Søren Johansen
Søren Johansen | |
|---|---|
| Born | 6 November 1939 |
| Nationality | Danish |
| Academic background | |
| Alma mater | University of Copenhagen |
| Influences | David F. Hendry, Clive Granger |
| Academic work | |
| Discipline | Statistics Econometrics |
| Institutions | University of Copenhagen European University Institute |
| Doctoral students | Søren Asmussen Pieter Omtzigt |
| Notable ideas | Cointegration Embedding problem Fractional cointegration Indicator Saturation |
| Website | |
Søren Johansen (born 6 November 1939) is a Danish statistician and econometrician who is known for his contributions to the theory of cointegration. He is currently a professor at the Department of Economics, University of Copenhagen and in the Center for Research in Econometric Analysis of Time Series (CREATES) of the Aarhus University. He has previously held positions at the Department of Statistics, University of Copenhagen, and the European University Institute in Florence.