Søren Johansen
| Use attributes for filter ! | |
| Age | 86 |
|---|---|
| Date of birth | November 6,1939 |
| Zodiac sign | Scorpio |
| Born | Zealand |
| Denmark | |
| Spouse | Katarina Juselius |
| Influenced by | Clive Granger |
| David Forbes Hendry | |
| Trygve Haavelmo | |
| Fields | Statistics |
| Econometrics | |
| Education | Copenhagen University |
| Nationality | Danish |
| Affiliations | University Of Copenhagen |
| Notable student | Søren Asmussen |
| Influences | Clive Granger |
| Katarina Juselius | |
| David Forbes Hendry | |
| Trygve Haavelmo | |
| Books | Likelihood-based Inference in Cointegrated Vector Autoregressive Models |
| Functional Relations, Random Coefficients, and Nonlinear Regression with Application to Kinetic Data | |
| An I Cointegration Analysis of the Purchasing Power Parity Between Australia and the United States (1991) | |
| Date of Reg. | |
| Date of Upd. | |
| ID | 1785200 |
Søren Johansen Life story
Søren Johansen is a Danish statistician and econometrician who is known for his contributions to the theory of cointegration. He is currently a professor at the Department of Economics, University of Copenhagen and in the Center for Research in Econometric Analysis of Time Series of the Aarhus University.