Access Statistics for Soren Johansen

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bartlett Correction Factor for Tests on the Cointegrating Relations 0 0 0 1 2 3 7 477
A Necessary Moment Condition For The Fractional Functional Central Limit Theorem 0 0 1 61 1 2 7 161
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem 0 1 1 23 0 4 11 133
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings 0 0 1 136 0 1 4 324
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings 1 2 3 231 2 6 19 531
A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors 0 0 0 1 1 2 4 530
A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model 0 0 0 3 1 1 6 444
A Statistical Analsysis of Cointegration for I(2) Variables 0 0 0 3 1 3 8 875
A necessary moment condition for the fractional functional central limit theorem 0 0 0 15 2 2 5 61
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression 0 0 7 639 0 2 23 1,053
An Extension of Cointegration to Fractional Autoregressive Processes 0 0 0 70 2 3 9 145
An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States 0 0 0 2 1 2 13 908
An Invariance Property of the Common Trends under Linear Transformations of the Data 0 0 0 25 1 2 9 124
An analysis of the indicator saturation estimator as a robust regression 0 0 1 58 0 1 6 208
An analysis of the indicator saturation estimator as a robust regression estimator 0 1 2 60 1 2 9 229
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 14 0 0 1 83
An extension of cointegration to fractional autoregressive processes 0 0 1 92 1 1 6 161
An invariance property of the common trends under linear transformations of the data 1 1 2 54 1 1 4 111
Asymptotic analysis of the Forward Search 0 0 0 5 0 3 10 53
Asymptotic analysis of the Forward Search 0 0 0 13 0 0 4 45
Asymptotic analysis of the Forward Search 0 0 1 78 1 2 4 55
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 22 0 0 3 77
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 43 0 0 4 87
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models 0 0 3 38 0 1 6 31
Cointegration between trends and their estimators in state space models and CVAR models 0 0 0 7 0 1 5 28
Cointegration between trends and their estimators in state space models and CVAR models 0 0 2 58 0 2 8 35
Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data 0 0 2 750 0 1 7 1,625
Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data 0 0 0 191 0 0 1 432
Correlation, Regression, and Cointegration of Nonstationary Economic Time Series 0 3 7 855 1 23 51 2,219
Correlation, regression, and cointegration of nonstationary economic time series 0 0 0 96 0 1 4 199
DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE 0 0 1 13 0 0 5 46
Data revisions and the statistical relation of global mean sea-level and temperature 0 0 1 22 0 0 3 58
Determination of Cointegration Rank in the Presence of a Linear Trend 0 0 0 5 1 3 17 1,571
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 15 0 0 7 757
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 56 0 1 3 948
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 30 0 0 4 797
Exact Rational Expectations, Cointegration, and Reduced Rank Regression 0 0 1 132 0 2 8 274
Exact rational expectations, cointegration, and reduced rank regression 0 0 0 29 0 0 2 83
Extracting Information from the Data: A Popperian View on Empirical Macro 0 0 3 366 1 2 8 824
Granger's Representation Theorem and Multicointegration 0 0 0 2 0 2 8 845
Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland 0 0 0 4 9 24 84 1,146
Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model 0 0 0 7 0 14 39 2,280
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 1 25 1 3 6 25
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 9 0 3 9 38
Likelihood Analysis of Seasonal Cointegration 0 0 0 1 2 3 10 384
Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model 0 0 0 317 2 4 9 536
Likelihood Inference For A Nonstationary Fractional Autoregressive Model 0 0 1 220 2 2 9 545
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model 0 0 1 45 4 7 19 165
Likelihood Inference for a Nonstationary Fractional Autoregressive Model 0 0 1 109 2 3 7 254
Likelihood inference for a fractionally cointegrated vector autoregressive model 0 1 5 119 1 3 15 184
Likelihood inference for a nonstationary fractional autoregressive model 0 0 0 27 1 2 9 93
Mathematical and Statistical Modelling of Cointegration 0 0 0 3 0 1 2 485
Model Discovery and Trygve Haavelmo's Legacy 0 0 0 116 1 4 13 278
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood 0 0 30 30 1 3 34 34
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood 0 0 0 0 1 2 4 4
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood 0 0 5 5 1 1 15 15
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood 0 0 4 4 0 4 19 19
More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms 0 0 1 283 0 0 4 525
Nonstationary Cointegration In The Fractionally Cointegrated Var Model 2 4 16 122 3 6 50 176
