Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
1 - 7 out of 7Page size: 10
- 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
ID: 8722
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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