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Søren Johansen (1939-)

Mathematiker

Name	Søren Johansen
Time	1939- (Date of birth and death)
Place	Hellerup (Geburtsort) Dänemark
Gender	männlich
Academic degree	Prof. Dr.
Profession	Mathematiker (characteristic profession) Wirtschaftswissenschaftler Statistiker
Variant	S. Johansen Søren Glud Johansen Søren Glud Johansen
Related	Aarhus Universitet. Center for Research in Econometric Analysis of Time Series Københavns Universitet. Institut for Matematisk Statistik European University Institute
Further information	Prof. of Econometrics
Source	Quelle: http://de.wikipedia.org/wiki/S%C3%B8ren_Johansen Homepage: http://www.econ.ku.dk/Faculty_And_Staff/showID.asp?profile_id=1491 Homepage: http://www.math.ku.dk/~sjo/
Record type	Person
GND-Identifier	170568490
Record ID	170568490
Involved in show all A note on testing restrictions for the cointegration parameters of a VAR with I(2) variables On a Graphical Technique for Evaluating Some Rational Expectations Models Controlling inflation in a cointegrated vector autoregressive model with an application to US data The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model A small sample correction of the test for cointegrating rank in the vector autoregressive model A Bartlett correction factor for tests on the cointegrating relations A small sample correction for tests of hypotheses on the cointegrating vectors Granger's representation theorem and multicointegration Likelihood analysis of seasonal cointegration Mathematical and statistical modelling of cointegration Functional relations, random coefficients, and nonlinear regression with application to kinetic data Functional Relations, Random Coefficients, and Nonlinear Regression with Application to Kinetic Data A Bang-Bang representation for 3×3 embeddable stochastic matrices

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Katalog der Deutschen Nationalbibliothek

Søren Johansen (1939-)

A note on testing restrictions for the cointegration parameters of a VAR with I(2) variables

On a Graphical Technique for Evaluating Some Rational Expectations Models

Controlling inflation in a cointegrated vector autoregressive model with an application to US data

The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model

A small sample correction of the test for cointegrating rank in the vector autoregressive model

A Bartlett correction factor for tests on the cointegrating relations

A small sample correction for tests of hypotheses on the cointegrating vectors

Granger's representation theorem and multicointegration

Likelihood analysis of seasonal cointegration

Mathematical and statistical modelling of cointegration

Functional relations, random coefficients, and nonlinear regression with application to kinetic data

Functional Relations, Random Coefficients, and Nonlinear Regression with Application to Kinetic Data

A Bang-Bang representation for 3×3 embeddable stochastic matrices