Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236

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2015
Published
THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS
Johansen, Søren & Nielsen, M. Ø., 11 May 2015, In: Econometric Theory. 32, p. 1095-1139 45 p.
Research output: Contribution to journal › Journal article › Research › peer-review
Published
Data Revisions and the Statistical Relation of Global Mean Sea-Level and Temperature
Hillebrand, E. T., Johansen, Søren & Schmith, T., 2015, 14 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 9, Vol. 2015).
Research output: Working paper › Research
Published
Model Discovery and Trygve Haavelmo's Legacy
Hendry, D. & Johansen, Søren, 2015, In: Econometric Theory. 31, 1, p. 93-114 22 p.
Research output: Contribution to journal › Journal article › Research › peer-review

ID: 8722

3632 downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
Published
3584 downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published
3318 downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published