Søren Johansen

Søren Johansen

Professor emeritus


  1. 2024
  2. Udgivet

    WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION

    Johansen, Søren & Nielsen, M. Ø., 2024, I: Econometric Theory. s. 1-16

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  3. 2023
  4. 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 tidsskriftTidsskriftartikelfagfællebedømt

  5. 2020
  6. Udgivet

    Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature

    Hillebrand, E., Johansen, Søren & Schmith, T., dec. 2020, I: Econometrics. 8, 4, 19 s., 41.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  7. 2019
  8. 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 tidsskriftTidsskriftartikelfagfællebedømt

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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 tidsskriftTidsskriftartikelfagfællebedømt

  14. 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 tidsskriftTidsskriftartikelfagfællebedømt

  15. Udgivet

    Nonstationary Cointegration in the Fractionally Cointegrated VAR Model

    Johansen, Søren & Nielsen, M. Ø., 2019, I: Journal of Time Series Analysis. 40, 4, s. 519-543

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  16. 2018
  17. 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

  18. 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

  19. Udgivet

    Testing the CVAR in the Fractional CVAR Model

    Johansen, Søren & Nielsen, M. Ø., 19 apr. 2018, I: Journal of Time Series Analysis. 39, 6, s. 836–849

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  20. Udgivet

    The cointegrated vector autoregressive model with general deterministic terms

    Johansen, Søren & Nielsen, M. Ø., feb. 2018, I: Journal of Econometrics. 202, 2, s. 214-229

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  21. 2017
  22. Udgivet

    Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models

    Johansen, Søren & Tabor, M. N., 22 aug. 2017, I: Econometrics. 5, 3, s. 1-15 15 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  23. 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 tidsskriftTidsskriftartikelfagfællebedømt

  24. Udgivet

    Cointegration between trends and their estimators in state space models and CVAR models

    Johansen, Søren & Tabor, M. N., 2017, 13 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 17-02).

    Publikation: Working paperForskning

  25. 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 paperForskning

  26. Udgivet

    Testing the CVAR in the fractional CVAR model

    Johansen, Søren & Nielsen, M. Ø., 2017, 13 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 17-23).

    Publikation: Working paperForskning

  27. 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 paperForskning

  28. Udgivet

    The role of cointegration for optimal hedging with heteroscedastic error term

    Gatarek, L. & Johansen, Søren, 2017, 18 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 17-03).

    Publikation: Working paperForskning

  29. 2016
  30. Udgivet

    Rejoinder: Asymptotic theory of outlier detection algorithms for linear time series regression models

    Johansen, Søren & Nielsen, B., 15 jun. 2016, I: Scandinavian Journal of Statistics. 43, 2, s. 374-381 8 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  31. Udgivet

    Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models

    Johansen, Søren & Nielsen, B., jun. 2016, I: Scandinavian Journal of Statistics. 43, 2, s. 321-348 28 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  32. Udgivet

    Analysis of the Forward Search using some new results for martingales and empirical processes

    Johansen, Søren & Nielsen, B., 2016, I: Bernoulli. 22, 2, s. 1131-1183 53 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  33. Udgivet

    The cointegrated vector autoregressive model with general deterministic terms

    Johansen, Søren & Nielsen, M. Ø., 2016, 28 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 16-07).

    Publikation: Working paperForskning

  34. Udgivet

    Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series

    Johansen, Søren & Nielsen, B., 2016, 21 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 16-05).

    Publikation: Working paperForskning

  35. 2015
  36. Udgivet

    THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS

    Johansen, Søren & Nielsen, M. Ø., 11 maj 2015, I: Econometric Theory. 32, s. 1095-1139 45 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  37. Udgivet

    Data Revisions and the Statistical Relation of Global Mean Sea-Level and Temperature

    Hillebrand, E. T., Johansen, Søren & Schmith, T., 2015, 14 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 9, Bind 2015).

    Publikation: Working paperForskning

  38. Udgivet

    Model Discovery and Trygve Haavelmo's Legacy

    Hendry, D. & Johansen, Søren, 2015, I: Econometric Theory. 31, 1, s. 93-114 22 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  39. Udgivet

    Time Series: Cointegration

    Johansen, Søren, 2015, International Encyclopedia of the Social & Behavioral Sciences. Wright, J. D. (red.). Oxford: Elsevier, Bind 24. s. 322-330 9 s.

    Publikation: Bidrag til bog/antologi/rapportEncyclopædiartikelFormidling

  40. Udgivet

    Times Series: Cointegration

    Johansen, Søren, 2015, International Encyclopedia of the Social & Behavioral Sciences. Wright, J. D. (red.). 2 udg. Oxford: Elsevier, Bind 24. s. 322--330 9 s.

    Publikation: Bidrag til bog/antologi/rapportEncyclopædiartikelFormidling

  41. 2014
  42. Udgivet

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

    Johansen, Søren & Juselius, Katarina, 2014, I: Journal of Econometrics. 178, Part 2, s. 310-315 6 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  43. Udgivet

    Optimal hedging with the cointegrated vector autoregressive model

    Gatarek, L. & Johansen, Søren, 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 11 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 22, Bind 2014).

