WorldCat Identities

Johansen, Søren 1939-

Overview
Works: 154 works in 320 publications in 3 languages and 1,590 library holdings
Genres: Examinations, questions, etc 
Roles: Author, Publishing director
Classifications: HB141, 330.015195
Publication Timeline
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Most widely held works by Søren Johansen
Likelihood-based inference in cointegrated vector autoregressive models by Søren Johansen( Book )
25 editions published between 1995 and 2009 in English and held by 508 WorldCat member libraries worldwide
This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregressive model. This model has gained popularity because it can at the same time capture the short-run dynamic properties as well as the long-run equilibrium behaviour of many non-stationary time series. It also allows relevant economic questions to be formulated in a consistent statistical framework. The book is intended to give a relatively self-containing presentation for graduate students and researchers with a good knowledge of multivariate regression analysis and likelihood methods. The asymptotic theory requires some familiarity with the theory of weak convergence of stochastic processes. The theory is treated in detail with the purpose of giving the reader a working knowledge of the techniques involved
Functional relations, random coefficients, and nonlinear regression with application to kinetic data by Søren Johansen( Book )
15 editions published in 1984 in English and held by 289 WorldCat member libraries worldwide
Workbook on cointegration by Peter Reinhard Hansen( Book )
14 editions published between 1998 and 2008 in English and held by 195 WorldCat member libraries worldwide
Aimed at graduates and researchers in economics and econometrics, this is a comprehesive exposition of Soren Johansen's remarkable contribution to the theory of cointegration analysis
Introduction to the theory of regular exponential families by Søren Johansen( Book )
9 editions published in 1979 in English and Undetermined and held by 51 WorldCat member libraries worldwide
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model by Søren Johansen( Book )
7 editions published in 2001 in English and held by 39 WorldCat member libraries worldwide
Controlling inflation in a cointegrated vector autoregressive model with an application to US data by Søren Johansen( Book )
9 editions published in 2001 in English and held by 38 WorldCat member libraries worldwide
Mathematical and statictical modelling of cointegration by Søren Johansen( Book )
7 editions published in 1997 in English and held by 35 WorldCat member libraries worldwide
Granger's representation theorem and multicointegration by Tom Engsted( Book )
7 editions published in 1997 in English and held by 35 WorldCat member libraries worldwide
A small sample correction of the test for cointegrating rank in the vector autoregressive model by Søren Johansen( Book )
6 editions published between 1999 and 2000 in English and held by 34 WorldCat member libraries worldwide
Likelihood analysis of seasonal cointegration by Søren Johansen( Book )
6 editions published in 1997 in English and held by 33 WorldCat member libraries worldwide
A small sample correction for tests of hypotheses on the cointegrating vectors by Søren Johansen( Book )
8 editions published in 1999 in English and held by 32 WorldCat member libraries worldwide
A Bartlett correction factor for tests on the cointegrating relations by Søren Johansen( Book )
6 editions published in 1999 in English and held by 32 WorldCat member libraries worldwide
The imbedding problem for Markov chains by Søren Johansen( Book )
7 editions published between 1973 and 1974 in English and held by 15 WorldCat member libraries worldwide
Forelæsningsnoter i matematisk statistik by Søren Johansen( Book )
6 editions published between 1974 and 1976 in 3 languages and held by 11 WorldCat member libraries worldwide
An I(2) cointegration analysis of the purchasing power parity between Australia and the United States by Søren Johansen( Book )
1 edition published in 1991 in English and held by 10 WorldCat member libraries worldwide
Recursive estimation in cointegrated VAR-models by H Hansen( Book )
4 editions published between 1992 and 1993 in English and held by 6 WorldCat member libraries worldwide
Extracting information from the data : a popperian view on empirical macro ( Book )
3 editions published in 2005 in English and held by 6 WorldCat member libraries worldwide
Some structural hypotheses in a multivariate cointegration analysis of the purchasing power parity and the uncovered interest parity for UK by Søren Johansen( Book )
3 editions published in 1990 in English and Danish and held by 6 WorldCat member libraries worldwide
Eksamensopgaver i teoretisk statistik og sandsynlighedsregning 1959-1983 ( Book )
2 editions published in 1983 in Danish and held by 6 WorldCat member libraries worldwide
Identification of the long-run and the short-run structure : an application to the ISLM model by Søren Johansen( Book )
2 editions published in 1992 in English and held by 5 WorldCat member libraries worldwide
 
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Audience level: 0.73 (from 0.19 for Extracting ... to 0.93 for Introducti ...)
Alternative Names
Johansen, S.
Johansen, S. 1939-
Johansen, Soren
Languages
English (136)
Danish (7)
Dutch (1)
Covers