Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- 2011
Transformation of cointegration and common trends under linear transformations of the data
Johansen, Søren (Lecturer)
15 Sep 2011Activity: Talk or presentation types › Lecture and oral contribution
Statistical Analysis of Fractional Data
Johansen, Søren (Lecturer)
1 Sep 2011Activity: Talk or presentation types › Lecture and oral contribution
An econometric analysis of the Blanchard-Watson bubble model
Johansen, Søren (Lecturer)
1 Jul 2011Activity: Talk or presentation types › Lecture and oral contribution
The fractionally cointegrated vector autoregressive process
Johansen, Søren (Lecturer)
28 Jun 2011Activity: Talk or presentation types › Lecture and oral contribution
Towards a theory of statistical inference for fractionally cointegrated vector autoregressive processes
Johansen, Søren (Lecturer)
27 May 2011Activity: Talk or presentation types › Lecture and oral contribution
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
Johansen, Søren (Lecturer)
17 Mar 2011Activity: Talk or presentation types › Lecture and oral contribution
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
Johansen, Søren (Lecturer)
11 Mar 2011Activity: Talk or presentation types › Lecture and oral contribution
Communications in Statistics – Theory and Methods. (Journal)
Johansen, Søren (Review editor)
2011 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Applied Econometrics (Journal)
Johansen, Søren (Review editor)
2011 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Applied Econometrics. (Journal)
Johansen, Søren (Review editor)
2011 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
ID: 8722
Most downloads
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3671
downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
Published -
3608
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3362
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published