    Publikation: Working paperForskning

  44. Udgivet

    Outlier detection algorithms for least squares time series regression

    Johansen, Søren & Nielsen, B., 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 39 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 23, Bind 2014).

    Publikation: Working paperForskning

  45. 2013
  46. Udgivet

    Least squares estimation in a simple random coefficient autoregressive model

    Johansen, Søren & Lange, Theis, apr. 2013, I: Journal of Econometrics. 177, 2, s. 285-288 4 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  47. Udgivet

    Asymptotic analysis of the Forward Search

    Johansen, Søren & Nielsen, B., 2013, Kbh.: Økonomisk institut, Københavns Universitet, 39 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 1, Bind 13).

    Publikation: Working paperForskning

  48. Udgivet

    Outlier detection in regression using an iterated one-step approximation to the Huber-skip estimator

    Johansen, Søren & Nielsen, B., 2013, I: Econometrics. 1, 1, s. 53-70 18 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  49. 2012
  50. Udgivet

    Likelihood inference for a fractionally cointegrated vector autoregressive model

    Johansen, Søren & Ørregård Nielsen, M., nov. 2012, I: Econometrica. 80, 6, s. 2667-2732 66 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  51. Udgivet

    A Necessary Moment Condition for the Fractional Central Limit Theorem

    Johansen, Søren & Nielsen, M., 2012, I: Econometric Theory. 28, s. 671-679 9 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  52. Udgivet

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

    Schmidt, T., Johansen, Søren & Thejll, P., 2012, I: Journal of Climate. 25, 22, s. 7822-7833 12 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  53. Udgivet

    The Role of Initial Values in Nonstationary Fractional Time Series Models

    Johansen, Søren & Nielsen, M. Ø., 2012, Kbh.: Økonomisk institut, Københavns Universitet, 29 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 18, Bind 12).

    Publikation: Working paperForskning

  54. Udgivet

    The Selection of ARIMA Models with or without Regressors

    Johansen, Søren, Riani, M. & Atkinson, A. C., 2012, Kbh.: Økonomisk institut, Københavns Universitet, 31 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 17, Bind 12).

    Publikation: Working paperForskning

  55. Udgivet

    The analysis of nonstationary time series using regression, correlation and cointegration

    Johansen, Søren, 2012, I: Contemporary Economics. 6, 2, s. 40-57 18 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  56. 2011
  57. 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/rapportBidrag til bog/antologiForskning

  58. 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 paperForskning

  59. 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 tidsskriftTidsskriftartikelfagfællebedømt

  60. 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 paperForskning

  61. 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 paperForskning

  62. Udgivet

    The Properties of Model Selection when Retaining Theory Variables

    Hendry, D. F. & Johansen, Søren, 2011, Department of Economics, University of Copenhagen, 4 s.

    Publikation: Working paperForskning

  63. 2010
  64. 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 paperForskning

  65. Udgivet

    An Extension of Cointegration to Fractional Autoregressive Processes

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

    Publikation: Working paperForskning

  66. 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 paperForskning

  67. 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 paperForskning

  68. 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 tidsskriftKommentar/debat

  69. 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 paperForskning

  70. 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 tidsskriftTidsskriftartikelfagfællebedømt

  71. 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 tidsskriftTidsskriftartikelfagfællebedømt

  72. 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/rapportBidrag til bog/antologiFormidling

  73. 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 tidsskriftTidsskriftartikelfagfællebedømt

  74. Udgivet
  75. 2009
  76. 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/rapportBidrag til bog/antologiForskning

  77. 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/rapportBidrag til bog/antologiForskning

  78. 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 paperForskning

  79. 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 tidsskriftTidsskriftartikelfagfællebedømt

  80. 2008
  81. 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 paperForskning

  82. Udgivet

    A representation theory for a class of vector autoregressive models for fractional processes

    Johansen, Søren, 2008, I: Econometric Theory. 24, 3, s. 651-676 26 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  83. Udgivet

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

    Hoover, K. D., Johansen, Søren & Juselius, Katarina, 2008, I: American Economic Review (Print Edition). 2 (Papers & Proceedings), s. 251–255 5 s.

    Publikation: Bidrag til tidsskriftKonferenceartikel

  84. 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 paperForskning

  85. 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 tidsskriftTidsskriftartikelfagfællebedømt

  86. 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/rapportKonferencebidrag i proceedingsForskningfagfællebedømt

  87. 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 tidsskriftTidsskriftartikelfagfællebedømt

  88. 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/rapportEncyclopædiartikelForskning

  89. 2007
  90. 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 paperForskning

  91. Udgivet

    Comment on "A Semi-Empirical Approach to Projecting Future Sea-Level Rise"

    Johansen, Søren, Schmith, T. & Thejll, P., 2007, I: Science. 317, 5846, s. 1866

    Publikation: Bidrag til tidsskriftLetter

  92. Udgivet

    Correlation, Regression, and Cointegration of Nonstationary Economic Time Series

    Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 9 s.

