Søren Johansen

Søren Johansen

Professor, emeritus


  1. 1994
  2. Published

    A Likelihood Analysis of The I(2) Model

    Johansen, Søren, 1994, København, p. 26.

    Research output: Working paperResearch

  3. Published

    Estimating Systems of Trending Variables

    Johansen, Søren, 1994, In: Econometric Reviews. 13, 3, p. 351-386

    Research output: Contribution to journalJournal articlepeer-review

  4. 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. 7-36

    Research output: Contribution to journalJournal articlepeer-review

  5. 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. 121-143

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  6. Published

    Testing Rational Expectations in Vector Autoregressive Models

    Johansen, Søren & Swensen, A. R., 1994, Copenhagen, p. 12.

    Research output: Working paperResearch

  7. Published

    The Role of Ancillarity in Inference for Non-Stationary Variables

    Johansen, Søren, 1994, København, p. 21.

    Research output: Working paperResearch

  8. Published

    The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables

    Johansen, Søren, 1994, In: Econometric Reviews. 13, 2, p. 205-229

    Research output: Contribution to journalJournal articlepeer-review

ID: 8722