Søren Johansen

Activities

Activities per year 2001 2008 2009 2010 2011 2012 2013 2014 2015 2015

• 53 Lecture and oral contribution
• 38 Peer review of manuscripts
• 7 Editor of Research journal
• 1 Participation in workshop, seminar, course

Activities per year

Search results

• To condtion or not to condition

  Johansen, S. (Lecturer)

  29 Oct 2015

  Activity: Talk or presentation types › Lecture and oral contribution

• Optimal hedging with the cointegrated vector autoregressive model

  Johansen, S. (Lecturer)

  26 Oct 2015

  Activity: Talk or presentation types › Lecture and oral contribution

• Likelihood inference for a vector autoregressive model for fractional and cofractional processes

  Johansen, S. (Lecturer)

  20 Oct 2015

  Activity: Talk or presentation types › Lecture and oral contribution

• Optimal hedging and optimal Sharpe ratio in the cointegrated vector autoregressive model

  Johansen, S. (Lecturer)

  17 Sept 2015

  Activity: Talk or presentation types › Lecture and oral contribution

• Cointegration in times series

  Johansen, S. (Lecturer)

  23 Aug 2015

  Activity: Talk or presentation types › Lecture and oral contribution

• A stochastic expansion of the Huber-skip estimator for multiple regression Huber-skip estimator

  Johansen, S. (Lecturer)

  15 Jun 2015

  Activity: Talk or presentation types › Lecture and oral contribution

• Optimal hedging with the cointegrated vector autoregressive model

  Johansen, S. (Lecturer)

  23 Feb 2015

  Activity: Talk or presentation types › Lecture and oral contribution

• Sixth Italian congress of econometrics and empirical economics

  Johansen, S. (Speaker)

  21 Jan 2015

  Activity: Participating in or organising an event types › Participation in workshop, seminar, course

• Communications in Statistics (Journal)

  Johansen, S. (Review editor)

  2015 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• Econometrics (Journal)

  Johansen, S. (Review editor)

  2015 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• Scandinavian Journal of Statistics (Journal)

  Johansen, S. (Referee)

  2015 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• e-economics (Journal)

  Johansen, S. (Review editor)

  2015 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• Theoretical developments: an overview of recent results and some future problems Cointegration: Theory and Applications

  Johansen, S. (Lecturer)

  27 Nov 2014

  Activity: Talk or presentation types › Lecture and oral contribution

• Asymptotic analysis of the Forward Search

  Johansen, S. (Lecturer)

  20 Mar 2014

  Activity: Talk or presentation types › Lecture and oral contribution

• Cointegration in the vector autoregressive model

  Johansen, S. (Lecturer)

  9 Jan 2014

  Activity: Talk or presentation types › Lecture and oral contribution

• Journal of Common Market Studies (Journal)

  Johansen, S. (Referee)

  2014 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• Mathematical Problems in Engineering (Journal)

  Johansen, S. (Referee)

  2014 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• Journal of International Trade and Economic Development (Journal)

  Johansen, S. (Referee)

  2014 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• journal of econometrics (Journal)

  Johansen, S. (Referee)

  2014 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• Journal of Statistical Planning and Inference (Journal)

  Johansen, S. (Referee)

  2014 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• Ocean Dynamics (Journal)

  Johansen, S. (Referee)

  2014 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• The econometric Journal (Journal)

  Johansen, S. (Referee)

  2014 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• Asymptotic theory of M-estimators for multiple regression Huber-skip estimator

  Johansen, S. (Lecturer)

  12 Dec 2013

  Activity: Talk or presentation types › Lecture and oral contribution

• Matematisk Statistiske Modeller

  Johansen, S. (Lecturer)

  7 Nov 2013

  Activity: Talk or presentation types › Lecture and oral contribution

• An asymptotic invariance property of the common trends under linear transformations of the data

  Johansen, S. (Lecturer)

