Søren Johansen
Professor emeritus
Økonomisk Institut
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
1 - 3 ud af 3Pr. side: 10
- Udgivet
An Asymptotic Invariance Property of Common Trends under Linear Transformations of the Data
Johansen, Søren & Juselius, Katarina, 2014, I: Journal of Econometrics. 178, Part 2, s. 310-315 6 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Outlier detection algorithms for least squares time series regression
Johansen, Søren & Nielsen, B., 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 39 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 23, Bind 2014).Publikation: Working paper
- Udgivet
Optimal hedging with the cointegrated vector autoregressive model
Gatarek, L. & Johansen, Søren, 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 11 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 22, Bind 2014).Publikation: Working paper
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
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3587
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Publikation: Working paper
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3326
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Publikation: Working paper
Udgivet