Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236

Publication year:
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  1. 2024
  2. Published

    WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION

    Johansen, Søren & Nielsen, M. Ø., 2024, In: Econometric Theory. p. 1-16

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

  3. 2023
  4. Published

    A model where the least trimmed squares estimator is maximum likelihood

    Berenguer-Rico, V., Johansen, Søren & Nielsen, B., 2023, In: Journal of The Royal Statistical Society Series B-statistical Methodology. 85, 3, p. 886-912

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

  5. 2020
  6. Published

    Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature

    Hillebrand, E., Johansen, Søren & Schmith, T., Dec 2020, In: Econometrics. 8, 4, 19 p., 41.

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

  7. 2019
  8. Published

    Corrigendum: Analysis of the forward search using some new results for martingales and empirical processes

    Berenguer-Rico, V., Johansen, Søren & Nielsen, B., Nov 2019, In: Bernoulli. 25, 4A, p. 3201

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

  9. Published

    Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models

    Johansen, Søren, 10 Jan 2019, In: Econometrics. 7, 1, 10 p.

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

  10. Published

    Boundedness of M-estimators for linear regression in time series

    Johansen, Søren & Nielsen, B., 2019, In: Econometric Theory. 35, 3, p. 653-683

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

  11. Published

    Nonstationary Cointegration in the Fractionally Cointegrated VAR Model

    Johansen, Søren & Nielsen, M. Ø., 2019, In: Journal of Time Series Analysis. 40, 4, p. 519-543

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

  12. 2018
  13. Published

    Testing the CVAR in the Fractional CVAR Model

    Johansen, Søren & Nielsen, M. Ø., 19 Apr 2018, In: Journal of Time Series Analysis. 39, 6, p. 836–849

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

  14. Published

    The cointegrated vector autoregressive model with general deterministic terms

    Johansen, Søren & Nielsen, M. Ø., Feb 2018, In: Journal of Econometrics. 202, 2, p. 214-229

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

  15. 2017
  16. Published

    Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models

    Johansen, Søren & Tabor, M. N., 22 Aug 2017, In: Econometrics. 5, 3, p. 1-15 15 p.

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

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