Søren Johansen

Download the package DisCO , a program for simulating asymptotic distributions for tests of cointegration rank.

A link to Publications .

A link to CV

	Institute of Mathematical Sciences Department of Statistics and Operations Research
	University of Copenhagen
	DK-2100 Copenhagen Ø

	Phone:	+45 35 32 0681
	Fax:	+45 35 32 07 72
	Email:	sjo@stat.ku.dk