Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236

Publication year:
All
1 - 6 out of 6Page size: 10
  1. 1995
  2. Published

    A Statistical Analysis of Cointegration for I(2) Variables

    Johansen, Søren, 1995, In: Econometric Theory. 11, 1, p. 25-59 35 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    Diskussion of Tong, H.: A personal overview of non-linear time series analysis from a chaos perspective

    Johansen, Søren, 1995, In: Scandinavian Journal of Statistics. 22, p. 428-430

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Published

    Identifying restrictions of linear equations with applications to simultaneous equations and cointegration

    Johansen, Søren, 1995, In: Journal of Econometrics. 69, 1, p. 111-132

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    Likelihood-based inference in cointegrated vector auto-regressive models

    Johansen, Søren, 1995, Great Britain: Oxford University Press. 267 p.

    Research output: Book/Report › Book › Research › peer-review

  6. Published

    Test for cointegration rank in partial systems

    Johansen, Søren, Harboe, I., Nielsen, B. & Rahbek, Anders, 1995, København, p. 32.

    Research output: Working paper › Research

  7. Published

    The Role of Ancillarity in Inference for Non-stationary Variables

    Johansen, Søren, 1995, In: Economic Journal. 105, 429, p. 302-320

    Research output: Contribution to journal › Journal article › Research › peer-review

ID: 8722