Søren Johansen

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-9285-8236

Department of Economics, University of Copenhagen

Publications

• A model where the least trimmed squares estimator is maximum likelihood — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2023
• Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model — Econometrica 2012
• Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression — American Economic Review 2008
• A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model — Econometrica 2002
• Globally convergent algorithms for maximizing a likelihood function — Biometrika 1991
• A Survey of Product-Integration with a View Toward Application in Survival Analysis — The Annals of Statistics 1990
• Hotelling's Theorem on the Volume of Tubes: Some Illustrations in Simultaneous Inference and Data Analysis — The Annals of Statistics 1990
• The Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression — Biometrika 1980