Søren Johansen
Professor emeritus
Økonomisk Institut
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
- Udgivet
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Frydman, R., Goldberg, M. D., Johansen, Søren & Juselius, Katarina, 2008, Department of Economics, University of Copenhagen, 37 s.Publikation: Working paper
- Udgivet
A representation theory for a class of vector autoregressive models for fractional processes
Johansen, Søren, 2008, I: Econometric Theory. 24, 3, s. 651-676 26 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Hoover, K. D., Johansen, Søren & Juselius, Katarina, 2008, I: American Economic Review (Print Edition). 2 (Papers & Proceedings), s. 251–255 5 s.Publikation: Bidrag til tidsskrift › Konferenceartikel › Forskning
- Udgivet
An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator
Johansen, Søren & Nielsen, B., 2008, Department of Economics, University of Copenhagen, 35 s.Publikation: Working paper
- Udgivet
Automatic selection of indicators in a fully saturated regression
Hendry, D. F., Johansen, Søren & Santos, C., 2008, I: Computational Statistics. 23, 2, s. 317-335 19 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Correlation, regression, and cointegration of nonstationary economic time series
Johansen, Søren, 2008, Bulletin of the International Statistical Institute vol. LXII: Proceedings of the 56th session of the International Statistical Institute, 22-29 August 2007, Lisboa, Portugal. Gomes, M. I., Martins, J. A. P. & Silva, J. A. (red.). Instituto Nacional de Estatística, s. 19-26 8 s.Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning › fagfællebedømt
- Udgivet
Exact rational expectations, cointegration, and reduced rank regression
Johansen, Søren & Swensen, A. R., 2008, I: Journal of Statistical Planning and Inference. 138, 9, s. 2738-2748 11 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Reduced Rank Regression
Johansen, Søren, 2008, The New Palgrave Dictionary of Economics. Durlauf, S. N. & Blume, L. E. (red.). 2 udg. Palgrave Macmillan, 7 s.Publikation: Bidrag til bog/antologi/rapport › Encyclopædiartikel › Forskning
ID: 8722
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3642
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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Publikation: Working paper
Udgivet -
3587
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Publikation: Working paper
Udgivet -
3326
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Publikation: Working paper
Udgivet