Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
1 - 2 out of 2Page size: 10
- 1988
- Published
Statistical Analysis of Cointegration Vectors.
Johansen, Søren, 1988, In: Journal of Economic Dynamics and Control. 12, p. 231-254 24 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The Mathematical Structure of Error Correction Models
Johansen, Søren, 1988, In: Contemporary Mathematics. 80, p. 359--386 28 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8722
Most downloads
-
3626
downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
Published -
3581
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3314
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published