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 1 1 2 485
A Necessary Moment Condition For The Fractional Functional Central Limit Theorem 0 0 0 62 0 0 0 172
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem 0 0 0 25 0 0 0 144
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings 0 0 0 137 0 0 0 330
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings 0 0 0 234 0 2 2 552
A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors 0 0 0 1 1 1 2 539
A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model 0 0 0 3 0 1 1 451
A Statistical Analsysis of Cointegration for I(2) Variables 0 0 0 3 0 2 6 896
A necessary moment condition for the fractional functional central limit theorem 0 0 0 15 0 0 1 66
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models 0 0 0 27 3 4 7 40
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models 0 0 0 25 3 4 11 39
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression 0 0 0 647 0 0 3 1,074
An Extension of Cointegration to Fractional Autoregressive Processes 0 0 0 70 0 0 0 150
An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States 0 0 0 2 0 0 2 930
An Invariance Property of the Common Trends under Linear Transformations of the Data 0 0 0 26 0 0 0 130
An analysis of the indicator saturation estimator as a robust regression 0 0 1 63 0 1 3 224
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 93
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 0 117
Asset Prices Under Knightian Uncertainty 0 0 0 4 0 0 3 14
Asymptotic analysis of the Forward Search 0 0 0 14 0 0 0 51
Asymptotic analysis of the Forward Search 0 0 0 8 0 0 4 78
Asymptotic analysis of the Forward Search 0 0 0 79 0 0 0 59
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 46 0 0 0 96
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 22 0 0 1 84
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models 0 0 0 39 0 2 6 44
Cointegration between trends and their estimators in state space models and CVAR models 0 0 0 60 0 0 2 49
Cointegration between trends and their estimators in state space models and CVAR models 0 0 0 8 0 0 1 35
Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data 0 0 1 757 0 1 3 1,644
Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data 0 0 0 191 0 0 1 437
Correlation, Regression, and Cointegration of Nonstationary Economic Time Series 0 0 0 863 1 1 3 2,315
Correlation, regression, and cointegration of nonstationary economic time series 0 0 0 97 0 0 0 203
DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE 0 0 0 14 1 1 1 51
Data revisions and the statistical relation of global mean sea-level and temperature 0 0 0 22 0 0 1 62
Determination of Cointegration Rank in the Presence of a Linear Trend 0 0 0 5 1 2 4 1,620
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 1 57 1 1 3 954
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 31 0 1 2 807
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 18 0 0 1 776
Exact Rational Expectations, Cointegration, and Reduced Rank Regression 0 0 0 134 1 1 1 284
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 0 370 1 1 1 856
Granger's Representation Theorem and Multicointegration 0 0 0 2 0 1 2 882
Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland 0 0 0 4 3 6 25 1,338
Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model 0 0 0 7 0 1 4 2,331
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 25 0 0 3 39
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 11 1 2 4 52
Likelihood Analysis of Seasonal Cointegration 0 0 0 1 0 2 2 394
Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model 0 1 2 326 0 2 3 561
Likelihood Inference For A Nonstationary Fractional Autoregressive Model 0 0 0 223 0 0 1 556
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model 0 0 0 47 0 1 2 179
Likelihood Inference for a Nonstationary Fractional Autoregressive Model 0 0 0 110 0 0 0 260
Likelihood inference for a fractionally cointegrated vector autoregressive model 0 0 0 123 0 0 1 202
Likelihood inference for a nonstationary fractional autoregressive model 0 0 0 29 0 0 0 99
Mathematical and Statistical Modelling of Cointegration 0 0 0 3 1 1 1 494
Model Discovery and Trygve Haavelmo's Legacy 0 0 0 119 0 0 1 316
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood 0 0 1 11 0 1 5 39
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood 0 0 1 6 3 5 7 36
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood 0 0 0 11 4 4 6 66
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood 0 0 0 36 0 0 2 72
More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms 0 0 0 283 0 0 1 527
Nonstationary Cointegration In The Fractionally Cointegrated Var Model 0 0 0 134 0 0 2 224
Nonstationary cointegration in the fractionally cointegrated VAR model 0 0 1 35 1 1 3 56
