Søren Johansen

Søren Johansen

Professor emeritus

ORCID: 0000-0002-9285-8236

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  1. Udgivet

    Testing Exogeneity and the Order of Cointegration in U.K. Money Demand Data

    Johansen, Søren, 1994, Testing Exogeneity. Advanced Texts in Econometrics. Ericsson, N. & Irons, J. (red.). Oxford: Oxford University Press, s. 121-143

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

  2. Udgivet

    Determination of Cointegration Rank in the Presense of a Linear Trend

    Johansen, Søren, 1992, I: Oxford Bulletin of Economics and Statistics. 54, 3, s. 384-97

    Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

  3. Udgivet

    Statistical analysis of hypotheses on the cointegrating relations in the I(2) model

    Johansen, Søren, 2006, I: Journal of Econometrics. 132, s. 81-115

    Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

  4. Udgivet

    Determination of Cointegration Rank in the Presence of Linear Trend

    Johansen, Søren, 1991, Københavns Universitet, s. 15.

    Publikation: Working paper › Forskning

  5. Udgivet

    The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables

    Johansen, Søren, 1992, Københavns Universitet, s. 26.

    Publikation: Working paper › Forskning

  6. Udgivet

    Identification of the Long-Run and the Short-Run Structure. An Application to the ISLM Model

    Johansen, Søren & Juselius, Katarina, 1992, Københavns Universitet, s. 35.

    Publikation: Working paper › Forskning

  7. Udgivet

    A Statistical Analysis of Cointegration for I(2) Variables

    Johansen, Søren, 1991, Københavns Universitet, s. 26.

    Publikation: Working paper › Forskning

  8. Udgivet

    The Power Function of the Likelihood Ratio Test for Cointegration

    Johansen, Søren, 1991, Econometric Decision Models: New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Models. Gruber, J. (red.). Springer, s. 324-335 23 s.

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

  9. Udgivet

    Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

    Johansen, Søren & Nielsen, M. Ø., 2010, Department of Economics, University of Copenhagen, 41 s.

    Publikation: Working paper › Forskning

  10. Udgivet

    The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level

    Johansen, Søren, 2010, Department of Economics, University of Copenhagen, 26 s.

    Publikation: Working paper › Forskning

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