Nonstationary cointegration in the fractionally cointegrated VAR model 1 2 4 9 3 5 14 31
Nonstationary cointegration in the fractionally cointegrated VAR model 0 2 7 28 2 7 15 37
On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations 0 0 0 22 1 3 7 125
On a numerical and graphical technique for evaluating some models involving rational expectations 0 0 0 40 0 1 6 83
Optimal Hedging with the Vector Autoregressive Model 0 0 0 18 1 1 4 68
Optimal hedging with the cointegrated vector autoregressive model 0 0 1 46 1 1 10 91
Optimal hedging with the cointegrated vector autoregressive model 0 3 6 25 4 10 26 77
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 18 1 1 7 46
Outlier detection algorithms for least squares time series regression 0 0 1 31 1 2 10 62
Outlier detection algorithms for least squares time series regression 0 0 3 156 2 2 16 150
Recursive Estimation in Cointegrated VAR-Models 0 0 0 5 2 4 29 2,510
Selecting a Regression Saturated by Indicators 0 0 3 184 2 6 71 594
Selecting a Regression Saturated by Indicators 0 1 2 44 1 3 18 181
Some Econometric Results for the Blanchard-Watson Bubble Model 0 0 0 64 0 1 8 252
Some Identification Problems in the Cointegrated Vector Autoregressive Model 0 0 1 349 4 5 10 629
Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK 0 0 0 1 16 63 395 1,971
Some econometric results for the Blanchard-Watson bubble model 0 0 1 115 1 1 10 224
Some identification problems in the cointegrated vector autoregressive model 0 0 0 36 0 2 7 71
Statistical analysis of global surface air temperature and sea level using cointegration methods 0 0 1 22 1 1 6 90
Statistical analysis of global surface air temperature and sea level using cointegration methods 0 0 0 29 1 1 6 114
THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT 0 0 0 23 2 4 15 43
Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate 0 0 1 174 2 3 14 409
Testing Rational Expectations in Vector Autoregressive Models 0 0 0 65 0 0 6 369
Testing The Cvar In The Fractional Cvar Model 0 0 1 71 1 1 13 84
Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data 0 0 0 4 1 2 14 1,570
Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate 0 0 0 58 1 1 6 156
Testing the CVAR in the fractional CVAR model 0 0 3 5 0 2 10 33
Testing the CVAR in the fractional CVAR model 0 1 3 17 0 1 7 31
The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level 0 0 0 130 1 3 5 298
The Asymptotic Variance of the Estimated Roots in a Cointegrated Vector Autoregressive Model 0 0 0 156 0 0 2 335
The Cointegrated Vector Autoregressive Model With General Deterministic Terms 1 1 3 82 2 4 16 132
The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications 0 0 0 2 7 23 60 1,900
The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes 0 3 20 20 0 6 16 16
The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes 0 1 10 50 4 6 30 65
The Properties of Model Selection when Retaining Theory Variables 0 0 0 45 4 5 14 87
The Properties of Model Selection when Retaining Theory Variables 0 0 0 59 1 1 9 124
The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment 1 1 9 9 1 2 10 10
The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment 0 0 0 12 0 1 8 222
The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models 0 0 3 205 0 2 19 376
The Selection of ARIMA Models with or without Regressors 0 0 2 77 2 2 9 147
The Selection of ARIMA Models with or without Regressors 0 0 1 95 0 0 2 104
The analysis of marked and weighted empirical processes of estimated residuals 0 0 4 4 1 3 16 16
The analysis of marked and weighted empirical processes of estimated residuals 0 0 0 0 0 0 1 1
The analysis of marked and weighted empirical processes of estimated residuals 0 0 6 7 2 2 13 16
The analysis of marked and weighted empirical processes of estimated residuals 0 0 5 52 1 1 24 42
The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level 1 1 5 118 1 7 26 238
The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level 0 0 1 104 0 1 6 190
The cointegrated vector autoregressive model with general deterministic terms 0 0 0 63 4 4 16 56
The cointegrated vector autoregressive model with general deterministic terms 0 0 2 11 0 0 8 46
The role of cointegration for optimal hedging with heteroscedastic error term 0 0 1 4 0 1 6 28
The role of cointegration for optimal hedging with heteroscedastic error term 0 0 1 15 2 4 9 31
The role of initial values in nonstationary fractional time series models 0 0 0 15 2 2 7 56
The role of initial values in nonstationary fractional time series models 0 0 0 31 1 1 2 59
Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series 0 0 0 48 0 0 6 31
Tightness of M-estimators for multiple linear regression in time series 0 0 1 73 0 0 10 60
Times Series: Cointegration 0 0 6 73 2 5 28 136
Times Series: Cointegration 0 0 2 210 0 2 10 100
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals 0 0 1 50 1 2 21 34
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals 0 0 5 9 1 1 8 15
