Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
1 - 3 out of 3Page size: 10
- 2013
- Published
Least squares estimation in a simple random coefficient autoregressive model
Johansen, Søren & Lange, Theis, Apr 2013, In: Journal of Econometrics. 177, 2, p. 285-288 4 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Asymptotic analysis of the Forward Search
Johansen, Søren & Nielsen, B., 2013, Kbh.: Økonomisk institut, Københavns Universitet, 39 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 1, Vol. 13).Research output: Working paper › Research
- Published
Outlier detection in regression using an iterated one-step approximation to the Huber-skip estimator
Johansen, Søren & Nielsen, B., 2013, In: Econometrics. 1, 1, p. 53-70 18 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8722
Most downloads
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3648
downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
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3592
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3344
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published