Activities per year
Activities
- 1 - 50 out of 99 results
Search results
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To condtion or not to condition
Søren Johansen (Lecturer)
29 Oct 2015Activity: Talk or presentation types › Lecture and oral contribution
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Optimal hedging with the cointegrated vector autoregressive model
Søren Johansen (Lecturer)
26 Oct 2015Activity: Talk or presentation types › Lecture and oral contribution
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Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Søren Johansen (Lecturer)
20 Oct 2015Activity: Talk or presentation types › Lecture and oral contribution
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Optimal hedging and optimal Sharpe ratio in the cointegrated vector autoregressive model
Søren Johansen (Lecturer)
17 Sep 2015Activity: Talk or presentation types › Lecture and oral contribution
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Cointegration in times series
Søren Johansen (Lecturer)
23 Aug 2015Activity: Talk or presentation types › Lecture and oral contribution
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A stochastic expansion of the Huber-skip estimator for multiple regression Huber-skip estimator
Søren Johansen (Lecturer)
15 Jun 2015Activity: Talk or presentation types › Lecture and oral contribution
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Optimal hedging with the cointegrated vector autoregressive model
Søren Johansen (Lecturer)
23 Feb 2015Activity: Talk or presentation types › Lecture and oral contribution
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Sixth Italian congress of econometrics and empirical economics
Søren Johansen (Speaker)
21 Jan 2015Activity: Participating in an event - types › Participation in workshop, seminar, course
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Communications in Statistics (Journal)
Søren Johansen (Review editor)
2015 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Scandinavian Journal of Statistics (Journal)
Søren Johansen (Peer reviewer)
2015 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Econometrics (Journal)
Søren Johansen (Review editor)
2015 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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e-economics (Journal)
Søren Johansen (Review editor)
2015 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Theoretical developments: an overview of recent results and some future problems Cointegration: Theory and Applications
Søren Johansen (Lecturer)
27 Nov 2014Activity: Talk or presentation types › Lecture and oral contribution
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Asymptotic analysis of the Forward Search
Søren Johansen (Lecturer)
20 Mar 2014Activity: Talk or presentation types › Lecture and oral contribution
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Cointegration in the vector autoregressive model
Søren Johansen (Lecturer)
9 Jan 2014Activity: Talk or presentation types › Lecture and oral contribution
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The econometric Journal (Journal)
Søren Johansen (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Journal of Statistical Planning and Inference (Journal)
Søren Johansen (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Journal of Common Market Studies (Journal)
Søren Johansen (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Mathematical Problems in Engineering (Journal)
Søren Johansen (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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journal of econometrics (Journal)
Søren Johansen (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Ocean Dynamics (Journal)
Søren Johansen (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Journal of International Trade and Economic Development (Journal)
Søren Johansen (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Asymptotic theory of M-estimators for multiple regression Huber-skip estimator
Søren Johansen (Lecturer)
12 Dec 2013Activity: Talk or presentation types › Lecture and oral contribution
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Matematisk Statistiske Modeller
Søren Johansen (Lecturer)
7 Nov 2013Activity: Talk or presentation types › Lecture and oral contribution
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An asymptotic invariance property of the common trends under linear transformations of the data
Søren Johansen (Lecturer)
22 Oct 2013Activity: Talk or presentation types › Lecture and oral contribution
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Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Søren Johansen (Lecturer)
19 Sep 2013Activity: Talk or presentation types › Lecture and oral contribution
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A stochastic expansion of the Huber-skip estimator for multiple regression Huber-skip estimator
Søren Johansen (Lecturer)
5 Sep 2013Activity: Talk or presentation types › Lecture and oral contribution
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Asymptotic analysis of the Forward Search
Søren Johansen (Lecturer)
25 May 2013Activity: Talk or presentation types › Lecture and oral contribution
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Central European Journal of Operations Research (Journal)
Søren Johansen (Review editor)
2013 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Stochastic Environmental Research and Risk (Journal)
Søren Johansen (Review editor)
2013 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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MIT Press (Journal)
Søren Johansen (Review editor)
2013 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Søren Johansen (Lecturer)
10 Nov 2012Activity: Talk or presentation types › Lecture and oral contribution
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Invariance of common trends to the information set -with applications to term structure data
Søren Johansen (Lecturer)
23 Oct 2012Activity: Talk or presentation types › Lecture and oral contribution
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Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Søren Johansen (Lecturer)
17 Oct 2012Activity: Talk or presentation types › Lecture and oral contribution
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The analysis of nonstationary time series using cointegration -- with an application to annual mean temperature and sea level
Søren Johansen (Lecturer)
6 Jun 2012Activity: Talk or presentation types › Lecture and oral contribution
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Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Søren Johansen (Lecturer)
24 May 2012Activity: Talk or presentation types › Lecture and oral contribution
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Universal versus ex post Probability Formulations
Søren Johansen (Lecturer)
17 Apr 2012Activity: Talk or presentation types › Lecture and oral contribution
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Outlier detection in regression using robust statistics
Søren Johansen (Lecturer)
16 Mar 2012Activity: Talk or presentation types › Lecture and oral contribution
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Some econometric results for the Blanchard-Watson bubble model
Søren Johansen (Lecturer)
12 Jan 2012Activity: Talk or presentation types › Lecture and oral contribution
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African Journal of Business Management (Journal)
Søren Johansen (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Econometric Theory (Journal)
Søren Johansen (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Statistical Methods and Applications (Journal)
Søren Johansen (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Journal of Iranian Statistical Society (Journal)
Søren Johansen (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Hacettepe Journal of Mathematics and Statistics. (Journal)
Søren Johansen (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Economic Modelling (Journal)
Søren Johansen (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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Oxford Bulletin of Economics and Statistics (Journal)
Søren Johansen (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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The analysis of nonstationary time series using cointegration -- with an application to annual mean temperature and sea level
Søren Johansen (Lecturer)
7 Nov 2011Activity: Talk or presentation types › Lecture and oral contribution
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Some econometric results for the Blanchard-Watson bubble model
Søren Johansen (Lecturer)
3 Nov 2011Activity: Talk or presentation types › Lecture and oral contribution
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Some new results on the IIS algorithm
Søren Johansen (Lecturer)
29 Oct 2011Activity: Talk or presentation types › Lecture and oral contribution
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Asymptotic theory for iterated one-step Huber-skip estimators . A stochastic fixed point theorem
Søren Johansen (Lecturer)
29 Oct 2011Activity: Talk or presentation types › Lecture and oral contribution