Søren Johansen
Professor emeritus
Økonomisk Institut
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
1 - 4 ud af 4Pr. side: 10
- 2009
- Udgivet
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren & Nielsen, B., 2009, The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry. Shepard, N. & Castle, J. (red.). Oxford: Oxford University Press, s. 1-36 36 s.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- Udgivet
Cointegration: Overview and Development
Johansen, Søren, 2009, Handbook of Financial Time Series. Andersen, T. G., Kreiss, J-P., Davis, R. A. & Mikosch, T. (red.). Springer, s. 671-693 23 s.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- Udgivet
On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations
Johansen, Søren & Swensen, A. R., 2009, Department of Economics, University of Copenhagen, 30 s.Publikation: Working paper › Forskning
- Udgivet
Representation of cointegrated autoregressive processes with application to fractional processes
Johansen, Søren, 2009, I: Econometric Reviews. 28, 1-3, s. 121-145 25 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
ID: 8722
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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Publikation: Working paper › Forskning
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3592
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Publikation: Working paper › Forskning
Udgivet -
3343
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Publikation: Working paper › Forskning
Udgivet