Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
1 - 5 out of 5Page size: 500
- 2016
- Published
Analysis of the Forward Search using some new results for martingales and empirical processes
Johansen, Søren & Nielsen, B., 2016, In: Bernoulli. 22, 2, p. 1131-1183 53 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models
Johansen, Søren & Nielsen, B., Jun 2016, In: Scandinavian Journal of Statistics. 43, 2, p. 321-348 28 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Rejoinder: Asymptotic theory of outlier detection algorithms for linear time series regression models
Johansen, Søren & Nielsen, B., 15 Jun 2016, In: Scandinavian Journal of Statistics. 43, 2, p. 374-381 8 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren & Nielsen, M. Ø., 2016, 28 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 16-07).Research output: Working paper › Research
- Published
Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series
Johansen, Søren & Nielsen, B., 2016, 21 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 16-05).Research output: Working paper › Research
ID: 8722
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3640
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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
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3585
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
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3321
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published