Søren Johansen

Søren Johansen

Professor emeritus


  1. 2018
  2. 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

  3. 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

  4. 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

  5. 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

ID: 8722