Søren Johansen
   HOME
*





Søren Johansen
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. Biography Early life Johansen was born in 1939 in Denmark. Academic life Johansen graduated from the University of Copenhagen in mathematical statistics. He began his academic career at the University of Copenhagen, Institute of Mathematical Statistics in 1964 and was promoted to full professor in 1989. In 1967 he obtained the Gold medal from University of Copenhagen for the thesis "An application of extreme points methods in probability" and in 1974, he became dr. phil. with the thesis "The embedding p ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Denmark
) , song = ( en, "King Christian stood by the lofty mast") , song_type = National and royal anthem , image_map = EU-Denmark.svg , map_caption = , subdivision_type = Sovereign state , subdivision_name = Danish Realm, Kingdom of Denmark , established_title = History of Denmark#Middle ages, Consolidation , established_date = 8th century , established_title2 = Christianization , established_date2 = 965 , established_title3 = , established_date3 = 5 June 1849 , established_title4 = Faroese home rule , established_date4 = 24 March 1948 , established_title5 = European Economic Community, EEC 1973 enlargement of the European Communities, accession , established_date5 = 1 January 1973 , established_title6 = Greenlandic home rule , established_date6 = 1 May 1979 , official_languages = Danish language, Danish , languages_type = Regional languages , languages_sub = yes , languages = German language, GermanGerman is recognised as a protected minority language in t ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Robert Engle
Robert Fry Engle III (born November 10, 1942) is an American economist and statistician. He won the 2003 Nobel Memorial Prize in Economic Sciences, sharing the award with Clive Granger, "for methods of analyzing economic time series with time-varying volatility (ARCH)". Biography Engle was born in Syracuse, New York into Quaker family and went on to graduate from Williams College with a BS in physics. He earned an MS in physics and a PhD in economics, both from Cornell University in 1966 and 1969 respectively. After completing his PhD, Engle became an economics professor at the Massachusetts Institute of Technology from 1969 to 1977. He joined the faculty of the University of California, San Diego (UCSD) in 1975, wherefrom he retired in 2003. He now holds positions of Professor Emeritus and Research Professor at UCSD. He currently teaches at New York University, Stern School of Business where he is the Michael Armellino professor in Management of Financial Services. At New Yo ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Danish Statisticians
Danish may refer to: * Something of, from, or related to the country of Denmark People * A national or citizen of Denmark, also called a "Dane," see Demographics of Denmark * Culture of Denmark * Danish people or Danes, people with a Danish ancestral or ethnic identity * A member of the Danes, a Germanic tribe * Danish (name), a male given name and surname Language * Danish language, a North Germanic language used mostly in Denmark and Northern Germany * Danish tongue or Old Norse, the parent language of all North Germanic languages Food * Danish cuisine * Danish pastry, often simply called a "Danish" See also * Dane (other) * * Gdańsk * List of Danes * Languages of Denmark The Kingdom of Denmark has only one official language, Danish, the national language of the Danish people, but there are several minority languages spoken, namely Faroese, German, and Greenlandic. A large majority (about 86%) of Danes also s ... {{disambiguation Language a ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Time Series Econometricians
Time is the continued sequence of existence and events that occurs in an apparently irreversible succession from the past, through the present, into the future. It is a component quantity of various measurements used to sequence events, to compare the duration of events or the intervals between them, and to quantify rates of change of quantities in material reality or in the conscious experience. Time is often referred to as a fourth dimension, along with three spatial dimensions. Time has long been an important subject of study in religion, philosophy, and science, but defining it in a manner applicable to all fields without circularity has consistently eluded scholars. Nevertheless, diverse fields such as business, industry, sports, the sciences, and the performing arts all incorporate some notion of time into their respective measuring systems. 108 pages. Time in physics is operationally defined as "what a clock reads". The physical nature of time is ad ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  




Fellows Of The Econometric Society
In the scientific discipline of economics, the Econometric Society is a learned society devoted to the advancement of economics by using mathematical and statistical methods. This article is a list of its (current and in memory) fellows. Fellows 1933 * Luigi Amoroso * Oskar N. Anderson * Albert Aupetit * * A. L. Bowley * Clément Colson * Gustavo Del Vecchio * François Divisia * Griffith C. Evans * Irving Fisher * Ragnar Frisch * Corrado Gini * Gottfried Haberler * Harold Hotelling * John M. Keynes * N. D. Kondratiev * Wesley C. Mitchell * H. L. Moore * Umberto Ricci * Charles F. Roos * M. Jacques Rueff * * Henry Schultz * Joseph A. Schumpeter * J. Tinbergen * Felice Vinci * Edwin B. Wilson * * F. Zeuthen 1935 * R. G. D. Allen * Costantino Bresciani Turroni * Mordecai Ezekiel * J. Marschak 1937 * Alfred Cowles 3rd * J. R. Hicks * Giorgio Mortara * René Roy * Hans Staehle 1939 * Oskar Lange * Wassily Leontief * Josiah Charles Stamp * Theodor ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Econometricians
Econometrics is the application of statistical methods to economic data in order to give empirical content to economic relationships.M. Hashem Pesaran (1987). "Econometrics," '' The New Palgrave: A Dictionary of Economics'', v. 2, p. 8 p. 8–22 Reprinted in J. Eatwell ''et al.'', eds. (1990). ''Econometrics: The New Palgrave''p. 1p. 1–34Abstract ( 2008 revision by J. Geweke, J. Horowitz, and H. P. Pesaran). More precisely, it is "the quantitative analysis of actual economic phenomena based on the concurrent development of theory and observation, related by appropriate methods of inference". An introductory economics textbook describes econometrics as allowing economists "to sift through mountains of data to extract simple relationships". Jan Tinbergen is one of the two founding fathers of econometrics. The other, Ragnar Frisch, also coined the term in the sense in which it is used today. A basic tool for econometrics is the multiple linear regression model. ''Econometric t ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

