Søren Johansen

Søren Johansen

Professor emeritus


  1. 2019
  2. 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 tidsskriftTidsskriftartikelForskningfagfællebedømt

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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 tidsskriftTidsskriftartikelForskningfagfællebedømt

  8. 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 tidsskriftTidsskriftartikelForskningfagfællebedømt

  9. 2018
  10. Udgivet

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

    Johansen, Søren, 29 maj 2018, 9 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 18-05).

    Publikation: Working paperForskning

  11. Udgivet

    Nonstationary Cointegration in the Fractionally Cointegrated VAR Model

    Johansen, Søren & Nielsen, M. Ø., 29 maj 2018, 27 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 18-04).

    Publikation: Working paperForskning

  12. Udgivet

    Nonstationary Cointegration in the Fractionally Cointegrated VAR Model

    Johansen, Søren & Nielsen, M. Ø., 2 dec. 2018, I : Journal of Time Series Analysis. 40, 4, s. 519-543

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

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