Søren Johansen

Søren Johansen

Professor emeritus

ORCID: 0000-0002-9285-8236

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  1. 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 tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

  2. 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 paper › Forskning

  3. 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 paper › Forskning

  4. 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 paper › Forskning

  5. 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 tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

  6. Udgivet

    Granger's Representation Theorem and Multicointegration

    Engsted, T. & Johansen, Søren, 1999, Cointegration, Causality and Forecasting: Festschrift in Honour of Clive Granger. Engle, R. & White, H. (red.). Oxford University Press, s. 200-212 12 s.

    Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning

  7. Udgivet

    Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles

    Franchi, M. & Johansen, Søren, 14 jun. 2017, I: Econometrics. 5, 2, s. 1-20 20 s.

    Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

  8. Udgivet

    Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles

    Franchi, M. & Johansen, Søren, 2017, 19 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 17-09).

    Publikation: Working paper › Forskning

  9. 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 › Forskning

  10. Udgivet

    The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

    Frydman, R., Johansen, Søren, Rahbek, Anders & Tabor, M. N., 2017, 38 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 17-10). (Institute for New Economic Thinking Working Paper Series; Nr. 59).

    Publikation: Working paper › Forskning

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