Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236

Publication year:
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1 - 6 out of 6Page size: 10
  1. 2012
  2. Published

    Likelihood inference for a fractionally cointegrated vector autoregressive model

    Johansen, Søren & Ørregård Nielsen, M., Nov 2012, In: Econometrica. 80, 6, p. 2667-2732 66 p.

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

  3. Published

    A Necessary Moment Condition for the Fractional Central Limit Theorem

    Johansen, Søren & Nielsen, M., 2012, In: Econometric Theory. 28, p. 671-679 9 p.

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

  4. Published

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

    Schmidt, T., Johansen, Søren & Thejll, P., 2012, In: Journal of Climate. 25, 22, p. 7822-7833 12 p.

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

  5. Published

    The Role of Initial Values in Nonstationary Fractional Time Series Models

    Johansen, Søren & Nielsen, M. Ø., 2012, Kbh.: Økonomisk institut, Københavns Universitet, 29 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18, Vol. 12).

    Research output: Working paper › Research

  6. Published

    The Selection of ARIMA Models with or without Regressors

    Johansen, Søren, Riani, M. & Atkinson, A. C., 2012, Kbh.: Økonomisk institut, Københavns Universitet, 31 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17, Vol. 12).

    Research output: Working paper › Research

  7. Published

    The analysis of nonstationary time series using regression, correlation and cointegration

    Johansen, Søren, 2012, In: Contemporary Economics. 6, 2, p. 40-57 18 p.

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

ID: 8722