    Publikation: Working paperForskning

  93. Udgivet

    Exact Rational Expectations, Cointegration, and Reduced Rank Regression

    Johansen, Søren & Swensen, A. R., 2007, Department of Economics, University of Copenhagen, 10 s.

    Publikation: Working paperForskning

  94. Udgivet

    Likelihood Inference for a Nonstationary Fractional Autoregressive Model

    Johansen, Søren & Nielsen, M. Ø., 2007, Department of Economics, University of Copenhagen, 45 s.

    Publikation: Working paperForskning

  95. Udgivet

    Selecting a Regression Saturated by Indicators

    Hendry, D. F., Johansen, Søren & Santos, C., 2007, Department of Economics, University of Copenhagen, 17 s.

    Publikation: Working paperForskning

  96. Udgivet

    Some Identification Problems in the Cointegrated Vector Autoregressive Model

    Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 26 s.

    Publikation: Working paperForskning

  97. Udgivet

    Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate

    Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2007, Department of Economics, University of Copenhagen, 33 s.

    Publikation: Working paperForskning

  98. 2006
  99. Udgivet

    Cointegration. Overview and Development

    Johansen, Søren, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-22.

    Publikation: Working paperForskning

  100. Udgivet

    Cointegration: a survey

    Johansen, Søren, 2006, Handbook of Econometrics: Vol 1 Econometric Theory. Mills, T. C. & Palgrave, K. P. (red.). Palgrave Macmillan, Bind 1. s. 540-577

    Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

  101. Udgivet

    Confronting the Economic Model with the Data

    Johansen, Søren, 2006, Post Walrasian Macroeconomics. Beyond the Dynamic Stochastic General Equilibrium Model. Colander, D. (red.). Cambridge University Press, s. 287-300

    Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

  102. Udgivet

    Extracting information from the data: a European view on empirical macro

    Juselius, Katarina & Johansen, Søren, 2006, Post Walrasian Macroeconomics: Beyond the Dynamic Stochastic General Equilibrium Model. Colander, D. (red.). Cambridge: Cambridge University Press, s. 301-333

    Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

  103. 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 tidsskriftTidsskriftartikelfagfællebedømt

  104. 2005
  105. Udgivet

    A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables

    Johansen, Søren & Lütkepohl, H., 2005, I: Econometric Theory. 21, s. 653-658

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  106. 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 paperForskning

  107. Udgivet

    Confronting the Economic Model with the Data

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, s. 1-13.

    Publikation: Working paperForskning

  108. Udgivet

    Extracting Information from the Data: A European View on Empirical Macro

    Johansen, Søren & Juselius, K., 2005, Department of Applied Mathematics and Statistics, s. 1-26.

    Publikation: Working paperForskning

  109. Udgivet

    Maximum Likelihood Estimation and Inference on Cointegration -with Applications to the Demand for Money

    Johansen, Søren & Juselius, Katarina, 2005, General-to-SpecificModelling, Vol I. Campos, J., Ericsson, N. & Hendry, D. (red.). Edward Elgar Publishing, s. 512-553

    Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

  110. Udgivet

    Moderne Økonometri

    Johansen, Søren & Juselius, Katarina, 2005, I: Samfundsøkonomen. 3, s. 4-7

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  111. Udgivet

    Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, s. 1-23.

    Publikation: Working paperForskning

  112. Udgivet

    Testing Weak Exogeneity and the Order of Cointegration in the UK Money Demand Data

    Johansen, Søren, 2005, General-to-Specific Modelling, Vol II. Campos, J., Ericsson, N. & Hendry, D. (red.). Edward Elgar Publishing, s. 589-610

    Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

  113. Udgivet

    The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

    Johansen, Søren, 2005, I: Oxford Bulletin of Economics and Statistics. 67, 1, s. 93-104

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

  114. 2004
  115. 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 paperForskning

  116. Udgivet

    A Small Sample Correction of the Dickey-Fuller Test

    Johansen, Søren, 2004, New Directions in Macromodelling. Elsevier, s. 49-68

    Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

  117. Udgivet

    Cointegration; An Overview

    Johansen, Søren, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, s. 1-37.

    Publikation: Working paperForskning

  118. Udgivet

    Cointegration; a survey

    Johansen, Søren, 2004, Palgrave Handbook of Econometrics: Volume 1. Bind 1, Chapter 15 udg. Palgrave Macmillan: Palgrave Macmillan, s. 1-37

    Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

  119. Udgivet

    Discussion of: Pesaran, M.H., Schuermann T., and Weiner S. M., Modeling regional interdependencies using a global error-correcting macroeconometric model

    Johansen, Søren, 2004, I: Journal of Business and Economic Statistics. 22, 2, s. 169-172

    Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

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