Edit Profile (opens in new tab) Johansen, Søren Glud Co-Author Distance Author ID: johansen.soren-glud Published as: Johansen, Søren; Johansen, S.; Johansen, Soren; Johansen, Søren Glud; Johansen, Soren Glud; Johansen, S. G. more...less Homepage: http://www.math.ku.dk/~sjo/ External Links: MGP · Wikidata · GND · IdRef Documents Indexed: 92 Publications since 1966, including 4 Books and 1 Additional arXiv Preprint Co-Authors: 31 Co-Authors with 48 Joint Publications 443 Co-Co-Authors all top 5 Co-Authors 43 single-authored 8 Nielsen, Bent 8 Nielsen, Morten Ørregaard 4 Juselius, Katarina 4 Rygh Swensen, Anders 2 Berenguer-Rico, Vanessa 2 Hendry, David F. 2 Jensen, Søren Tolver 2 Ramsey, Fred L. 1 Aalen, Odd Olai 1 Bijvank, Marco 1 Brunk, Hugh D. 1 Dalgaard, Peter 1 Frydman, Roman 1 Gill, Richard David 1 Goldberg, Michael D. 1 Goodman, Gerald S. 1 Hald, Anders Hjorth 1 Hansen, Henrik 1 Hill, Roger M. 1 Johnstone, Iain Murray 1 Karush, Jack I. 1 Lange, Theis 1 Lauritzen, Steffen Lilholt 1 Lütkepohl, Helmut 1 Melchiors, Philip 1 Mosconi, Rocco 1 Santos, Carlos P. 1 Schaumburg, Ernst 1 Schultz, Helle 1 Stidham, Shaler jun. 1 Swensen, Anders R. all top 5 Serials 14 Journal of Econometrics 8 Scandinavian Journal of Statistics 8 Econometric Theory 5 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 4 Journal of Time Series Analysis 4 European Journal of Operational Research 3 Econometrica 3 Econometric Reviews 3 The Econometrics Journal 2 The Annals of Statistics 2 Biometrika 2 International Statistical Review 2 Journal of Statistical Planning and Inference 2 Mathematica Scandinavica 2 Pacific Journal of Mathematics 2 Bernoulli 1 Advances in Applied Probability 1 Journal of the London Mathematical Society. Second Series 1 Journal of the Operational Research Society 1 Operations Research 1 Technometrics 1 Statistics & Probability Letters 1 CWI Newsletter 1 Journal of Economic Dynamics & Control 1 Computational Statistics 1 Obozrenie Prikladnoĭ i Promyshlennoĭ Matematiki 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Proceedings of the Cambridge Philosophical Society 1 Journal of the Korean Statistical Society 1 Lecture Notes in Statistics 1 Annals of Mathematical Statistics 1 Journal of Time Series Econometrics all top 5 Fields 65 Statistics (62-XX) 21 Probability theory and stochastic processes (60-XX) 9 Operations research, mathematical programming (90-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Real functions (26-XX) 1 History and biography (01-XX) 1 Integral equations (45-XX) 1 Convex and discrete geometry (52-XX) 1 Numerical analysis (65-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 82 Publications have been cited 2,454 times in 1,589 Documents Cited by ▼ Year ▼ Statistical analysis of cointegration vectors. Zbl 0647.62102 Johansen, Søren 496 1988 Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models. Zbl 0755.62087 Johansen, Søren 404 1991 Likelihood-based inference in cointegrated vector autoregressive models. Zbl 0928.62069 Johansen, Søren 311 1995 A survey of product-integration with a view toward application in survival analysis. Zbl 0718.60087 Gill, Richard D.; Johansen, Søren 158 1990 An empirical transition matrix for non-homogeneous Markov chains based on censored observations. Zbl 0383.62058 Aalen, Odd O.; Johansen, Soren 130 1978 Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK. Zbl 0850.62905 Johansen, Søren; Juselius, Katarina 58 1992 An extension of Cox’s regression model. Zbl 0526.62081 Johansen, Soren 56 1983 Cointegration in partial systems and the efficiency of single-equation analysis. Zbl 0747.62115 Johansen, Søren 40 1992 The Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression. Zbl 0422.62066 Johansen, Soren 38 1980 Some tests for parameter constancy