Nonstationary cointegration in the fractionally cointegrated VAR model 0 0 0 12 0 1 1 45
On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations 0 0 0 22 0 1 1 132
On a numerical and graphical technique for evaluating some models involving rational expectations 0 0 0 40 0 0 1 86
Optimal Hedging with the Vector Autoregressive Model 0 0 0 20 0 0 0 79
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 47 1 1 4 117
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 31 0 10 13 163
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 18 0 1 3 77
Outlier detection algorithms for least squares time series regression 0 0 0 31 0 0 0 87
Outlier detection algorithms for least squares time series regression 0 0 0 157 0 0 1 162
Recursive Estimation in Cointegrated VAR-Models 0 0 0 5 2 10 37 2,865
Selecting a Regression Saturated by Indicators 0 1 1 186 0 1 2 609
Selecting a Regression Saturated by Indicators 0 0 0 44 1 1 1 199
Some Econometric Results for the Blanchard-Watson Bubble Model 0 0 0 64 0 1 1 266
Some Identification Problems in the Cointegrated Vector Autoregressive Model 0 0 0 353 0 0 1 646
Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK 0 0 0 1 1 5 21 2,511
Some econometric results for the Blanchard-Watson bubble model 0 0 0 116 1 1 1 239
Some identification problems in the cointegrated vector autoregressive model 0 0 0 37 0 0 0 74
Statistical analysis of global surface air temperature and sea level using cointegration methods 0 0 0 30 0 0 1 123
Statistical analysis of global surface air temperature and sea level using cointegration methods 0 0 0 22 0 0 3 98
THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT 0 0 0 23 0 1 2 53
Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate 0 0 0 176 0 1 2 416
Testing Rational Expectations in Vector Autoregressive Models 0 0 0 66 0 0 0 371
Testing The Cvar In The Fractional Cvar Model 0 0 0 74 0 0 1 98
Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data 0 0 0 4 1 1 2 1,588
Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate 0 0 0 59 0 0 0 158
Testing the CVAR in the fractional CVAR model 0 0 1 19 1 1 4 47
Testing the CVAR in the fractional CVAR model 0 0 0 6 1 1 2 44
The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level 0 0 0 133 0 0 0 312
The Asymptotic Variance of the Estimated Roots in a Cointegrated Vector Autoregressive Model 0 0 0 157 1 1 1 338
The Cointegrated Vector Autoregressive Model With General Deterministic Terms 0 0 0 83 0 0 1 149
The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications 0 0 0 2 1 1 15 2,042
The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes 0 0 0 20 0 0 4 34
The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes 0 0 0 54 1 2 4 97
The Properties of Model Selection when Retaining Theory Variables 0 0 0 59 0 0 0 130
The Properties of Model Selection when Retaining Theory Variables 0 0 0 47 2 2 2 102
The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment 0 0 0 13 0 0 2 231
The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment 0 0 0 11 0 0 1 19
The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models 0 0 0 217 4 7 8 432
The Selection of ARIMA Models with or without Regressors 0 0 0 96 0 0 0 110
The Selection of ARIMA Models with or without Regressors 0 0 0 79 0 1 1 166
The analysis of marked and weighted empirical processes of estimated residuals 1 1 1 56 1 1 3 59
The analysis of marked and weighted empirical processes of estimated residuals 0 0 0 1 1 1 2 7
The analysis of marked and weighted empirical processes of estimated residuals 0 0 0 8 0 1 2 55
The analysis of marked and weighted empirical processes of estimated residuals 0 0 1 8 1 1 3 43
The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level 0 0 1 124 0 0 2 258
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 1 197
The cointegrated vector autoregressive model with general deterministic terms 0 0 0 63 0 0 0 61
The cointegrated vector autoregressive model with general deterministic terms 0 0 0 11 0 0 2 54
The role of cointegration for optimal hedging with heteroscedastic error term 0 0 1 5 1 2 4 41
The role of cointegration for optimal hedging with heteroscedastic error term 0 0 2 22 0 1 9 84
The role of initial values in nonstationary fractional time series models 0 0 0 32 0 1 2 71
The role of initial values in nonstationary fractional time series models 0 0 0 17 1 1 4 71
Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series 0 0 0 48 0 0 3 38
Tightness of M-estimators for multiple linear regression in time series 0 0 0 77 0 0 0 72
Times Series: Cointegration 0 0 1 215 0 0 4 133
Times Series: Cointegration 0 0 2 84 0 0 7 194
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals 0 0 0 52 1 2 4 50
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals 0 0 0 7 0 0 1 38
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals 0 0 0 9 0 0 1 23
