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A Conversation with Søren Johansen
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This article was prepared for the Special Issue “Celebrated Econometricians: Katarina Juselius and Søren Johansen” of Econometrics. It is based on material recorded on 30 October 2018 in Copenhagen. It explores Søren Johansen’s research, and discusses inter alia the following issues: estimation and inference for nonstationary time series of the I(1), I(2) and fractional cointegration types; survival analysis; statistical modelling; likelihood; econometric methodology; the teaching and practice of Statistics and Econometrics.
Title: A Conversation with Søren Johansen
Description:
This article was prepared for the Special Issue “Celebrated Econometricians: Katarina Juselius and Søren Johansen” of Econometrics.
It is based on material recorded on 30 October 2018 in Copenhagen.
It explores Søren Johansen’s research, and discusses inter alia the following issues: estimation and inference for nonstationary time series of the I(1), I(2) and fractional cointegration types; survival analysis; statistical modelling; likelihood; econometric methodology; the teaching and practice of Statistics and Econometrics.
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