in cointegrated VAR-models. Zbl 0982.62072 Hansen, Henrik; Johansen, Søren 37 1999 A small sample correction for the test of cointegrating rank in the vector autoregressive model. Zbl 1112.62349 Johansen, Søren 35 2002 Hotelling’s theorem on the volume of tubes: Some illustrations in simultaneous inference and data analysis. Zbl 0723.62018 Johansen, Søren; Johnstone, Iain M. 33 1990 Likelihood inference for a fractionally cointegrated vector autoregressive model. Zbl 1274.62598 Johansen, Søren; Nielsen, Morten Ørregaard 33 2012 Cointegration analysis in the presence of structural breaks in the deterministic trend. Zbl 0979.91070 Johansen, Søren; Mosconi, Rocco; Nielsen, Bent 28 2000 A representation theory for a class of vector autoregressive models for fractional processes. Zbl 1284.62560 Johansen, Søren 27 2008 A statistical analysis of cointegration for \(I(2)\) variables. Zbl 1274.62597 Johansen, S. 27 1995 Likelihood analysis of the \(I(2)\) model. Zbl 0923.62094 Johansen, Søren 27 1997 The role of the constant and linear terms in cointegration analysis of nonstationary variables. Zbl 0829.62086 Johansen, Søren 25 1994 Identifying restrictions of linear equations with applications to simultaneous equations and cointegration. Zbl 0832.62100 Johansen, Søren 22 1995 Control of arrivals to a stochastic input-output system. Zbl 0436.60074 Johansen, Soren Glud; Stidham, Shaler jun. 21 1980 Functional relations, random coefficients, and nonlinear regression with application to kinetic data. Zbl 0543.62051 Johansen, Søren 19 1984 A Bartlett correction factor for tests on the cointegrating relations. Zbl 1179.62121 Johansen, Søren 19 2000 Identification of the long-run and the short-run structure. An application to the ISLM model. Zbl 0806.62097 Johansen, Søren; Juselius, Katarina 19 1994 Likelihood analysis of seasonal cointegration. Zbl 1070.62526 Johansen, Søren; Schaumburg, Ernst 18 1999 Likelihood inference for a nonstationary fractional autoregressive model. Zbl 1431.62389 Johansen, Søren; Nielsen, Morten Ørregaard 17 2010 Analysis of the forward search using some new results for martingales and empirical processes. Zbl 1388.62206 Johansen, Søren; Nielsen, Bent 16 2016 The product limit estimator as maximum likelihood estimator. Zbl 0385.62059 Johansen, Soren 16 1978 Asymptotic theory of outlier detection algorithms for linear time series regression models. Zbl 1419.62234 Johansen, Søren; Nielsen, Bent 15 2016 A generalized Radon-Nikodym derivative. Zbl 0183.48302 Brunk, H. D.; Johansen, S. 14 1970 Some results on the imbedding problem for finite Markov chains. Zbl 0287.60077 Johansen, S. 14 1974 Automatic selection of indicators in a fully saturated regression. Zbl 1222.62091 Santos, Carlos; Hendry, David F.; Johansen, Soren 14 2008 The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models. Zbl 1441.62757 Johansen, Søren; Nielsen, Morten Ørregaard 14 2016 A necessary moment condition for the fractional functional central limit theorem. Zbl 1251.60028 Johansen, Søren; Nielsen, Morten Ørregaard 14 2012 Representation of cointegrated autoregressive processes with application to fractional processes. Zbl 1161.62059 Johansen, Søren 12 2009 An application of extreme point methods to the representation of infinitely divisible distributions. Zbl 0143.20802 Johansen, S. 12 1966 Optimal and near-optimal policies for lost sales inventory models with at most one replenishment order outstanding. Zbl 1083.90002 Hill, Roger M.; Johansen, Søren Glud 11 2006 A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains. Zbl 0247.60038 Johansen, S. 11 1973 The bang-bang principle for stochastic matrices. Zbl 0247.93019 Johansen, S. 11 1973 Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model. Zbl 1337.62234 Johansen, Søren 