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 0 0 1 483
A Necessary Moment Condition For The Fractional Functional Central Limit Theorem 0 0 0 62 0 0 1 171
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem 0 0 1 25 0 0 2 144
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings 0 0 1 234 0 0 2 548
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings 0 0 0 137 0 0 0 330
A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors 0 0 0 1 1 1 2 537
A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model 0 0 0 3 0 0 0 449
A Statistical Analsysis of Cointegration for I(2) Variables 0 0 0 3 0 1 2 888
A necessary moment condition for the fractional functional central limit theorem 0 0 0 15 0 0 0 64
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models 0 0 0 27 0 0 1 33
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models 0 0 1 25 0 0 1 26
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression 0 0 3 646 0 0 4 1,069
An Extension of Cointegration to Fractional Autoregressive Processes 0 0 0 70 0 1 1 147
An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States 0 0 0 2 0 2 6 927
An Invariance Property of the Common Trends under Linear Transformations of the Data 0 0 0 26 0 0 1 130
An analysis of the indicator saturation estimator as a robust regression 0 0 0 62 0 0 1 220
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 61 0 0 0 236
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 14 0 0 0 91
An extension of cointegration to fractional autoregressive processes 0 0 0 92 0 0 0 162
An invariance property of the common trends under linear transformations of the data 0 0 0 54 0 0 1 117
Asset Prices Under Knightian Uncertainty 0 0 1 4 0 0 3 9
Asymptotic analysis of the Forward Search 0 0 1 14 0 0 1 51
Asymptotic analysis of the Forward Search 0 0 0 79 0 0 0 59
Asymptotic analysis of the Forward Search 0 0 1 8 0 0 3 74
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 22 0 0 0 82
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 1 46 0 0 2 96
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models 0 0 0 39 0 0 1 38
Cointegration between trends and their estimators in state space models and CVAR models 0 0 1 8 0 0 1 34
Cointegration between trends and their estimators in state space models and CVAR models 0 0 1 60 0 0 3 46
Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data 0 0 0 756 0 1 2 1,641
Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data 0 0 0 191 0 0 0 436
Correlation, Regression, and Cointegration of Nonstationary Economic Time Series 0 0 1 863 1 3 23 2,307
Correlation, regression, and cointegration of nonstationary economic time series 0 0 1 97 0 0 2 203
DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE 0 0 0 14 0 0 0 50
Data revisions and the statistical relation of global mean sea-level and temperature 0 0 0 22 0 0 0 61
Determination of Cointegration Rank in the Presence of a Linear Trend 0 0 0 5 1 1 12 1,614
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 31 0 1 1 804
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 18 0 0 1 773
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 56 0 0 0 951
Exact Rational Expectations, Cointegration, and Reduced Rank Regression 0 0 1 134 0 2 3 283
Exact rational expectations, cointegration, and reduced rank regression 0 0 0 30 0 0 0 87
Extracting Information from the Data: A Popperian View on Empirical Macro 0 0 1 369 0 0 2 854
Granger's Representation Theorem and Multicointegration 0 0 0 2 0 1 6 877
Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland 0 0 0 4 2 4 36 1,294
Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model 0 0 0 7 1 2 6 2,325
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 1 11 0 0 4 48
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 25 1 2 2 36
Likelihood Analysis of Seasonal Cointegration 0 0 0 1 0 0 1 391
Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model 0 0 1 322 0 0 5 554
Likelihood Inference For A Nonstationary Fractional Autoregressive Model 0 0 1 223 0 0 1 554
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model 0 0 0 46 0 0 3 173
Likelihood Inference for a Nonstationary Fractional Autoregressive Model 0 0 0 110 0 0 0 259
Likelihood inference for a fractionally cointegrated vector autoregressive model 0 0 1 122 0 0 2 198
Likelihood inference for a nonstationary fractional autoregressive model 0 0 0 28 0 0 0 98
Mathematical and Statistical Modelling of Cointegration 0 0 0 3 1 1 3 492
Model Discovery and Trygve Haavelmo's Legacy 0 0 1 119 0 0 4 314
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood 0 0 1 11 0 0 2 59
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood 0 0 1 5 0 2 5 27
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood 0 0 1 10 0 1 3 32
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood 1 2 2 35 1 3 5 66
More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms 0 0 0 283 0 0 0 526
Nonstationary Cointegration In The Fractionally Cointegrated Var Model 0 0 1 134 0 0 7 221
Nonstationary cointegration in the fractionally cointegrated VAR model 0 0 0 12 0 0 1 43
