Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- 2010
- Published
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Johansen, Søren & Nielsen, M. Ø., 2010, Department of Economics, University of Copenhagen, 8 p.Research output: Working paper › Research
- Published
An Extension of Cointegration to Fractional Autoregressive Processes
Johansen, Søren, 2010, Department of Economics, University of Copenhagen, 15 p.Research output: Working paper › Research
- Published
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 p.Research output: Working paper › Research
- Published
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 p.Research output: Working paper › Research
- Published
Discussion: The Forward Search: Theory and Data Analysis
Johansen, Søren & Nielsen, B., 2010, In: Journal of the Korean Statistical Society. 39, 2, p. 137-145 9 p.Research output: Contribution to journal › Comment/debate › Research
- Published
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
Johansen, Søren & Nielsen, M. Ø., 2010, Department of Economics, University of Copenhagen, 41 p.Research output: Working paper › Research
- Published
Likelihood inference for a nonstationary fractional autoregressive model
Johansen, Søren & Ørregård Nielsen, M., 2010, In: Journal of Econometrics. 158, 1, p. 51-66 16 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Some Identification Problems in the Cointegrated Vector Autoregressive Model
Johansen, Søren, 2010, In: Journal of Econometrics. 158, 2, p. 262-273 12 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
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. (eds.). Cheltenham, UK: Edward Elgar Publishing, p. 115-131 16 p.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Communication
- Published
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, In: Journal of Econometrics. 158, 1, p. 117-129 13 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8722
Most downloads
-
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