Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
1 - 8 out of 8Page size: 10
- 2007
- Published
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Hoover, K. D., Juselius, Katarina & Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 10 p.Research output: Working paper › Research
- Published
Comment on "A Semi-Empirical Approach to Projecting Future Sea-Level Rise"
Johansen, Søren, Schmith, T. & Thejll, P., 2007, In: Science. 317, 5846, p. 1866Research output: Contribution to journal › Letter › Research
- Published
Correlation, Regression, and Cointegration of Nonstationary Economic Time Series
Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 9 p.Research output: Working paper › Research
- Published
Exact Rational Expectations, Cointegration, and Reduced Rank Regression
Johansen, Søren & Swensen, A. R., 2007, Department of Economics, University of Copenhagen, 10 p.Research output: Working paper › Research
- Published
Likelihood Inference for a Nonstationary Fractional Autoregressive Model
Johansen, Søren & Nielsen, M. Ø., 2007, Department of Economics, University of Copenhagen, 45 p.Research output: Working paper › Research
- Published
Selecting a Regression Saturated by Indicators
Hendry, D. F., Johansen, Søren & Santos, C., 2007, Department of Economics, University of Copenhagen, 17 p.Research output: Working paper › Research
- Published
Some Identification Problems in the Cointegrated Vector Autoregressive Model
Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 26 p.Research output: Working paper › Research
- Published
Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate
Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2007, Department of Economics, University of Copenhagen, 33 p.Research output: Working paper › Research
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
Published -
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