Søren Johansen - Publications, H-index & Citations

Søren Johansen

University of Copenhagen

57H指数

347论文数

6.1W被引数

收录论文 24

发表时间

A model where the least trimmed squares estimator is maximum likelihood

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

IF3.6

2023-05-15

OAAI

Berenguer-Rico, Vanessa; Johansen, Soren; Nielsen, Bent

The cointegrated vector autoregressive model with general deterministic terms 具有一般确定性项的协整向量自回归模型

JOURNAL OF ECONOMETRICS

IF4

2018-02-01

OAAI

Johansen, Soren; Nielsen, Morten Orregaard

The water channel AQP1 is expressed in human atherosclerotic vascular lesions and AQP1 deficiency augments angiotensin II-induced atherosclerosis in mice

ACTA PHYSIOLOGICA

IF5.6

2017-02-22

PREAI

Wintmo, P.; Johansen, S. H.; Hansen, P. B. L.; Lindholt, J. S.; Urbonavicius, S.; Rasmussen, L. M.; Bie, P.; Jensen, B. L.; Stubbe, J.

An asymptotic invariance property of the common trends under linear transformations of the data

JOURNAL OF ECONOMETRICS

IF4

2014-01-01

PREAI

Johansen, Soren; Juselius, Katarina

Least squares estimation in a simple random coefficient autoregressive model

JOURNAL OF ECONOMETRICS

IF4

2013-12-01

PREAI

Johansen, Soren; Lange, Theis

Statistical Analysis of Global Surface Temperature and Sea Level Using Cointegration Methods

JOURNAL OF CLIMATE

IF4

2012-11-14

OAAI

Schmith, Torben; Johansen, Soren; Thejll, Peter

Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model 分数协整向量自回归模型的似然推断

ECONOMETRICA

IF7.1

2012-01-01

207

OAAI

Johansen, Soren; Nielsen, Morten Orregaard

Some identification problems in the cointegrated vector autoregressive model

JOURNAL OF ECONOMETRICS

IF4

2010-10-01

OAAI

Johansen, Soren

Likelihood inference for a nonstationary fractional autoregressive model 非平稳分数阶自回归模型的似然推断

JOURNAL OF ECONOMETRICS

IF4

2010-09-01

115

OAAI

Johansen, Soren; Nielsen, Morten Orregaard

Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate

JOURNAL OF ECONOMETRICS

IF4

2010-09-01

PREAI

Johansen, Soren; Juselius, Katarina; Frydman, Roman; Goldberg, Michael

Allowing the data to speak freely: The macroeconometrics of the cointegrated vector autoregression

AMERICAN ECONOMIC REVIEW

IF11.6

2008-04-01

OAAI

Hoover, Kevin D.; Johansen, Soren; Juselius, Katarina

Statistical analysis of hypotheses on the cointegrating relations in the I(2) model I(2) 模型中协整关系假设的统计分析

JOURNAL OF ECONOMETRICS

IF4

2006-05-01

PREAI

Johansen, Soren

A small sample correction for tests of hypotheses on the cointegrating vectors 协整向量上假设检验的小样本校正

JOURNAL OF ECONOMETRICS

IF4

2002-12-01

OAAI

Johansen, S

A small sample correction for the test of cointegrating rank in the vector autoregressive model 向量自回归模型中协整秩检验的小样本校正

ECONOMETRICA

IF7.1

2002-09-01

206

OAAI

Johansen, S

Modelling of cointegration in the vector autoregressive model

ECONOMIC MODELLING

IF4.7

2000-08-01

PREAI

Johansen, S

Testing exact rational expectations in cointegrated vector autoregressive models 协整向量自回归模型中精确理性期望的检验

JOURNAL OF ECONOMETRICS

IF4

1999-11-01

PREAI

Johansen, S; Swensen, AR

Likelihood analysis of seasonal cointegration 季节协整的似然分析

JOURNAL OF ECONOMETRICS

IF4

1999-02-01

OAAI

Johansen, S; Schaumburg, E

IDENTIFYING RESTRICTIONS OF LINEAR-EQUATIONS WITH APPLICATIONS TO SIMULTANEOUS-EQUATIONS AND COINTEGRATION

JOURNAL OF ECONOMETRICS

IF4

1995-09-01

258

PREAI

JOHANSEN, S

THE ROLE OF ANCILLARITY IN INFERENCE FOR NONSTATIONARY VARIABLES

ECONOMIC JOURNAL

IF3.6

1995-03-01

PREAI

JOHANSEN, S

IDENTIFICATION OF THE LONG-RUN AND THE SHORT-RUN STRUCTURE - AN APPLICATION TO THE ISLM MODEL

JOURNAL OF ECONOMETRICS

IF4

1994-07-01

295

PREAI

JOHANSEN, S; JUSELIUS, K

研究方向