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 1 484
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 0 0 550
A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors 0 0 0 1 0 1 1 538
A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model 0 0 0 3 0 0 0 450
A Statistical Analsysis of Cointegration for I(2) Variables 0 0 0 3 1 1 5 895
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 1 1 4 37
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models 0 0 0 25 1 4 8 36
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 1 1 3 224
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 14 0 0 0 93
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 61 0 0 0 236
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 79 0 0 0 59
Asymptotic analysis of the Forward Search 0 0 0 8 0 1 4 78
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 1 1 5 43
Cointegration between trends and their estimators in state space models and CVAR models 0 0 0 8 0 0 1 35
Cointegration between trends and their estimators in state space models and CVAR models 0 0 0 60 0 0 2 49
Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data 0 1 1 757 0 2 2 1,643
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 0 0 3 2,314
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 0 0 0 50
Data revisions and the statistical relation of global mean sea-level and temperature 0 0 0 22 0 1 1 62
Determination of Cointegration Rank in the Presence of a Linear Trend 0 0 0 5 0 1 3 1,618
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 31 0 0 2 806
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
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 1 1 57 0 1 2 953
Exact Rational Expectations, Cointegration, and Reduced Rank Regression 0 0 0 134 0 0 0 283
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 0 370 0 0 0 855
Granger's Representation Theorem and Multicointegration 0 0 0 2 0 1 1 881
Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland 0 0 0 4 2 3 21 1,334
Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model 0 0 0 7 0 1 4 2,330
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 25 0 1 3 39
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles 0 0 0 11 1 1 3 51
Likelihood Analysis of Seasonal Cointegration 0 0 0 1 0 0 0 392
Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model 1 2 3 326 2 3 5 561
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 1 47 1 1 4 179
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 1 123 0 0 3 202
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 0 0 0 493
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 0 36 0 0 3 72
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood 0 0 0 11 0 0 2 62
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood 0 0 1 11 0 0 4 38
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood 0 0 1 6 0 0 2 31
More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms 0 0 0 283 0 1 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 0 0 2 55
Nonstationary cointegration in the fractionally cointegrated VAR model 0 0 0 12 0 0 0 44
On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations 0 0 0 22 0 0 0 131
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 0 1 3 116
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 18 0 1 2 76
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 31 0 0 3 153
Outlier detection algorithms for least squares time series regression 0 0 0 157 0 1 1 162
Outlier detection algorithms for least squares time series regression 0 0 0 31 0 0 0 87
Recursive Estimation in Cointegrated VAR-Models 0 0 0 5 2 9 36 2,857
Selecting a Regression Saturated by Indicators 0 0 0 44 0 0 0 198
Selecting a Regression Saturated by Indicators 0 0 0 185 0 0 1 608
Some Econometric Results for the Blanchard-Watson Bubble Model 0 0 0 64 0 0 0 265
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 3 9 23 2,509
Some econometric results for the Blanchard-Watson bubble model 0 0 0 116 0 0 0 238
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 22 0 0 3 98
Statistical analysis of global surface air temperature and sea level using cointegration methods 0 0 0 30 0 0 1 123
THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT 0 0 0 23 0 0 1 52
Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate 0 0 0 176 0 0 1 415
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 0 0 1 1,587
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 0 6 0 0 1 43
Testing the CVAR in the fractional CVAR model 0 0 1 19 0 0 3 46
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 0 0 0 337
The Cointegrated Vector Autoregressive Model With General Deterministic Terms 0 0 0 83 0 0 2 149
The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications 0 0 0 2 0 2 17 2,041
The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes 0 0 0 20 0 0 5 34
The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes 0 0 0 54 1 1 5 96
The Properties of Model Selection when Retaining Theory Variables 0 0 0 47 0 0 0 100