Nonstationary cointegration in the fractionally cointegrated VAR model 0 0 0 34 0 1 1 53
On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations 0 0 0 22 1 2 2 131
On a numerical and graphical technique for evaluating some models involving rational expectations 0 0 0 40 0 0 0 85
Optimal Hedging with the Vector Autoregressive Model 0 0 2 20 1 1 3 79
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 47 0 0 3 111
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 18 0 0 0 72
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 31 1 3 6 147
Outlier detection algorithms for least squares time series regression 0 1 1 157 1 3 3 161
Outlier detection algorithms for least squares time series regression 0 0 0 31 0 1 2 87
Recursive Estimation in Cointegrated VAR-Models 0 0 0 5 6 26 124 2,780
Selecting a Regression Saturated by Indicators 0 0 0 44 0 1 2 197
Selecting a Regression Saturated by Indicators 0 0 0 185 0 0 2 605
Some Econometric Results for the Blanchard-Watson Bubble Model 0 0 0 64 0 0 2 264
Some Identification Problems in the Cointegrated Vector Autoregressive Model 0 0 1 351 0 1 2 642
Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK 0 0 0 1 5 16 78 2,468
Some econometric results for the Blanchard-Watson bubble model 0 0 0 116 0 1 3 238
Some identification problems in the cointegrated vector autoregressive model 0 0 0 37 0 0 0 73
Statistical analysis of global surface air temperature and sea level using cointegration methods 0 0 0 30 0 1 3 122
Statistical analysis of global surface air temperature and sea level using cointegration methods 0 0 0 22 0 0 0 95
THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT 0 0 0 23 0 1 2 50
Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate 0 0 1 176 0 0 1 413
Testing Rational Expectations in Vector Autoregressive Models 0 0 1 66 0 0 2 371
Testing The Cvar In The Fractional Cvar Model 0 0 0 74 0 0 1 96
Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data 0 0 0 4 0 0 2 1,586
Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate 0 0 1 59 0 0 1 158
Testing the CVAR in the fractional CVAR model 0 0 1 6 0 0 2 41
Testing the CVAR in the fractional CVAR model 0 0 0 18 0 0 2 42
The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level 0 0 1 133 1 1 4 312
The Asymptotic Variance of the Estimated Roots in a Cointegrated Vector Autoregressive Model 0 0 0 156 0 0 0 336
The Cointegrated Vector Autoregressive Model With General Deterministic Terms 0 0 0 83 0 0 2 147
The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications 0 0 0 2 1 4 22 2,019
The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes 0 0 0 20 0 0 1 28
The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes 0 0 0 54 0 0 2 91
The Properties of Model Selection when Retaining Theory Variables 0 0 0 59 0 1 2 130
The Properties of Model Selection when Retaining Theory Variables 0 0 1 46 0 1 2 98
The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment 0 0 0 13 0 1 1 229
The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment 0 0 0 11 0 0 0 18
The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models 1 1 1 215 1 2 5 420
The Selection of ARIMA Models with or without Regressors 0 0 0 96 0 0 1 110
The Selection of ARIMA Models with or without Regressors 0 0 1 79 0 0 5 165
The analysis of marked and weighted empirical processes of estimated residuals 0 1 1 1 0 1 1 4
The analysis of marked and weighted empirical processes of estimated residuals 0 0 1 8 0 0 5 52
The analysis of marked and weighted empirical processes of estimated residuals 0 0 0 7 0 0 3 40
The analysis of marked and weighted empirical processes of estimated residuals 0 0 0 55 1 1 1 56
The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level 0 0 0 123 0 1 1 256
The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level 0 0 0 104 0 0 0 195
The cointegrated vector autoregressive model with general deterministic terms 0 0 0 11 0 0 0 51
The cointegrated vector autoregressive model with general deterministic terms 0 0 0 63 0 0 1 59
The role of cointegration for optimal hedging with heteroscedastic error term 0 1 1 20 0 4 6 72
The role of cointegration for optimal hedging with heteroscedastic error term 0 0 0 4 0 0 0 37
The role of initial values in nonstationary fractional time series models 0 0 0 32 0 0 0 69
The role of initial values in nonstationary fractional time series models 0 0 1 17 0 1 6 66
Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series 0 0 0 48 0 0 0 33
Tightness of M-estimators for multiple linear regression in time series 0 1 2 75 0 3 4 70
Times Series: Cointegration 0 0 1 212 0 1 6 121
Times Series: Cointegration 0 0 1 79 0 1 5 181
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals 0 0 0 7 0 1 1 37
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals 1 1 1 52 1 1 1 44
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals 0 0 0 2 0 0 0 5
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals 0 0 0 9 0 0 1 22
Weak convergence to derivatives of fractional Brownian motion 0 2 7 8 1 5 18 27
