Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236

Publication year:
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1 - 6 out of 6Page size: 100
  1. 2011
  2. Published

    An extension of cointegration to fractional autoregressive processes

    Johansen, Søren, 2011, The Yearbook of the Finnish Statistical Society 2010. Helsinki: Finnish Statistical Society, p. 20-34 15 p.

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  3. Published

    Asymptotic Theory for Iterated One-Step Huber-Skip Estimators

    Johansen, Søren & Nielsen, B., 2011, Kbh.: Department of Economics, University of Copenhagen, 17 p.

    Research output: Working paper › Research

  4. Published

    On a Graphical Technique for Evaluating Some Rational Expectations Models

    Johansen, Søren & Swensen, A. R., 2011, In: Journal of Time Series Econometrics. 3, 1, p. Article 9 27 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    Some Econometric Results for the Blanchard-Watson Bubble Model

    Johansen, Søren & Lange, Theis, 2011, Department of Economics, University of Copenhagen, 9 p.

    Research output: Working paper › Research

  6. Published

    Statistical analysis of global surface air temperature and sea level using cointegration methods

    Schmith, T., Johansen, Søren & Thejll , P., 2011, Department of Economics, University of Copenhagen, 29 p.

    Research output: Working paper › Research

  7. Published

    The Properties of Model Selection when Retaining Theory Variables

    Hendry, D. F. & Johansen, Søren, 2011, Department of Economics, University of Copenhagen, 4 p.

    Research output: Working paper › Research

ID: 8722