11 2006 The extremal convex functions. Zbl 0286.26002 Johansen, Soren 10 1974 Periodic review lost-sales inventory models with compound Poisson demand and constant lead times of any length. Zbl 1253.90019 Bijvank, Marco; Johansen, Søren Glud 10 2012 Testing exact rational expectations in cointegrated vector autoregressive models. Zbl 0951.62094 Johansen, Søren; Swensen, Anders Rygh 9 1999 Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate. Zbl 1431.62388 Johansen, Søren; Juselius, Katarina; Frydman, Roman; Goldberg, Michael 8 2010 A small sample correction for tests of hypotheses on the cointegrating vectors. Zbl 1016.62100 Johansen, Søren 8 2002 Globally convergent algorithms for maximizing a likelihood function. Zbl 0752.62031 Jensen, Søren Tolver; Johansen, Søren; Lauritzen, Steffen L. 7 1991 Can-order policies for coordinated inventory replenishment with Erlang distributed times between ordering. Zbl 0933.90006 Schultz, Helle; Johansen, Søren Glud 7 1999 Product integrals and Markov processes. Zbl 0639.60081 Johansen, Søren 7 1986 Can-order policy for the periodic-review joint replenishment problem. Zbl 1171.90309 Johansen, S. G.; Melchiors, P. 7 2003 Discussion: The forward search: theory and data analysis. Zbl 1294.62155 Johansen, Søren; Nielsen, Bent 7 2010 Nonstationary cointegration in the fractionally cointegrated VAR Model. Zbl 1421.62122 Johansen, Søren; Nielsen, Morten Ørregaard 6 2019 Estimation of proportional covariances. Zbl 0628.62055 Jensen, Søren Tolver; Johansen, Søren 5 1987 The mathematical structure of error correction models. Zbl 0688.62049 Johansen, Søren 5 1988 More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term. Zbl 1063.62124 Johansen, Søren; Swensen, Anders Rygh 5 2004 Cointegration: overview and development. Zbl 1179.62122 Johansen, Søren 5 2009 Optimal prices of an \(M/G/1\) jobshop. Zbl 0820.90053 Johansen, Søren Glud 5 1994 A bang-bang representation for \(3\times 3\) embeddable stochastic matrices. Zbl 0379.15012 Johansen, S.; Ramsey, F. L. 4 1979 Computation of a near-optimal service policy for a single-server queue with homogeneous jobs. Zbl 0984.90008 Johansen, Søren Glud; Larsen, Christian 4 2001 Kolmogorov’s differential equations for non-stationary, countable state Markov processes with uniformly continuous transition probabilities. Zbl 0275.60081 Goodman, Gerald S.; Johansen, S. 4 1973 Some identification problems in the cointegrated vector autoregressive model. Zbl 1431.62633 Johansen, Søren 3 2010 Testing the CVAR in the fractional CVAR model. Zbl 1402.62200 Johansen, Søren; Nielsen, Morten Ørregaard 3 2018 A bang-bang representation for \(3\times 3\) embeddable stochastic matrices. Zbl 0386.15016 Johansen, Soren; Ramsey, Fred L. 3 1979 Least squares estimation in a simple random coefficient autoregressive model. Zbl 1288.62126 Johansen, Søren; Lange, Theis 3 2013 A small sample correction of the Dickey-Fuller test. Zbl 1112.62094 Johansen, Søren 3 2004 Likelihood-based inference for cointegration of some nonstationary time series. Zbl 1064.62559 Johansen, S. 3 1996 On the semimartingale convergence theorem. Zbl 0154.42802 Johansen, S.; Karush, J. 3 1966 Model discovery and Trygve Haavelmo’s legacy. Zbl 1329.62470 Hendry, David F.; Johansen, Søren 3 2015 An asymptotic invariance property of the common trends under linear transformations of the data. Zbl 1293.62189 Johansen, Søren; Juselius, Katarina 3 2014 Some topics in regression. Zbl 0541.62047 Johansen, Søren 2 1983 Asymptotic inference in random coefficient regression models. Zbl 0504.62062 Johansen, Soren 2 1982 Exact rational expectations, cointegration, and reduced rank regression. Zbl 1141.62069 Johansen, Søren; Swensen, Anders Rygh 2 2008 The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model. Zbl 