Søren Johansen

Søren Johansen

Professor emeritus


  1. 2024
  2. Udgivet

    WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION

    Johansen, Søren & Nielsen, M. Ø., 2024, I: Econometric Theory. s. 1-16

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  3. 2023
  4. Udgivet

    A model where the least trimmed squares estimator is maximum likelihood

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

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  5. 2020
  6. Udgivet

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

    Hillebrand, E., Johansen, Søren & Schmith, T., dec. 2020, I: Econometrics. 8, 4, 19 s., 41.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  7. 2019
  8. Udgivet

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

    Berenguer-Rico, V., Johansen, Søren & Nielsen, B., nov. 2019, I: Bernoulli. 25, 4A, s. 3201

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  9. Udgivet

    Models Where the Least Trimmed Squares and Least Median of Squares Estimators Are Maximum Likelihood

    Berenguer-Rico, V., Johansen, Søren & Nielsen, B., 27 sep. 2019, 39 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 19-11).

    Publikation: Working paperForskning

  10. Udgivet

    Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals

    Berenguer-Rico, V., Johansen, Søren & Nielsen, B., 18 jun. 2019, 22 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 19-09).

    Publikation: Working paperForskning

  11. Udgivet

    The Analysis of Marked and Weighted Empirical Processes of Estimated Residuals

    Berenguer-Rico, V., Johansen, Søren & Nielsen, B., 28 maj 2019, 30 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 19-05).

    Publikation: Working paperForskning

  12. Udgivet

    The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth’s Consistency Constraint in Modeling Aggregate Outcomes

    Frydman, R., Johansen, Søren, Rahbek, Anders & Tabor, M. N., 15 mar. 2019, 55 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 19-02).

    Publikation: Working paperForskning

  13. Udgivet

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

    Johansen, Søren, 10 jan. 2019, I: Econometrics. 7, 1, 10 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  14. Udgivet

    Boundedness of M-estimators for linear regression in time series

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

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

Forrige 1 2 3 4 5 6 7 8 ...17 Næste

ID: 8722