Soren Johansen

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The Welch - James approximation to the distribution of the residual sum of squares in a weighted lin

S. Johansen, Soren Johansen, 1980 .

Outlier Detection Algorithms for Least Squares Time Series Regression

Bent Nielsen, S. Johansen, B. Nielsen, 2014 .

Correlation, Regression, and Cointegration of Nonstationary Economic Time Series

S. Johansen, Soren Johansen, 2007 .

An Invariance Property of the Common Trends Under Linear Transformations of the Data

Katarina Juselius, Soren Johansen, 2010 .

Some Econometric Results for the Blanchard-Watson Bubble Model

S. Johansen, T. Lange, Soren Johansen, 2011 .

Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

S. Johansen, M. Nielsen, Margit Sommer, 2010 .

An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator

Bent Nielsen, S. Johansen, B. Nielsen, 2008 .

Corrigendum: Analysis of the forward search using some new results for martingales and empirical processes

Bent Nielsen, S. Johansen, B. Nielsen, 2016, Bernoulli.

The Selection of ARIMA Models With or Without Regressors

Marco Riani, A. Atkinson, S. Johansen, 2012 .

The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration

S. Johansen, Soren Johansen, 2012 .