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals 0 0 7 7 3 3 15 15
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals 0 0 1 1 0 0 1 1
Total Working Papers 8 29 239 9,256 146 399 1,873 39,921
7 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS 0 0 3 69 0 0 11 157
A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES 0 0 1 20 0 0 2 61
A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES 0 1 9 117 1 2 19 242
A Representation of Vector Autoregressive Processes Integrated of Order 2 0 0 1 56 1 3 7 127
A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model 0 1 2 189 2 3 8 581
A Stastistical Analysis of Cointegration for I(2) Variables 0 1 3 307 1 5 16 520
A small sample correction for tests of hypotheses on the cointegrating vectors 0 0 3 120 1 2 13 313
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression 0 1 4 308 1 3 14 570
An asymptotic invariance property of the common trends under linear transformations of the data 0 0 0 11 0 1 10 89
Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models 0 0 2 7 0 1 8 30
Automatic selection of indicators in a fully saturated regression 0 2 3 94 0 3 17 312
Automatic selection of indicators in a fully saturated regression 0 0 4 38 0 2 15 160
BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES 0 0 2 2 0 0 7 8
Cointegration analysis in the presence of structural breaks in the deterministic trend 2 5 32 2,113 3 12 92 4,352
Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models 0 0 5 8 2 4 18 25
Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models 1 3 5 11 4 8 20 38
Cointegration in partial systems and the efficiency of single-equation analysis 0 0 5 585 2 3 21 1,184
Comment 0 0 0 6 0 0 1 39
Determination of Cointegration Rank in the Presence of a Linear Trend 0 0 0 8 8 15 47 1,833
Discussion 0 0 0 4 0 0 1 17
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 13 46 168 5,338 29 129 464 13,614
Estimation of proportional covariances 0 0 0 14 0 0 3 38
Identification of the long-run and the short-run structure an application to the ISLM model 2 3 21 831 2 8 47 1,510
Identifying restrictions of linear equations with applications to simultaneous equations and cointegration 1 3 11 558 6 10 39 2,636
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles 0 0 4 5 1 2 9 32
Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model 0 1 6 436 0 1 10 974
Least squares estimation in a simple random coefficient autoregressive model 0 0 1 19 0 0 2 78
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model 1 3 20 527 3 14 78 1,234
Likelihood analysis of seasonal cointegration 0 0 3 206 1 1 7 400
Likelihood inference for a nonstationary fractional autoregressive model 0 0 4 68 2 3 13 185
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY 0 0 2 19 0 0 4 52
Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money 0 0 0 31 46 114 458 10,697
Modelling of cointegration in the vector autoregressive model 0 0 4 243 0 0 9 467
More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term 0 0 1 83 0 1 7 254
Nonstationary Cointegration in the Fractionally Cointegrated VAR Model 0 1 5 7 2 4 31 43
On a Graphical Technique for Evaluating Some Rational Expectations Models 0 0 0 16 0 1 2 54
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator 0 0 0 33 2 4 15 160
Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models 0 0 0 1 1 2 5 18
Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes 0 0 1 66 0 0 4 123
Some identification problems in the cointegrated vector autoregressive model 0 0 1 46 0 0 2 127
Some tests for parameter constancy in cointegrated VAR-models 0 0 0 5 1 5 22 1,580
Statistical analysis of cointegration vectors 14 65 219 8,748 43 162 611 17,466
Statistical analysis of hypotheses on the cointegrating relations in the I(2) model 0 0 1 92 0 3 14 207
THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS 1 1 6 17 2 3 21 64
Testing exact rational expectations in cointegrated vector autoregressive models 0 0 2 126 0 0 6 279
Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate 0 0 2 46 0 2 11 162
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK 6 19 86 1,985 16 47 201 3,869
Testing the CVAR in the Fractional CVAR Model 0 2 6 18 1 5 37 84
Testing weak exogeneity and the order of cointegration in UK money demand data 0 1 7 863 2 5 19 1,473
The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration 0 0 1 17 0 0 4 52
The Role of Ancillarity in Inference for Non-stationary Variables 0 0 0 73 0 0 2 277
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model 0 0 0 39 0 0 2 152
The cointegrated vector autoregressive model with general deterministic terms 1 1 5 31 2 3 35 132
Total Journal Articles 42 160 671 24,680 188 596 2,541 69,151


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 0 0 0 0 36 100 528 6,238
Workbook on Cointegration 0 0 0 0 4 14 30 350
Total Books 0 0 0 0 40 114 558 6,588


Statistics updated 2020-09-04