Søren Johansen

Søren Johansen

Professor, emeritus


  1. 2000
  2. 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 journalJournal articleResearchpeer-review

  3. 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 journalJournal articleResearchpeer-review

  4. 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 journalJournal articleResearchpeer-review

ID: 8722