1050.62092 Johansen, Søren 2 2003 Corrigendum to: “Analysis of the forward search using some new results for martingales and empirical processes”. Zbl 1428.62313 Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent 2 2019 Estimating systems of trending variables. (With comments). Zbl 0829.62102 Johansen, Søren 2 1994 On de Moivre’s recursion formulae for the duration of play. Zbl 0529.60007 Hald, A.; Johansen, S. 1 1983 The asymptotic properties of the Cornish-Bowden-Eisenthal median estimator. Zbl 0622.62104 Dalgaard, Peter; Johansen, Søren 1 1987 The descriptive approach to the derivative of a set function with respect to a \(\sigma\)-lattic. Zbl 0148.03501 Johansen, S. 1 1967 A note on testing restrictions for the cointegration parameters of a VAR with \(I(2)\) variables. Zbl 1074.62057 Johansen, Søren; Lütkepohl, Helmut 1 2005 The imbedding problem for finite Markov chains. Zbl 0274.60055 Johansen, Soren 1 1973 A representation theorem for a convex cone of quasi convex functions. Zbl 0242.26010 Johansen, S. 1 1972 Computing optimal replenishment policies by structured-policy iteration. Zbl 0929.90002 Johansen, Søren Glud 1 1997 Boundedness of M-estimators for linear regression in time series. Zbl 1419.62236 Johansen, Søren; Nielsen, Bent 1 2019 On a graphical technique for evaluating some rational expectations models. Zbl 1266.91072 Johansen, Søren; Swensen, Anders R. 1 2011 Nonstationary cointegration in the fractionally cointegrated VAR Model. Zbl 1421.62122 Johansen, Søren; Nielsen, Morten Ørregaard 6 2019 Corrigendum to: “Analysis of the forward search using some new results for martingales and empirical processes”. Zbl 1428.62313 Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent 2 2019 Boundedness of M-estimators for linear regression in time series. Zbl 1419.62236 Johansen, Søren; Nielsen, Bent 1 2019 Testing the CVAR in the fractional CVAR model. Zbl 1402.62200 Johansen, Søren; Nielsen, Morten Ørregaard 3 2018 Analysis of the forward search using some new results for martingales and empirical processes. Zbl 1388.62206 Johansen, Søren; Nielsen, Bent 16 2016 Asymptotic theory of outlier detection algorithms for linear time series regression models. Zbl 1419.62234 Johansen, Søren; Nielsen, Bent 15 2016 The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models. Zbl 1441.62757 Johansen, Søren; Nielsen, Morten Ørregaard 14 2016 Model discovery and Trygve Haavelmo’s legacy. Zbl 1329.62470 Hendry, David F.; Johansen, Søren 3 2015 An asymptotic invariance property of the common trends under linear transformations of the data. Zbl 1293.62189 Johansen, Søren; Juselius, Katarina 3 2014 Least squares estimation in a simple random coefficient autoregressive model. Zbl 1288.62126 Johansen, Søren; Lange, Theis 3 2013 Likelihood inference for a fractionally cointegrated vector autoregressive model. Zbl 1274.62598 Johansen, Søren; Nielsen, Morten Ørregaard 33 2012 A necessary moment condition for the fractional functional central limit theorem. Zbl 1251.60028 Johansen, Søren; Nielsen, Morten Ørregaard 14 2012 Periodic review lost-sales inventory models with compound Poisson demand and constant lead times of any length. Zbl 1253.90019 Bijvank, Marco; Johansen, Søren Glud 10 2012 On a graphical technique for evaluating some rational expectations models. Zbl 1266.91072 Johansen, Søren; Swensen, Anders R. 1 2011 Likelihood inference for a nonstationary fractional autoregressive model. Zbl 1431.62389 Johansen, Søren; Nielsen, Morten Ørregaard 17 2010 Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate. Zbl 1431.62388 Johansen, Søren; Juselius, Katarina; Frydman, Roman; Goldberg, Michael 8 2010 Discussion: The forward search: theory and data analysis. Zbl 1294.62155 Johansen, Søren; Nielsen, Bent 