University Of Copenhagen Alumni
A university () is an institution of higher (or tertiary) education and research which awards academic degrees in several academic disciplines. Universities typically offer both undergraduate and postgraduate programs. In the United States, the designation is reserved for colleges that have a graduate school. The word ''university'' is derived from the Latin ''universitas magistrorum et scholarium'', which roughly means "community of teachers and scholars". The first universities were created in Europe by Catholic Church monks. The University of Bologna (''Università di Bologna''), founded in 1088, is the first university in the sense of: *Being a high degree-awarding institute. *Having independence from the ecclesiastic schools, although conducted by both clergy and non-clergy. *Using the word ''universitas'' (which was coined at its foundation). *Issuing secular and non-secular degrees: grammar, rhetoric, logic, theology, canon law, notarial law.Hunt Janin: "The university i ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Academic Staff Of The European University Institute
An academy ( Attic Greek: Ἀκαδήμεια; Koine Greek Ἀκαδημία) is an institution of secondary or tertiary higher learning (and generally also research or honorary membership). The name traces back to Plato's school of philosophy, founded approximately 385 BC at Akademia, a sanctuary of Athena, the goddess of wisdom and skill, north of Athens, Greece. Etymology The word comes from the ''Academy'' in ancient Greece, which derives from the Athenian hero, '' Akademos''. Outside the city walls of Athens, the gymnasium was made famous by Plato as a center of learning. The sacred space, dedicated to the goddess of wisdom, Athena, had formerly been an olive grove, hence the expression "the groves of Academe". In these gardens, the philosopher Plato conversed with followers. Plato developed his sessions into a method of teaching philosophy and in 387 BC, established what is known today as the Old Academy. By extension, ''academia'' has come to mean the accumulatio ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Academic Staff Of The University Of Copenhagen
An academy (Attic Greek: Ἀκαδήμεια; Koine Greek Ἀκαδημία) is an institution of secondary or tertiary higher learning (and generally also research or honorary membership). The name traces back to Plato's school of philosophy, founded approximately 385 BC at Akademia, a sanctuary of Athena, the goddess of wisdom and skill, north of Athens, Greece. Etymology The word comes from the ''Academy'' in ancient Greece, which derives from the Athenian hero, ''Akademos''. Outside the city walls of Athens, the gymnasium was made famous by Plato as a center of learning. The sacred space, dedicated to the goddess of wisdom, Athena, had formerly been an olive grove, hence the expression "the groves of Academe". In these gardens, the philosopher Plato conversed with followers. Plato developed his sessions into a method of teaching philosophy and in 387 BC, established what is known today as the Old Academy. By extension, ''academia'' has come to mean the accumulation, dev ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Journal Of Economic Dynamics And Control
The ''Journal of Economic Dynamics and Control ''(JEDC) is a peer-reviewed scholarly journal devoted to computational economics, dynamic economic models, and macroeconomics. It is edited at the University of Amsterdam and published by Elsevier Elsevier () is a Dutch academic publishing company specializing in scientific, technical, and medical content. Its products include journals such as '' The Lancet'', ''Cell'', the ScienceDirect collection of electronic journals, '' Trends'', .... It has been published since 1979. The journal sometimes devotes special issues to particular topics, like 'Complexity in Economics and Finance' (May 2009), 'Dynamic Stochastic General Equilibrium Modelling' (August 2008), and 'Applications of Statistical Physics in Economics and Finance' (January 2008). In some years it has also published selected articles from the annual meeting of the Society for Computational Economics. In their ranking of academic impact of economics journals, Kalaitz ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Katarina Juselius
Katarina Juselius (born 25 September 1943) is professor Emeritus of econometrics and empirical economics at the University of Copenhagen. Her work has been on empirical macro models and associated issues. She obtained her Lic.Econ.Sc. and PhD from the Swedish School of Economics and Business Administration in Helsinki. Research She is the 271st most quoted economist in the world according to IDEAS and her research has been quoted 27000 times. She is also the on the editorial board of Journal of Economic Methodology. Her most quoted paper, "Maximum likelihood estimation and inference on cointegration—with applications to the demand for money" has been quoted over 16000 times. Personal life She is married to Søren Johansen 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 .. ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

UCSD
The University of California, San Diego (UC San Diego or colloquially, UCSD) is a public university, public Land-grant university, land-grant research university in San Diego, California. Established in 1960 near the pre-existing Scripps Institution of Oceanography, UC San Diego is the southernmost of the ten campuses of the University of California, and offers over 200 undergraduate and graduate degree programs, enrolling 33,096 undergraduate and 9,872 graduate students. The university occupies near the coast of the Pacific Ocean, with the main campus resting on approximately . UC San Diego is ranked among the best universities in the world by major college and university rankings. UC San Diego consists of twelve undergraduate, graduate and professional schools as well as seven undergraduate residential colleges. It received over 140,000 applications for undergraduate admissions in Fall 2021, making it the second most applied-to university in the United States. UC San Diego H ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]