Søren Johansen

Søren Johansen (born 6 November 1939) is a Danish statistician and econometrician who is known for his contributions to the theory of cointegration. He is currently a professor at the Department of Economics, University of Copenhagen and in the Center for Research in Econometric Analysis of Time Series (CREATES) of the Aarhus University. He has previously held positions at the Department of Statistics, University of Copenhagen, and the European University Institute in Florence. Provided by Wikipedia
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  1. 1
    Likelihood-based inference in cointegrated vector autoregressive models /

    Likelihood-based inference in cointegrated vector autoregressive models / by Johansen, Søren, 1939-

    Published 1995
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  2. 2
    A representation theory for class of vector autoregressive models for fractional processes

    A representation theory for class of vector autoregressive models for fractional processes by Johansen, Søren

    Published 2005
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  3. 3
    Extracting information from the data a european view on empirical Marco

    Extracting information from the data a european view on empirical Marco by Juselius, Katarina, Johansen, Søren

    Published 2005
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  4. 4
    The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model

    The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model by Johansen, Søren

    Published 2001
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  5. 5
    A small sample correction of the test for cointegrating rank in the vector autoregressive model

    A small sample correction of the test for cointegrating rank in the vector autoregressive model by Johansen, Søren

    Published 2000
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  6. 6
    Mathematical and statistical modelling of cointegration

    Mathematical and statistical modelling of cointegration by Johansen, Søren

    Published 1997
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  7. 7
    Likelihood analysis of seasonal cointegration

    Likelihood analysis of seasonal cointegration by Johansen, Søren, Schaumburg, Ernst

    Published 1997
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  8. 8
    Likelihood based inference in cointegrated vector autoregressive models

    Likelihood based inference in cointegrated vector autoregressive models by Johansen, Søren

    Published 1995
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  9. 9
    Likelihood based inference in cointegrated vector autoregressive models

    Likelihood based inference in cointegrated vector autoregressive models by Johansen, Søren

    Published 1995
    Indexes
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  10. 10
    Likelihood-based inference in cointegrated vector autoregressive models

    Likelihood-based inference in cointegrated vector autoregressive models by Johansen, Søren

    Published 1995
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  11. 11
    Functional relations, random coefficients, and nonlinear regression with application to kinetic data

    Functional relations, random coefficients, and nonlinear regression with application to kinetic data by Johansen, Søren

    Published 1984
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  12. 12
    Functional Relations, Random Coefficients, and Nonlinear Regression with Application to Kinetic Data

    Functional Relations, Random Coefficients, and Nonlinear Regression with Application to Kinetic Data by Johansen, Søren

    Published 1984

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  13. 13
    Homomorphisms and general exponential families

    Homomorphisms and general exponential families by Johansen, Søren

    Published 1976
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  14. 14
    The Extremal Convex Functions

    The Extremal Convex Functions by Johansen, Søren 1939-

    Published 1973
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  15. 15
    The Imbedding Problem for Markov Chains

    The Imbedding Problem for Markov Chains by Johansen, Søren 1939-

    Published 1973
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  16. 16
    Likelihood based inference in cointegrated vector autoregressive models

    Likelihood based inference in cointegrated vector autoregressive models by Johansen, Søren

    Published 2005
    Indexes
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  17. 17
    Representation of cointegrated autoregressive processes with application to fractional processes

    Representation of cointegrated autoregressive processes with application to fractional processes by Johansen, Søren

    Published 2005
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  18. 18
    Controlling inflation in a cointegrated vector autoregressive model with an application to US data

    Controlling inflation in a cointegrated vector autoregressive model with an application to US data by Johansen, Søren

    Published 2001
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  19. 19
    A small sample correction for tests of hypotheses on the cointegrating vectors

    A small sample correction for tests of hypotheses on the cointegrating vectors by Johansen, Søren

    Published 1999
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  20. 20
    A Bartlett correction factor for tests on the cointegrating relations

    A Bartlett correction factor for tests on the cointegrating relations by Johansen, Søren

    Published 1999
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