Søren Johansen

Søren Johansen

Professor, emeritus


  1. 2009
  2. Published

    Representation of cointegrated autoregressive processes with application to fractional processes

    Johansen, Søren, 2009, In: Econometric Reviews. 28, 1-3, p. 121-145 25 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

ID: 8722