7 2010 Some identification problems in the cointegrated vector autoregressive model. Zbl 1431.62633 Johansen, Søren 3 2010 Representation of cointegrated autoregressive processes with application to fractional processes. Zbl 1161.62059 Johansen, Søren 12 2009 Cointegration: overview and development. Zbl 1179.62122 Johansen, Søren 5 2009 A representation theory for a class of vector autoregressive models for fractional processes. Zbl 1284.62560 Johansen, Søren 27 2008 Automatic selection of indicators in a fully saturated regression. Zbl 1222.62091 Santos, Carlos; Hendry, David F.; Johansen, Soren 14 2008 Exact rational expectations, cointegration, and reduced rank regression. Zbl 1141.62069 Johansen, Søren; Swensen, Anders Rygh 2 2008 Optimal and near-optimal policies for lost sales inventory models with at most one replenishment order outstanding. Zbl 1083.90002 Hill, Roger M.; Johansen, Søren Glud 11 2006 Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model. Zbl 1337.62234 Johansen, Søren 11 2006 A note on testing restrictions for the cointegration parameters of a VAR with \(I(2)\) variables. Zbl 1074.62057 Johansen, Søren; Lütkepohl, Helmut 1 2005 More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term. Zbl 1063.62124 Johansen, Søren; Swensen, Anders Rygh 5 2004 A small sample correction of the Dickey-Fuller test. Zbl 1112.62094 Johansen, Søren 3 2004 Can-order policy for the periodic-review joint replenishment problem. Zbl 1171.90309 Johansen, S. G.; Melchiors, P. 7 2003 The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model. Zbl 1050.62092 Johansen, Søren 2 2003 A small sample correction for the test of cointegrating rank in the vector autoregressive model. Zbl 1112.62349 Johansen, Søren 35 2002 A small sample correction for tests of hypotheses on the cointegrating vectors. Zbl 1016.62100 Johansen, Søren 8 2002 Computation of a near-optimal service policy for a single-server queue with homogeneous jobs. Zbl 0984.90008 Johansen, Søren Glud; Larsen, Christian 4 2001 Cointegration analysis in the presence of structural breaks in the deterministic trend. Zbl 0979.91070 Johansen, Søren; Mosconi, Rocco; Nielsen, Bent 28 2000 A Bartlett correction factor for tests on the cointegrating relations. Zbl 1179.62121 Johansen, Søren 19 2000 Some tests for parameter constancy in cointegrated VAR-models. Zbl 0982.62072 Hansen, Henrik; Johansen, Søren 37 1999 Likelihood analysis of seasonal cointegration. Zbl 1070.62526 Johansen, Søren; Schaumburg, Ernst 18 1999 Testing exact rational expectations in cointegrated vector autoregressive models. Zbl 0951.62094 Johansen, Søren; Swensen, Anders Rygh 9 1999 Can-order policies for coordinated inventory replenishment with Erlang distributed times between ordering. Zbl 0933.90006 Schultz, Helle; Johansen, Søren Glud 7 1999 Likelihood analysis of the \(I(2)\) model. Zbl 0923.62094 Johansen, Søren 27 1997 Computing optimal replenishment policies by structured-policy iteration. Zbl 0929.90002 Johansen, Søren Glud 1 1997 Likelihood-based inference for cointegration of some nonstationary time series. Zbl 1064.62559 Johansen, S. 3 1996 Likelihood-based inference in cointegrated vector autoregressive models. Zbl 0928.62069 Johansen, Søren 311 1995 A statistical analysis of cointegration for \(I(2)\) variables. Zbl 1274.62597 Johansen, S. 27 1995 Identifying restrictions of linear equations with applications to simultaneous equations and cointegration. Zbl 0832.62100 Johansen, Søren 22 1995 The role of the constant and linear terms in cointegration analysis of nonstationary variables. Zbl 0829.62086 Johansen, Søren 25 1994 Identification of the long-run and the short-run structure. An application to the ISLM model. Zbl 0806.62097 Johansen, Søren; Juselius, Katarina 