Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- 2005
- Published
Maximum Likelihood Estimation and Inference on Cointegration -with Applications to the Demand for Money
Johansen, Søren & Juselius, Katarina, 2005, General-to-SpecificModelling, Vol I. Campos, J., Ericsson, N. & Hendry, D. (eds.). Edward Elgar Publishing, p. 512-553Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Moderne Økonometri
Johansen, Søren & Juselius, Katarina, 2005, In: Samfundsøkonomen. 3, p. 4-7Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes
Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, p. 1-23.Research output: Working paper › Research
- Published
Testing Weak Exogeneity and the Order of Cointegration in the UK Money Demand Data
Johansen, Søren, 2005, General-to-Specific Modelling, Vol II. Campos, J., Ericsson, N. & Hendry, D. (eds.). Edward Elgar Publishing, p. 589-610Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model
Johansen, Søren, 2005, In: Oxford Bulletin of Economics and Statistics. 67, 1, p. 93-104Research output: Contribution to journal › Journal article › Research › peer-review
- 2004
- Published
A Small Sample Correction of the Dickey-Fuller Test
Johansen, Søren, 2004, Afdeling for Anvendt Matematek og Statistik / Københavns Universitet, p. 1-18.Research output: Working paper › Research
- Published
A Small Sample Correction of the Dickey-Fuller Test
Johansen, Søren, 2004, New Directions in Macromodelling. Elsevier, p. 49-68Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Cointegration; An Overview
Johansen, Søren, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, p. 1-37.Research output: Working paper › Research
- Published
Cointegration; a survey
Johansen, Søren, 2004, Palgrave Handbook of Econometrics: Volume 1. Bind 1, Chapter 15 ed. Palgrave Macmillan: Palgrave Macmillan, p. 1-37Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Discussion of: Pesaran, M.H., Schuermann T., and Weiner S. M., Modeling regional interdependencies using a global error-correcting macroeconometric model
Johansen, Søren, 2004, In: Journal of Business and Economic Statistics. 22, 2, p. 169-172Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8722
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3671
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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
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3608
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
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3362
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published