Søren Johansen
Professor emeritus
Økonomisk Institut
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
1 - 2 ud af 2Pr. side: 10
- 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 paper › Forskning
- 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 paper › Forskning
ID: 8722
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3634
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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Publikation: Working paper › Forskning
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3584
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Publikation: Working paper › Forskning
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3320
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Publikation: Working paper › Forskning
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