19 1994 Optimal prices of an \(M/G/1\) jobshop. Zbl 0820.90053 Johansen, Søren Glud 5 1994 Estimating systems of trending variables. (With comments). Zbl 0829.62102 Johansen, Søren 2 1994 Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK. Zbl 0850.62905 Johansen, Søren; Juselius, Katarina 58 1992 Cointegration in partial systems and the efficiency of single-equation analysis. Zbl 0747.62115 Johansen, Søren 40 1992 Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models. Zbl 0755.62087 Johansen, Søren 404 1991 Globally convergent algorithms for maximizing a likelihood function. Zbl 0752.62031 Jensen, Søren Tolver; Johansen, Søren; Lauritzen, Steffen L. 7 1991 A survey of product-integration with a view toward application in survival analysis. Zbl 0718.60087 Gill, Richard D.; Johansen, Søren 158 1990 Hotelling’s theorem on the volume of tubes: Some illustrations in simultaneous inference and data analysis. Zbl 0723.62018 Johansen, Søren; Johnstone, Iain M. 33 1990 Statistical analysis of cointegration vectors. Zbl 0647.62102 Johansen, Søren 496 1988 The mathematical structure of error correction models. Zbl 0688.62049 Johansen, Søren 5 1988 Estimation of proportional covariances. Zbl 0628.62055 Jensen, Søren Tolver; Johansen, Søren 5 1987 The asymptotic properties of the Cornish-Bowden-Eisenthal median estimator. Zbl 0622.62104 Dalgaard, Peter; Johansen, Søren 1 1987 Product integrals and Markov processes. Zbl 0639.60081 Johansen, Søren 7 1986 Functional relations, random coefficients, and nonlinear regression with application to kinetic data. Zbl 0543.62051 Johansen, Søren 19 1984 An extension of Cox’s regression model. Zbl 0526.62081 Johansen, Soren 56 1983 Some topics in regression. Zbl 0541.62047 Johansen, Søren 2 1983 On de Moivre’s recursion formulae for the duration of play. Zbl 0529.60007 Hald, A.; Johansen, S. 1 1983 Asymptotic inference in random coefficient regression models. Zbl 0504.62062 Johansen, Soren 2 1982 The Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression. Zbl 0422.62066 Johansen, Soren 38 1980 Control of arrivals to a stochastic input-output system. Zbl 0436.60074 Johansen, Soren Glud; Stidham, Shaler jun. 21 1980 A bang-bang representation for \(3\times 3\) embeddable stochastic matrices. Zbl 0379.15012 Johansen, S.; Ramsey, F. L. 4 1979 A bang-bang representation for \(3\times 3\) embeddable stochastic matrices. Zbl 0386.15016 Johansen, Soren; Ramsey, Fred L. 3 1979 An empirical transition matrix for non-homogeneous Markov chains based on censored observations. Zbl 0383.62058 Aalen, Odd O.; Johansen, Soren 130 1978 The product limit estimator as maximum likelihood estimator. Zbl 0385.62059 Johansen, Soren 16 1978 Some results on the imbedding problem for finite Markov chains. Zbl 0287.60077 Johansen, S. 14 1974 The extremal convex functions. Zbl 0286.26002 Johansen, Soren 10 1974 A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains. Zbl 0247.60038 Johansen, S. 11 1973 The bang-bang principle for stochastic matrices. Zbl 0247.93019 Johansen, S. 11 1973 Kolmogorov’s differential equations for non-stationary, countable state Markov processes with uniformly continuous transition probabilities. Zbl 0275.60081 Goodman, Gerald S.; Johansen, S. 4 1973 The imbedding problem for finite Markov chains. Zbl 0274.60055 Johansen, Soren 1 1973 A representation theorem for a convex cone of quasi convex functions. Zbl 0242.26010 Johansen, S. 1 1972 A generalized Radon-Nikodym derivative. Zbl 0183.48302 Brunk, H. D.; Johansen, S. 14 1970 The descriptive approach to the derivative of a set function with respect to a \(\sigma\)-lattic. Zbl 0148.03501 Johansen, S. 1 1967 An application of extreme point methods to the representation of infinitely divisible distributions. Zbl 