Browsing All of EconStor by Author Johansen, Søren
Showing results 1 to 15 of 15
| Year of Publication | Title | Author(s) |
| 1994 | Testing Rational Expectations in Vector Autoregressive Models | Johansen, Søren; Swensen, Anders Rygh |
| 2003 | More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms | Johansen, Søren; Swensen, Anders Rygh |
| 2008 | Likelihood inference for a nonstationary fractional autoregressive model | Johansen, Søren; Nielsen, Morten Ørregaard |
| 2010 | A necessary moment condition for the fractional functional central limit theorem | Johansen, Søren; Ørregaard Nielsen, Morten |
| 2010 | Likelihood inference for a fractionally cointegrated vector autoregressive model | Johansen, Søren; Nielsen, Morten Ørregaard |
| 2012 | The role of initial values in nonstationary fractional time series models | Johansen, Søren; Ørregaard Nielsen, Morten |
| 2012 | The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration | Johansen, Søren |
| 2013 | Outlier detection in regression using an iterated one-step approximation to the huber-skip estimator | Johansen, Søren; Nielsen, Bent |
| 2014 | Optimal Hedging with the Vector Autoregressive Model | Gatarek, Lukasz; Johansen, Søren |
| 2016 | The cointegrated vector autoregressive model with general deterministic terms | Johansen, Søren; Nielsen, Morten Ørregaard |
| 2017 | Cointegration between trends and their estimators in state space models and cointegrated vector autoregressive models | Johansen, Søren; Tabor, Morten Nyboe |
| 2017 | Testing the CVAR in the fractional CVAR model | Johansen, Søren; Nielsen, Morten Ørregaard |
| 2018 | Nonstationary cointegration in the fractionally cointegrated VAR model | Johansen, Søren; Nielsen, Morten Ørregaard |
| 2019 | Cointegration and adjustment in the CVAR(É) representation of some partially observed CVAR(1) models | Johansen, Søren |
| 2020 | Data revisions and the statistical relation of global mean sea level and surface temperature | Hillebrand, Eric; Johansen, Søren; Schmith, Torben |
