S. Johansen

发表论文 152 篇 · 总被引 58288 次 · h-index 54

代表论文

• Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (2016 · 被引 89)
• THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS (2015 · Econometric Theory · 被引 66)
• MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY (2014 · Econometric Theory · 被引 63)
• Nonstationary Cointegration in the Fractionally Cointegrated VAR Model (2018 · Journal of Time Series Analysis · 被引 37)
• Outlier detection in regression using an iterated one-step approximation to the huber-skip estimator (2013 · 被引 30)
• Testing the CVAR in the Fractional CVAR Model (2017 · 被引 28)