Standout Papers

Statistical analysis of cointegration vectors 1988 2026 2000 2013 11.0k
  1. Statistical analysis of cointegration vectors (1988)
    Søren Johansen Journal of Economic Dynamics and Control
  2. MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)
    Søren Johansen, Katarina Jusélius Oxford Bulletin of Economics and Statistics
  3. Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)
    Søren Johansen Econometrica
  4. Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992)
    Søren Johansen, Katarina Jusélius Journal of Econometrics
  5. Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)
    Søren Johansen RePEc: Research Papers in Economics
  6. DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)
    Søren Johansen Oxford Bulletin of Economics and Statistics
  7. Cointegration in partial systems and the efficiency of single-equation analysis (1992)
    Søren Johansen Journal of Econometrics

Immediate Impact

6 by Nobel laureates 11 from Science/Nature 101 standout
Sub-graph 1 of 18

Citing Papers

Probabilistic weather forecasting with machine learning
2024 StandoutNature
Climate policies that achieved major emission reductions: Global evidence from two decades
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1 intermediate paper

Works of Søren Johansen being referenced

MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY
2014
Automatic selection of indicators in a fully saturated regression
2008
and 1 more

Author Peers

Author Last Decade Papers Cites
Søren Johansen 23149 1451 11896 28329 165 37.7k
Pierre Perrón 22361 1548 12328 30236 140 37.9k
David A. Dickey 17819 1297 10724 25908 94 39.3k
Peter C.B. Phillips 21758 3120 14219 33025 443 43.9k
James H. Stock 20260 2770 11186 26089 182 38.9k
Wayne A. Fuller 18572 4996 11218 27366 148 44.2k
Bruce E. Hansen 10613 2237 7094 16668 83 22.8k
Clive W. J. Granger 19590 2885 18899 34152 262 54.9k
Mark W. Watson 17149 1472 8726 19324 127 26.7k
James D. Hamilton 16014 1289 13028 23476 110 32.9k
Yongcheol Shin 18119 303 9487 37007 91 44.9k

All Works

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