0143.20802 Johansen, S. 12 1966 On the semimartingale convergence theorem. Zbl 0154.42802 Johansen, S.; Karush, J. 3 1966 all cited Publications top 5 cited Publications all top 5 Cited by 2,117 Authors 36 Johansen, Søren Glud 19 Nielsen, Morten Ørregaard 18 Lütkepohl, Helmut 17 Cavaliere, Giuseppe 17 Rahbek, Anders 16 Taylor, A. M. Robert 15 Phillips, Peter Charles Bonest 14 Hendry, David F. 13 Paruolo, Paolo 13 Saikkonen, Pentti 12 Boswijk, H. Peter 12 Franses, Philip Hans 12 Hualde, Javier 12 Nielsen, Bent 11 Ahn, Sung Ki 11 Beyersmann, Jan 11 Datta, Somnath 11 Kurita, Takamitsu 10 de Uña-Álvarez, Jacobo 10 Robinson, Peter Michael 10 Sun, Liuquan 9 Meira-Machado, Luis F. 9 Riani, Marco 9 Subramanian, Sundarraman 8 McAleer, Michael 8 Nielsen, Heino Bohn 8 Östermark, Ralf 8 Pesaran, M. Hashem 8 Rygh Swensen, Anders 8 Sun, Yanqing 7 Atkinson, Anthony C. 7 Chambers, Marcus J. 7 Cho, Sinsup 7 Cubadda, Gianluca 7 Gilbert, Peter B. 7 Juselius, Katarina 7 Kuriki, Satoshi 7 Kurozumi, Eiji 7 Pauly, Markus 7 Schumacher, Martin 7 Seong, Byeongchan 7 Van Keilegom, Ingrid 7 Wagner, Martin Franz-Xaver 6 Bladt, Mogens 6 Breitung, Jorg 6 Caporale, Guglielmo Maria 6 Castle, Jennifer L. 6 Frydman, Halina 6 Gerds, Thomas Alexander 6 Gonzalo, Jesús 6 Haldrup, Niels 6 Hecq, Alain W. 6 Ling, Shiqing 6 Miller, J. Isaac 6 Perron, Pierre 6 Seo, Won-Ki 6 Takemura, Akimichi 6 Trenkler, Carsten 6 Zhang, Jinting 5 Allignol, Arthur 5 Cerioli, Andrea 5 Dette, Holger 5 Dobler, Dennis 5 Doornik, Jurgen A. 5 Ericsson, Neil R. 5 Escribano, Alvaro 5 Fanelli, Luca 5 Franchi, Massimo 5 Gil-Alana, Luis Alberiko 5 Hanck, Christoph 5 Hansen, Peter Reinhard 5 Herwartz, Helmut 5 Iacone, Fabrizio 5 Kapetanios, George 5 Kleibergen, Frank 5 Muliere, Pietro 5 Park, Joon Y. 5 Patilea, Valentin 5 Putter, Hein 5 Raïssi, Hamdi 5 Satten, Glen A. 5 Strachan, Rodney W. 5 Urbain, Jean-Pierre 5 Walker, Stephen Grahm 4 Ahlgren, Niklas 4 Ahmad, Jamaal 4 Bauer, Dietmar 4 Bessler, David A. 4 Bierens, Herman J. 4 Borgan, Ørnulf 4 Bouzebda, Salim 4 Candelon, Bertrand 4 Corbellini, Aldo 4 Favier, Sergio J. 4 Hassler, Uwe 4 Karaman Örsal, Deniz Dilan 4 Krishnamoorthy, Kalimuthu 4 Lee, Chien-Chiang 4 Leybourne, Stephen J. 4 Lucas, André ...and 2,017 more Authors all top 5 Cited in 217 Serials 223 Journal of Econometrics 95 Economics Letters 75 Econometric Theory 60 Econometric Reviews 51 Journal of Time Series Analysis 40 Journal of Economic Dynamics & Control 36 Biometrics 36 Lifetime Data Analysis 35 Computational Statistics and Data Analysis 34 Journal of Statistical Planning and Inference 34 European Journal of Operational Research 30 The Annals of Statistics 28 Journal of Multivariate Analysis 26 Statistics & Probability Letters 25 Mathematics and Computers in Simulation 25 Communications in Statistics. Theory and Methods 23 Communications in Statistics. Simulation and Computation 23 Studies in Nonlinear Dynamics and Econometrics 23 The Econometrics Journal 22 Biometrical Journal 22 Journal of Statistical Computation and Simulation 21 Scandinavian Journal of Statistics 20 Open Economies Review 20 Journal of Applied Statistics 16 Statistical Papers 16 Quantitative Finance 13 Journal of the American Statistical Association 11 Journal of Nonparametric Statistics 10 Statistica Neerlandica 10 Insurance Mathematics & Economics 10 Annals of Operations Research 10 Computational Statistics 10 Statistical Methods and Applications 10 Journal of Forecasting 9 Test 9 Bernoulli 8 The Canadian Journal of Statistics 8 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 8 Stochastic Processes and their Applications 8 Journal of Statistical Theory and Practice 8 Journal of Time Series Econometrics 7 Annals of the Institute of Statistical Mathematics 7 Computers & Operations Research 7 