Søren Johansen

Søren Johansen

Professor emeritus

ORCID: 0000-0002-9285-8236

Udgivelsesår:
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  1. 2008
  2. 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

  3. Udgivet

    Automatic selection of indicators in a fully saturated regression

    Hendry, D. F., Johansen, Søren & Santos, C., 2008, I: Computational Statistics. 23, 2, s. 317-335 19 s.

    Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

  4. Udgivet

    Correlation, regression, and cointegration of nonstationary economic time series

    Johansen, Søren, 2008, Bulletin of the International Statistical Institute vol. LXII: Proceedings of the 56th session of the International Statistical Institute, 22-29 August 2007, Lisboa, Portugal. Gomes, M. I., Martins, J. A. P. & Silva, J. A. (red.). Instituto Nacional de Estatística, s. 19-26 8 s.

    Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning › fagfællebedømt

  5. Udgivet

    Exact rational expectations, cointegration, and reduced rank regression

    Johansen, Søren & Swensen, A. R., 2008, I: Journal of Statistical Planning and Inference. 138, 9, s. 2738-2748 11 s.

    Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

  6. Udgivet

    Reduced Rank Regression

    Johansen, Søren, 2008, The New Palgrave Dictionary of Economics. Durlauf, S. N. & Blume, L. E. (red.). 2 udg. Palgrave Macmillan, 7 s.

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

  7. 2009
  8. Udgivet

    An analysis of the indicator saturation estimator as a robust regression estimator

    Johansen, Søren & Nielsen, B., 2009, The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry. Shepard, N. & Castle, J. (red.). Oxford: Oxford University Press, s. 1-36 36 s.

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

  9. Udgivet

    Cointegration: Overview and Development

    Johansen, Søren, 2009, Handbook of Financial Time Series. Andersen, T. G., Kreiss, J-P., Davis, R. A. & Mikosch, T. (red.). Springer, s. 671-693 23 s.

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

  10. Udgivet

    On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations

    Johansen, Søren & Swensen, A. R., 2009, Department of Economics, University of Copenhagen, 30 s.

    Publikation: Working paper › Forskning

  11. Udgivet

    Representation of cointegrated autoregressive processes with application to fractional processes

    Johansen, Søren, 2009, I: Econometric Reviews. 28, 1-3, s. 121-145 25 s.

    Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

  12. 2010
  13. 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

  14. Udgivet

    An Extension of Cointegration to Fractional Autoregressive Processes

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

    Publikation: Working paper › Forskning

  15. Udgivet

    An Invariance Property of the Common Trends under Linear Transformations of the Data

    Johansen, Søren & Juselius, Katarina, 2010, Department of Economics, University of Copenhagen, 13 s.

    Publikation: Working paper › Forskning

  16. Udgivet

    Discussion of 'The Forward Search: Theory and Data Analysis' by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli

    Johansen, Søren & Nielsen, B., 2010, Department of Economics, University of Copenhagen, 13 s.

    Publikation: Working paper › Forskning

  17. Udgivet

    Discussion: The Forward Search: Theory and Data Analysis

    Johansen, Søren & Nielsen, B., 2010, I: Journal of the Korean Statistical Society. 39, 2, s. 137-145 9 s.

    Publikation: Bidrag til tidsskrift › Kommentar/debat › Forskning

  18. 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

  19. Udgivet

    Likelihood inference for a nonstationary fractional autoregressive model

    Johansen, Søren & Ørregård Nielsen, M., 2010, I: Journal of Econometrics. 158, 1, s. 51-66 16 s.

    Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

  20. Udgivet

    Some Identification Problems in the Cointegrated Vector Autoregressive Model

    Johansen, Søren, 2010, I: Journal of Econometrics. 158, 2, s. 262-273 12 s.

    Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

  21. Udgivet

    Søren Johansen and Katarina Juselius: Interview

    Johansen, Søren & Juselius, Katarina, 2010, European Economics at a Crossroads. Rosser, Jr., J. B., Holt, R. P. F. & Colander, D. (red.). Cheltenham, UK: Edward Elgar Publishing, s. 115-131 16 s.

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

  22. Udgivet

    Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate

    Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2010, I: Journal of Econometrics. 158, 1, s. 117-129 13 s.

    Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

  23. 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

  24. 2011
  25. Udgivet

    An extension of cointegration to fractional autoregressive processes

    Johansen, Søren, 2011, The Yearbook of the Finnish Statistical Society 2010. Helsinki: Finnish Statistical Society, s. 20-34 15 s.

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

  26. Udgivet

    Asymptotic Theory for Iterated One-Step Huber-Skip Estimators

    Johansen, Søren & Nielsen, B., 2011, Kbh.: Department of Economics, University of Copenhagen, 17 s.

    Publikation: Working paper › Forskning

  27. Udgivet

    On a Graphical Technique for Evaluating Some Rational Expectations Models

    Johansen, Søren & Swensen, A. R., 2011, I: Journal of Time Series Econometrics. 3, 1, s. Article 9 27 s.

    Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

  28. Udgivet

    Some Econometric Results for the Blanchard-Watson Bubble Model

    Johansen, Søren & Lange, Theis, 2011, Department of Economics, University of Copenhagen, 9 s.

    Publikation: Working paper › Forskning

  29. Udgivet

    Statistical analysis of global surface air temperature and sea level using cointegration methods

    Schmith, T., Johansen, Søren & Thejll , P., 2011, Department of Economics, University of Copenhagen, 29 s.

    Publikation: Working paper › Forskning

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