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals 0 0 1 3 0 0 2 9
Weak convergence to derivatives of fractional Brownian motion 1 1 3 14 2 3 9 42
Total Working Papers 2 4 23 9,571 53 120 362 43,274
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 4 167
A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM 0 0 0 48 0 0 4 220
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 0 0 2 133 0 0 5 296
A Representation of Vector Autoregressive Processes Integrated of Order 2 0 0 0 65 1 1 3 144
A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model 0 0 0 189 1 1 1 603
A Stastistical Analysis of Cointegration for I(2) Variables 0 1 4 318 1 3 8 568
A small sample correction for tests of hypotheses on the cointegrating vectors 0 0 3 129 1 1 5 335
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression 0 0 0 311 0 1 2 593
An asymptotic invariance property of the common trends under linear transformations of the data 0 0 2 16 1 2 7 105
Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models 0 0 0 9 1 1 1 38
Automatic selection of indicators in a fully saturated regression 0 0 2 107 0 1 9 355
Automatic selection of indicators in a fully saturated regression 0 0 1 48 0 1 5 182
BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES 0 0 0 3 0 0 0 17
Cointegration analysis in the presence of structural breaks in the deterministic trend 0 0 4 2,161 1 2 18 4,517
Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models 0 0 0 12 1 1 2 39
Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models 0 0 0 14 0 0 0 58
Cointegration in partial systems and the efficiency of single-equation analysis 0 0 3 608 0 2 9 1,274
Comment 0 0 0 6 0 0 0 43
Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature 0 0 0 1 0 0 0 16
Determination of Cointegration Rank in the Presence of a Linear Trend 0 0 0 8 1 3 4 2,212
Discussion 0 0 0 4 0 0 1 19
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 8 19 71 5,784 15 44 160 14,915
Estimation of proportional covariances 0 0 0 15 0 0 1 40
Identification of the long-run and the short-run structure an application to the ISLM model 0 0 0 858 1 2 5 1,598
Identifying restrictions of linear equations with applications to simultaneous equations and cointegration 0 1 8 595 0 2 19 2,770
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles 0 0 0 8 0 0 1 43
Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model 0 0 3 455 0 0 7 1,025
Least squares estimation in a simple random coefficient autoregressive model 0 0 1 20 0 2 3 87
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model 1 4 23 637 1 9 59 1,542
Likelihood analysis of seasonal cointegration 0 0 2 218 1 1 8 443
Likelihood inference for a nonstationary fractional autoregressive model 0 0 2 81 0 1 6 219
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY 0 0 1 23 0 0 4 71
Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money 0 0 0 31 12 53 192 12,533
Modelling of cointegration in the vector autoregressive model 0 1 3 253 0 2 6 492
More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term 0 0 0 83 1 1 3 262
Nonstationary Cointegration in the Fractionally Cointegrated VAR Model 0 0 0 24 0 1 3 82
On a Graphical Technique for Evaluating Some Rational Expectations Models 0 0 0 16 0 0 1 57
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator 0 0 1 36 0 0 3 195
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 3 70 0 3 9 134
Some identification problems in the cointegrated vector autoregressive model 0 0 0 46 0 1 3 132
Some tests for parameter constancy in cointegrated VAR-models 0 0 0 5 2 4 13 1,652
Statistical analysis of cointegration vectors 4 19 122 9,493 15 58 295 19,347
Statistical analysis of hypotheses on the cointegrating relations in the I(2) model 0 0 0 95 0 0 2 221
THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS 1 1 2 35 6 7 10 110
Testing exact rational expectations in cointegrated vector autoregressive models 0 1 1 128 0 2 4 291
Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate 0 0 1 50 0 1 4 180
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK 0 3 27 2,190 2 9 50 4,347
Testing the CVAR in the Fractional CVAR Model 0 0 1 29 0 0 4 118
Testing weak exogeneity and the order of cointegration in UK money demand data 0 0 2 879 1 1 11 1,525
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 3 284
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 48 0 0 6 187
Total Journal Articles 14 50 298 26,616 67 227 983 77,001


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 56 198 7,404
Workbook on Cointegration 0 0 0 0 0 1 4 425
Total Books 0 0 0 0 17 57 202 7,829


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 2 2 0 0 2 3
Total Chapters 0 0 2 2 0 0 2 3
1 registered items for which data could not be found


Statistics updated 2025-09-05