Johansen, Søren, 1939-....
Johansen, Søren
Johansen, Søren f. 1939
Søren Johansen
Søren Johansen dansk statistiker og økonometriker
VIAF ID: 111012642 ( Personal )
Permalink: http://viaf.org/viaf/111012642
Preferred Forms
- 200 _ | ‡a Johansen ‡b Søren ‡f 1939-....
- 100 1 _ ‡a Johansen, Søren
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- 100 1 _ ‡a Johansen, Søren ‡d 1939-
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- 100 1 _ ‡a Johansen, Søren, ‡d 1939-
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- 100 1 _ ‡a Johansen, Søren, ‡d 1939-....
- 100 0 _ ‡a Søren Johansen
- 100 0 _ ‡a Søren Johansen ‡c dansk statistiker og økonometriker
4xx's: Alternate Name Forms (12)
5xx's: Related Names (12)
- 510 2 _ ‡a Aarhus Universitet / Institut for Økonomi / Center for Research in Econometric Analysis of Time Series (CREATES)
- 510 2 _ ‡a Aarhus Universitet ‡b Center for Research in Econometric Analysis of Time Series ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a European University Institute
- 510 2 _ ‡a European University Institute ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 551 _ _ ‡a Hellerup ‡4 ortg ‡4 https://d-nb.info/standards/elementset/gnd#placeOfBirth
- 510 2 _ ‡a Institut for Matematisk Statistik (Kopenhagen)
- 510 2 _ ‡a Kopenhagen
- 510 2 _ ‡a Københavns Universitet
- 510 2 _ ‡a Københavns Universitet / Økonomisk Institut
- 510 2 _ ‡a Københavns Universitet ‡b Institut for Matematisk Statistik ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universitetet i Oslo
- 510 2 _ ‡a University of Copenhagen. Institute of Mathematical Statistics
Works
Title | Sources |
---|---|
Allowing the data to speak freely | |
Asymptotic analysis of the forward search | |
Asymptotic theory for iterated one-step Huber-skip estimators | |
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models | |
Correlation, regression, and cointegration of nonstationary economic time series | |
Data revisions and the statistical relation of global mean sea-level and temperature | |
Exact rational expectations, cointegration, and reduced rank regression | |
Extracting information from the data | |
Forelæsningsnoter i matematisk statistik | |
Functional relations, random coefficients, and nonlinear regression with application to kinetic data | |
A generalized Radon-Nikodym derivative ... 1969 | |
Granger's representation theorem and multicointegration | |
Identification of the long-run and the short-run structure | |
The imbedding problem for markov chains | |
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles | |
Introduction to the theory of regular exponential families | |
Likelihood analysis of seasonal cointegration | |
Likelihood-based inference in cointegrated vector autoregressive models | |
Manual of inforamtion to accompany the Lancaster-Oslo-Bergen corpus of British English for use with digital computers | |
Mathematical and statistical modelling of cointegration | |
Models where the least trimmed squares and least median of squares estimators are maximum likelihood | |
A note on the Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression | |
On a numerical and graphical technique for evaluating some models involving rational expectations | |
Opgaver i sandsynlighedsregning | |
Outlier detection algorithms for least squares time series regression | |
Product-integrals and counting processes | |
Recursive estimation in cointegrated VAR-models | |
Selecting a regression saturated by indicators | |
small sample correction of the test for cointegrating rank in the vector autoregressive model | |
Some comments on robustness | |
Some econometric results for the Blanchard-Watson bubble model | |
Some structural hypotheses in a multivariate cointegration analysis of the purchasing power parity and the uncovered interest parity for UK | |
Teleretten | |
Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate | |
Testing rational expectations in vector autoregressive models : by Søren Johansen and Anders Rygh Swensen | |
Testing the CVAR in the fractional CVAR model | |
Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series | |
Uniform consistency of marked and weighted empirical distributions of residuals | |
Workbook on cointegration | |
The ¤asymptotic properties of the Cornish-Bowden Eisenthal median estimator | |
An ¤extension of cointegration to fractional autoregressive processes | |
The ¤full information maximum likelihood procedure for inference on cointegration with applications | |
An ¤invariance property of the common trends under linear transformations of the data | |
A ¤necessary moment condition for the fractional functional central limit theorem | |
The ¤properties of model selection when retaining theory variables | |
The ¤role of cointegration for optimal hedging with heteroscedastic error term | |
The ¤role of initial values in nonstationary fractional time series models | |
The ¤selection of ARIMA models with or without regressors |