Søren Johansen

Søren Johansen

Professor emeritus


  1. 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

  2. Udgivet

    An Extension of Cointegration to Fractional Autoregressive Processes

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

    Publikation: Working paperForskning

  3. 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

  4. 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

  5. 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/debatForskning

  6. 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

  7. 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 tidsskriftTidsskriftartikelForskningfagfællebedømt

  8. 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 tidsskriftTidsskriftartikelForskningfagfællebedømt

  9. 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

  10. 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 tidsskriftTidsskriftartikelForskningfagfællebedømt

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