Søren Johansen
Professor of Econometrics
Department of Economics
University of Copenhagen
Øster Farimagsgade 5, DK-1353 Copenhagen ;
Phone:
+45 35 32 30 71
Fax:
+45 35 32 30 00
Email:
sjo@math.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