systems and the efficiency of single-equation analysis
Johansen, Søren, 1992, In: Journal of Econometrics. 52, p. 389-402Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Determination of Cointegration Rank in the Presense of a Linear Trend
Johansen, Søren, 1992, In: Oxford Bulletin of Economics and Statistics. 54, 3, p. 384-97Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- Published
Identifying Restrictions of Linear Equations
Johansen, Søren, 1992, København, p. 18.Research output: Working paper › Research
- Published
Recursive Estimation in Cointegrated VAR-Models
Hansen, Henrik & Johansen, Søren, 1992, Institute of Economics, University of Copenhagen, 20 p.Research output: Working paper › Research
- Published
Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK
Johansen, Søren & Juselius, Katarina, 1992, In: Journal of Econometrics. 53, 1-3, p. 211-244Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8722
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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
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