Søren Johansen

Professor, Mathematical Statistics

{photo of Søren Johansen}


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

  • Download the package DisCO , a program for simulating asymptotic distributions for tests of cointegration rank.
  • Download Data Series
  • A link to Publications .
  • A link to CV
  • A link to Moscow Lectures April 2008
  • A link to Supplementary material for Moscow lectures
  • A link to  Teaching