Total Working Papers 3 10 55 9,524 30 117 538 42,679
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 0 70 0 0 0 163
A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM 0 0 2 48 0 1 3 214
A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES 0 0 0 21 0 0 0 65
A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES 1 1 1 128 3 3 4 282
A Representation of Vector Autoregressive Processes Integrated of Order 2 0 0 2 62 0 0 2 137
A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model 0 0 0 189 0 1 4 597
A Stastistical Analysis of Cointegration for I(2) Variables 1 1 2 313 2 3 8 555
A small sample correction for tests of hypotheses on the cointegrating vectors 1 1 3 126 1 1 3 330
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression 0 0 0 310 1 1 3 588
An asymptotic invariance property of the common trends under linear transformations of the data 0 0 0 13 0 0 0 95
Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models 0 0 2 9 0 0 2 35
Automatic selection of indicators in a fully saturated regression 0 0 2 104 0 0 5 345
Automatic selection of indicators in a fully saturated regression 0 0 0 47 0 0 2 177
BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES 0 0 0 3 0 0 2 17
Cointegration analysis in the presence of structural breaks in the deterministic trend 1 1 7 2,152 1 4 18 4,490
Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models 0 0 1 11 0 0 3 36
Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models 0 0 0 13 0 0 0 56
Cointegration in partial systems and the efficiency of single-equation analysis 0 2 8 600 0 2 16 1,256
Comment 0 0 0 6 1 1 2 43
Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature 0 0 0 1 0 0 1 15
Determination of Cointegration Rank in the Presence of a Linear Trend 0 0 0 8 4 12 74 2,188
Discussion 0 0 0 4 0 0 0 17
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 9 22 76 5,666 21 54 204 14,601
Estimation of proportional covariances 0 0 0 14 0 0 0 38
Identification of the long-run and the short-run structure an application to the ISLM model 0 1 4 855 0 2 8 1,586
Identifying restrictions of linear equations with applications to simultaneous equations and cointegration 1 1 5 583 2 4 19 2,734
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles 0 0 1 8 0 0 1 42
Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model 0 1 3 452 0 2 5 1,009
Least squares estimation in a simple random coefficient autoregressive model 0 0 0 19 0 1 3 83
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model 0 2 18 597 1 5 40 1,441
Likelihood analysis of seasonal cointegration 0 0 1 213 0 1 10 424
Likelihood inference for a nonstationary fractional autoregressive model 1 2 3 79 1 2 5 210
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY 0 0 1 21 0 0 1 64
Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money 0 0 0 31 30 93 559 12,047
Modelling of cointegration in the vector autoregressive model 0 0 0 249 1 2 3 484
More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term 0 0 0 83 0 0 0 257
Nonstationary Cointegration in the Fractionally Cointegrated VAR Model 0 0 1 22 0 1 5 75
On a Graphical Technique for Evaluating Some Rational Expectations Models 0 0 0 16 0 0 0 56
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator 0 0 1 34 0 0 5 190
Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models 0 0 0 1 0 0 0 25
Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes 0 0 0 66 0 0 0 123
Some identification problems in the cointegrated vector autoregressive model 0 0 0 46 0 0 1 129
Some tests for parameter constancy in cointegrated VAR-models 0 0 0 5 0 3 4 1,634
Statistical analysis of cointegration vectors 7 24 121 9,276 22 64 295 18,804
Statistical analysis of hypotheses on the cointegrating relations in the I(2) model 0 0 1 95 0 0 2 219
THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS 0 0 0 29 0 0 0 94
Testing exact rational expectations in cointegrated vector autoregressive models 0 0 0 127 0 0 3 287
Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate 0 1 2 49 0 2 3 176
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK 9 18 56 2,144 14 30 107 4,251
Testing the CVAR in the Fractional CVAR Model 0 0 2 28 0 0 6 114
Testing weak exogeneity and the order of cointegration in UK money demand data 1 2 4 875 1 2 6 1,507
The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration 0 0 0 17 0 0 0 55
The Role of Ancillarity in Inference for Non-stationary Variables 0 0 0 73 1 3 3 281
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model 0 0 0 39 0 0 0 153
The cointegrated vector autoregressive model with general deterministic terms 0 0 3 45 0 2 9 178
Total Journal Articles 32 80 333 26,095 107 302 1,459 75,072


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 17 39 179 7,106
Workbook on Cointegration 0 0 0 0 0 0 7 414
Total Books 0 0 0 0 17 39 186 7,520


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Small Sample Correction of the Dickey-Fuller Test 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 0 0 0 0
1 registered items for which data could not be found


Statistics updated 2023-12-04