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Person
ISNI: 
0000 0001 0935 2553
Name: 
Johansen, S.
Johansen, Søren
Dates: 
1939-
Creation class: 
article
cre
Language material
Text
Creation role: 
author
Related names: 
Aarhus Universitet / Institut for Økonomi / Center for Research in Econometric Analysis of Time Series (CREATES)
Atkinson, Anthony C.
Engsted, T.
European University Institute Affiliation (see also from)
European University Institute. Department of Economics
Frydberg, Roman
Frydman, Roman
Gill, R.D. (1951-)
Gill, Richard David (1951-)
Goldberg, Michael D.
Hansen, Henrik
Hansen, Peter Reinhard
Hendry, David
Hendry, David F.
Hoover, Kevin D.
Institut for Matematisk Statistik Affiliation (see also from)
Jensen, Søren Tolver
Johansen, S ren
Johansen, S.
Johansen, Søren
Johansen, Søren
JUSELIUS, Katarina
Københavns Universitet / Økonomisk Institut
L tkepohl, Helmut
Lange, Theis
MOSCONI, ROCCO
Mosconi, Soren Johansen and Rocco
NIELSEN, BENT
Nielsen, Morten Ørregaard
Nielsen, Morten Ørregaard
Ørregaard Nielsen, Morten
Riani, Marco
Santos, Carlos
Schaumburg, E.
Schaumburg, Ernst
Schmith, Torben
Swensen, Anders R.
Swensen, Anders Rygh
Thejll, Peter
University of Copenhagen. Institute of Mathematical Statistics
Titles: 
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level, The
analysis of the indicator saturation estimator as a robust regression estimator, An
Asymptotic analysis of the Forward Search
Asymptotic theory for iterated one-step Huber-skip estimators
asymptotic variance of the estimated roots in a cointegrated vector autoregressive model, The
Automatic selection of indicators in a fully saturated regression
Bartlett correction factor for tests on the cointegrating relations, A
Bayesian Perspective on Inference from Macroeconomic Data: Comment., A
Cointegration analysis in the presence of structural breaks in the deterministic trend
Cointegration in partial systems and the efficiency of single-equation analysis
Comment
Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data
Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data
Correlation, regression, and cointegration of nonstationary economic time series
Determination of Cointegration Rank in the Presence of a Linear Trend.
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli
Eksamensopgaver i teoretisk statistik og sandsynlighedsregning 1959-1983
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models.
Estimation of proportional covariances
Exact rational expectations, cointegration, and reduced rank regression
extension of cointegration to fractional autoregressive processes, An
Extracting Information from the Data: A Popperian View on Empirical Macro
Forelæsningsnoter i matematisk statistik
Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications, The
Functional relations, random coefficients, and nonlinear regression with application to kinetic data
Functional relations, random coefficients, and nonlinear regression with applications to kinetic data
generalized Radon-Nikodym derivative ... 1969, A
Granger's Representation Theorem and Multicointegration
Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland
I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States., An
Identification of the long-run and the short-run structure an application to the ISLM model
Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
imbedding problem for Markov chains, The
Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model
Introduction to the theory of regular exponential families
invariance property of the common trends under linear transformations of the data, An
Likelihood analysis of seasonal cointegration
Likelihood-based inference in cointegrated vector autoregressive models
Likelihood-based inference in cointeqrated vector autoregressive models, 1995:
Likelihood inference for a fractionally cointegrated vector autoregressive model
Likelihood inference for a nonstationary fractional autoregressive model
Mathematical and Statistical Modelling of Cointegration
Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money.
Model Discovery and Trygve Haavelmo's Legacy
Modelling of cointegration in the vector autoregressive model
More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term
More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms
necessary moment condition for the fractional functional central limit theorem, A
NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES, A
note on the Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression, A
On a Graphical Technique for Evaluating Some Rational Expectations Models
On a numerical and graphical technique for evaluating some models involving rational expectations
Opgaver i sandsynlighedsregning
Product-integrals and counting processes
Properties of Model Selection when Retaining Theory Variables, The
Recursive Estimation in Cointegrated VAR-Models
Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes
Representation of Vector Autoregressive Processes Integrated of Order 2, A
Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes, A
Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings, A
Role of Ancillarity in Inference for Non-stationary Variables., The
role of initial values in nonstationary fractional time series models, The
Selecting a Regression Saturated by Indicators
Selection of ARIMA Models with or without Regressors, The
small sample correction for tests of hypotheses on the cointegrating vectors, A
Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model, A
small sample correction of the test for cointegrating rank in the vector autoregressive model, A
Some comments on robustness
Some econometric results for the Blanchard-Watson bubble model
Some identification problems in the cointegrated vector autoregressive model
Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK
Some tests for parameter constancy in cointegrated VAR-models
Stastistical Analysis of Cointegration for I(2) Variables, A
Statistical Analsysis of Cointegration for I(2) Variables., A
Statistical analysis of cointegration vectors
Statistical analysis of global surface air temperature and sea level using cointegration methods
Statistical analysis of hypotheses on the cointegrating relations in the I(2) model
Testing exact rational expectations in cointegrated vector autoregressive models
Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
Testing weak exogeneity and the order of cointegration in UK money demand data
Workbook on cointegration
Contributed to or performed: 
ECONOMETRIC THEORY
EUI WORKING PAPER ECO
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