The Properties of Model Selection when Retaining Theory Variables 0 0 0 59 0 0 0 130
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 1 217 0 1 2 425
The Selection of ARIMA Models with or without Regressors 0 0 0 79 1 1 1 166
The Selection of ARIMA Models with or without Regressors 0 0 0 96 0 0 0 110
The analysis of marked and weighted empirical processes of estimated residuals 0 0 1 8 0 0 2 42
The analysis of marked and weighted empirical processes of estimated residuals 0 0 0 8 0 0 1 54
The analysis of marked and weighted empirical processes of estimated residuals 0 0 0 55 0 0 2 58
The analysis of marked and weighted empirical processes of estimated residuals 0 0 0 1 0 0 1 6
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 1 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 0 0 2 39
The role of cointegration for optimal hedging with heteroscedastic error term 0 1 2 22 0 5 10 83
The role of initial values in nonstationary fractional time series models 0 0 0 17 0 0 4 70
The role of initial values in nonstationary fractional time series models 0 0 0 32 1 1 2 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 2 84 0 0 7 194
Times Series: Cointegration 0 0 1 215 0 0 4 133
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals 0 0 0 52 1 2 3 49
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 1 3 0 0 2 9
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals 0 0 0 9 0 1 1 23
Weak convergence to derivatives of fractional Brownian motion 0 0 3 13 0 0 7 39
Total Working Papers 1 5 25 9,568 20 63 296 43,174
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 2 4 133 0 4 7 296
A Representation of Vector Autoregressive Processes Integrated of Order 2 0 0 1 65 0 0 4 143
A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model 0 0 0 189 0 0 1 602
A Stastistical Analysis of Cointegration for I(2) Variables 1 1 5 318 2 3 9 567
A small sample correction for tests of hypotheses on the cointegrating vectors 0 0 3 129 0 0 4 334
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression 0 0 0 311 0 0 2 592
An asymptotic invariance property of the common trends under linear transformations of the data 0 0 2 16 1 1 6 104
Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models 0 0 0 9 0 0 0 37
Automatic selection of indicators in a fully saturated regression 0 0 1 48 0 0 4 181
Automatic selection of indicators in a fully saturated regression 0 0 2 107 0 0 8 354
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 2 6 2,161 1 5 20 4,516
Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models 0 0 0 12 0 0 1 38
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 5 608 0 1 9 1,272
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 1 6 2,210
Discussion 0 0 0 4 0 0 1 19
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 5 14 68 5,770 14 47 165 14,885
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 6 1,597
Identifying restrictions of linear equations with applications to simultaneous equations and cointegration 0 1 7 594 0 3 19 2,768
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 0 1 85
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model 1 3 24 634 4 11 64 1,537
Likelihood analysis of seasonal cointegration 0 0 4 218 0 2 11 442
Likelihood inference for a nonstationary fractional autoregressive model 0 0 2 81 0 0 6 218
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY 0 0 1 23 0 0 6 71
Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money 0 0 0 31 24 45 202 12,504
Modelling of cointegration in the vector autoregressive model 0 0 2 252 0 0 4 490
More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term 0 0 0 83 0 0 3 261
Nonstationary Cointegration in the Fractionally Cointegrated VAR Model 0 0 0 24 1 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 1 1 36 0 1 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 0 6 131
Some identification problems in the cointegrated vector autoregressive model 0 0 0 46 0 0 2 131
Some tests for parameter constancy in cointegrated VAR-models 0 0 0 5 1 1 10 1,649
Statistical analysis of cointegration vectors 5 32 129 9,479 17 83 310 19,306
Statistical analysis of hypotheses on the cointegrating relations in the I(2) model 0 0 0 95 0 1 2 221
THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS 0 1 3 34 0 1 5 103
Testing exact rational expectations in cointegrated vector autoregressive models 1 1 1 128 1 1 3 290
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 0 3 179
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK 1 3 27 2,188 2 7 50 4,340
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 0 1 13 1,524
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 0 0 0 281
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 1 3 48 0 1 7 187
Total Journal Articles 14 62 312 26,580 70 223 1,008 76,844


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 21 74 179 7,369
Workbook on Cointegration 0 0 0 0 1 1 5 425
Total Books 0 0 0 0 22 75 184 7,794


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


Statistics updated 2025-07-04