Søren Johansen
Professor emeritus
Økonomisk Institut
Øster Farimagsgade 5
1353 København K
- 2024
- Udgivet
WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION
Johansen, Søren & Nielsen, M. Ø., 2024, I: Econometric Theory. s. 1-16Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- 2023
- Udgivet
A model where the least trimmed squares estimator is maximum likelihood
Berenguer-Rico, V., Johansen, Søren & Nielsen, B., 2023, I: Journal of The Royal Statistical Society Series B-statistical Methodology. 85, 3, s. 886-912Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- 2020
- Udgivet
Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature
Hillebrand, E., Johansen, Søren & Schmith, T., dec. 2020, I: Econometrics. 8, 4, 19 s., 41.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- 2019
- Udgivet
Corrigendum: Analysis of the forward search using some new results for martingales and empirical processes
Berenguer-Rico, V., Johansen, Søren & Nielsen, B., nov. 2019, I: Bernoulli. 25, 4A, s. 3201Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Models Where the Least Trimmed Squares and Least Median of Squares Estimators Are Maximum Likelihood
Berenguer-Rico, V., Johansen, Søren & Nielsen, B., 27 sep. 2019, 39 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 19-11).Publikation: Working paper › Forskning
- Udgivet
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals
Berenguer-Rico, V., Johansen, Søren & Nielsen, B., 18 jun. 2019, 22 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 19-09).Publikation: Working paper › Forskning
- Udgivet
The Analysis of Marked and Weighted Empirical Processes of Estimated Residuals
Berenguer-Rico, V., Johansen, Søren & Nielsen, B., 28 maj 2019, 30 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 19-05).Publikation: Working paper › Forskning
- Udgivet
The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth’s Consistency Constraint in Modeling Aggregate Outcomes
Frydman, R., Johansen, Søren, Rahbek, Anders & Tabor, M. N., 15 mar. 2019, 55 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 19-02).Publikation: Working paper › Forskning
- Udgivet
Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models
Johansen, Søren, 10 jan. 2019, I: Econometrics. 7, 1, 10 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Boundedness of M-estimators for linear regression in time series
Johansen, Søren & Nielsen, B., 2019, I: Econometric Theory. 35, 3, s. 653-683Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
ID: 8722
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
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