  22 Oct 2013

  Activity: Talk or presentation types › Lecture and oral contribution

• Likelihood inference for a vector autoregressive model for fractional and cofractional processes

  Johansen, S. (Lecturer)

  19 Sept 2013

  Activity: Talk or presentation types › Lecture and oral contribution

• A stochastic expansion of the Huber-skip estimator for multiple regression Huber-skip estimator

  Johansen, S. (Lecturer)

  5 Sept 2013

  Activity: Talk or presentation types › Lecture and oral contribution

• Asymptotic analysis of the Forward Search

  Johansen, S. (Lecturer)

  25 May 2013

  Activity: Talk or presentation types › Lecture and oral contribution

• MIT Press (Journal)

  Johansen, S. (Review editor)

  2013 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• Central European Journal of Operations Research (Journal)

  Johansen, S. (Review editor)

  2013 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• Stochastic Environmental Research and Risk (Journal)

  Johansen, S. (Review editor)

  2013 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• Likelihood inference for a vector autoregressive model for fractional and cofractional processes

  Johansen, S. (Lecturer)

  10 Nov 2012

  Activity: Talk or presentation types › Lecture and oral contribution

• Invariance of common trends to the information set -with applications to term structure data

  Johansen, S. (Lecturer)

  23 Oct 2012

  Activity: Talk or presentation types › Lecture and oral contribution

• Likelihood inference for a vector autoregressive model for fractional and cofractional processes

  Johansen, S. (Lecturer)

  17 Oct 2012

  Activity: Talk or presentation types › Lecture and oral contribution

• The analysis of nonstationary time series using cointegration -- with an application to annual mean temperature and sea level

  Johansen, S. (Lecturer)

  6 Jun 2012

  Activity: Talk or presentation types › Lecture and oral contribution

• Likelihood inference for a vector autoregressive model for fractional and cofractional processes

  Johansen, S. (Lecturer)

  24 May 2012

  Activity: Talk or presentation types › Lecture and oral contribution

• Universal versus ex post Probability Formulations

  Johansen, S. (Lecturer)

  17 Apr 2012

  Activity: Talk or presentation types › Lecture and oral contribution

• Outlier detection in regression using robust statistics

  Johansen, S. (Lecturer)

  16 Mar 2012

  Activity: Talk or presentation types › Lecture and oral contribution

• Some econometric results for the Blanchard-Watson bubble model

  Johansen, S. (Lecturer)

  12 Jan 2012

  Activity: Talk or presentation types › Lecture and oral contribution

• Statistical Methods and Applications (Journal)

  Johansen, S. (Review editor)

  2012 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• Hacettepe Journal of Mathematics and Statistics. (Journal)

  Johansen, S. (Review editor)

  2012 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• African Journal of Business Management (Journal)

  Johansen, S. (Review editor)

  2012 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• Oxford Bulletin of Economics and Statistics (Journal)

  Johansen, S. (Review editor)

  2012 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• Economic Modelling (Journal)

  Johansen, S. (Review editor)

  2012 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• Journal of Iranian Statistical Society (Journal)

  Johansen, S. (Review editor)

  2012 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• Econometric Theory (Journal)

  Johansen, S. (Review editor)

  2012 → …

  Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research

• The analysis of nonstationary time series using cointegration -- with an application to annual mean temperature and sea level

  Johansen, S. (Lecturer)

  7 Nov 2011

  Activity: Talk or presentation types › Lecture and oral contribution

• Some econometric results for the Blanchard-Watson bubble model

  Johansen, S. (Lecturer)

  3 Nov 2011

  Activity: Talk or presentation types › Lecture and oral contribution

• Asymptotic theory for iterated one-step Huber-skip estimators . A stochastic fixed point theorem

  Johansen, S. (Lecturer)

  29 Oct 2011

  Activity: Talk or presentation types › Lecture and oral contribution

• Some new results on the IIS algorithm

  Johansen, S. (Lecturer)

  29 Oct 2011

  Activity: Talk or presentation types › Lecture and oral contribution