Queueing Systems 7 Applied Stochastic Models in Business and Industry 7 Electronic Journal of Statistics 6 Metrika 6 International Statistical Review 6 Statistics 6 Journal of the Italian Statistical Society 6 Bulletin of Economic Research 5 Physica A 5 Macroeconomic Dynamics 5 Asia-Pacific Financial Markets 5 Review of Derivatives Research 4 Journal of Mathematical Analysis and Applications 4 Journal of Mathematical Biology 4 Applied Mathematics and Computation 4 Econometrica 4 Kybernetika 4 Operations Research Letters 4 Statistical Science 4 The Annals of Applied Probability 4 Mathematical Methods of Statistics 4 International Transactions in Operational Research 4 Australian & New Zealand Journal of Statistics 4 International Journal of Theoretical and Applied Finance 4 Journal of Systems Science and Complexity 4 AStA. Allgemeines Statistisches Archiv 4 ASTIN Bulletin 4 Statistical Methodology 4 European Journal of Pure and Applied Mathematics 4 The Annals of Applied Statistics 3 Mathematical Proceedings of the Cambridge Philosophical Society 3 Journal of Applied Probability 3 Journal of Approximation Theory 3 Journal of Computational and Applied Mathematics 3 Scandinavian Actuarial Journal 3 Revista Colombiana de Estadística 3 Mathematical and Computer Modelling 3 Linear Algebra and its Applications 3 Statistica Sinica 3 Finance and Stochastics 3 Acta Mathematica Sinica. English Series 3 CEJOR. Central European Journal of Operations Research 3 Scandinavian Actuarial Journal 3 Statistical Modelling 3 Japanese Journal of Statistics and Data Science 2 Advances in Applied Probability 2 Communications in Mathematical Physics 2 International Journal of Systems Science 2 Linear and Multilinear Algebra 2 Psychometrika 2 Advances in Mathematics 2 International Economic Review 2 Journal of Mathematical Psychology 2 Journal of Soviet Mathematics 2 Manuscripta Mathematica 2 Metroeconomica 2 Numerical Functional Analysis and Optimization ...and 117 more Serials all top 5 Cited in 45 Fields 1,245 Statistics (62-XX) 435 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 172 Probability theory and stochastic processes (60-XX) 161 Numerical analysis (65-XX) 82 Operations research, mathematical programming (90-XX) 32 Biology and other natural sciences (92-XX) 18 Systems theory; control (93-XX) 16 Linear and multilinear algebra; matrix theory (15-XX) 14 Functional analysis (46-XX) 11 Computer science (68-XX) 10 Approximations and expansions (41-XX) 9 Real functions (26-XX) 9 Geophysics (86-XX) 7 General and overarching topics; collections (00-XX) 7 Measure and integration (28-XX) 7 Operator theory (47-XX) 6 History and biography (01-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 5 Differential geometry (53-XX) 4 Ordinary differential equations (34-XX) 4 Information and communication theory, circuits (94-XX) 3 Combinatorics (05-XX) 3 Convex and discrete geometry (52-XX) 3 Quantum theory (81-XX) 2 Associative rings and algebras (16-XX) 2 Topological groups, Lie groups (22-XX) 2 Partial differential equations (35-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Integral equations (45-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Mathematical logic and foundations (03-XX) 1 Commutative algebra (13-XX) 1 Algebraic geometry (14-XX) 1 Nonassociative rings and algebras (17-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Difference and functional equations (39-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral transforms, operational calculus (44-XX) 1 Manifolds and cell complexes (57-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Astronomy and astrophysics (85-XX) 1 Mathematics education (97-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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