Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
1 - 3 out of 3Page size: 10
- 2000
- Published
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren, 2000, In: Econometric Theory. 16, 5, p. 740-778 39 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Cointegration analysis in the presence of structural breaks in the deterministic trend
Johansen, Søren, Nielsen, B. & Mosconi, R., 2000, In: Econometrics Journal. 3, 2, p. 216-249 34 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Modelling cointegration in the vector autoregressive model
Johansen, Søren, 2000, In: Economic Modelling. 17, 3, p. 359-373 15 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8722
Most downloads
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3671
downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
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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