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- HANSEN, Peter Reinhard - JOHANSEN, Soren. Workbook on cointegration : advanced texts in econometrics. Oxford : Oxford University Press, 2003. 160 s. ISBN 0-19-877607-1. [Copy count : 2, currently available 0, at library only 1]
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- JOHANSEN, Soren. The Asymptotic variance of the estimated roots in a cointegrated vector autoregressive model. San Domenico (FI) : European University Institute, 2001. 22 s. EUI Working paper ECO, No. 2001/1. [Copy count : 1, currently available 1, at library only 0]
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- JOHANSEN, Soren - JUSELIUS, Katarina. Controlling inflation in a cointegrated vector autoregressive model with an application to US data. San Domenico (FI) : European University Institute, 2001. 50 s. EUI Working paper ECO, No. 2001/2. [Copy count : 1, currently available 1, at library only 0]
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- JOHANSEN, Soren. A Small sample correction of the test for cointegrating rank in the vector autoregressive model. San Domenico (FI) : European University Institute, 2000. 35 s. EUI Working paper ECO, No. 2000/15. [Copy count : 1, currently available 1, at library only 0]
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- JOHANSEN, Soren. A Small sample correction for tests of hypotheses on the cointegrating vectors. San Domenico (FI) : European University Institute, 1999. 35 s. EUI Working paper ECO, No. 99/9. [Copy count : 1, currently available 1, at library only 0]
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- JOHANSEN, Soren. A Bartlett correction factor for tests on the cointegrating relations. San Domenico (FI) : European University Institute, 1999. 50 s. EUI Working paper ECO, No. 99/10. [Copy count : 1, currently available 1, at library only 0]
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- JOHANSEN, Soren. Mathematical and statistical modelling of cointegration. San Domenico (FI) : European University Institute, 1997. 16 s. EUI Working paper ECO, No. 97/14. [Copy count : 1, currently available 1, at library only 0]
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- ENGSTED, Tom - JOHANSEN, Soren. Granger's representation theorem and multicointegration. San Domenico (FI) : European University Institute, 1997. 13 s. EUI Working paper ECO, No. 97/15. [Copy count : 1, currently available 1, at library only 0]
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- JOHANSEN, Soren - SCHAUMBURG, Ernst. Likelihood analysis of seasonal cointegration. San Domenico (FI) : European University Institute, 1997. 39 s. EUI Working paper ECO, No. 97/16. [Copy count : 1, currently available 1, at library only 0]
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- JOHANSEN, Soren. Likelihood-Based Inference in Cointegrated Vector Autoregressive Models. 1. ed. Oxford : Oxford University Press, 1995. 267 s. Advanced Texts in Econometrics. ISBN 0-19-877450-8. [Copy count : 1, currently available 0, at library only 1]
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