Søren Johansen

Søren Johansen

Professor emeritus

ORCID: 0000-0002-9285-8236

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  1. Udgivet

    A Likelihood Analysis of The I(2) Model

    Johansen, Søren, 1994, København, s. 26.

    Publikation: Working paper › Forskning

  2. Udgivet

    A Necessary Moment Condition for the Fractional Functional Central Limit Theorem

    Johansen, Søren & Nielsen, M. Ø., 2010, Department of Economics, University of Copenhagen, 8 s.

    Publikation: Working paper › Forskning

  3. Udgivet

    A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, s. 1-22.

    Publikation: Working paper › Forskning

  4. 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

  5. Udgivet

    A Small Sample Correction of the Dickey-Fuller Test

    Johansen, Søren, 2004, Afdeling for Anvendt Matematek og Statistik / Københavns Universitet, s. 1-18.

    Publikation: Working paper › Forskning

  6. Udgivet

    A Statistical Analysis of Cointegration for I(2) Variables

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

    Publikation: Working paper › Forskning

  7. Udgivet

    A simulation study of some functionals of random walk

    Johansen, Søren, Hansen, Henrik & Fachin, S., 2002, Københavns Universitet.

    Publikation: Working paper › Forskning

  8. Udgivet

    Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

    Hoover, K. D., Juselius, Katarina & Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 10 s.

    Publikation: Working paper › Forskning

  9. 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 › Forskning

  10. Udgivet

    An Extension of Cointegration to Fractional Autoregressive Processes

    Johansen, Søren, 2010, Department of Economics, University of Copenhagen, 15 s.

    Publikation: Working paper › Forskning

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