Søren Johansen

• Likelihood-based inference in cointegrated vector autoregressive models
• A small sample correction for tests of hypotheses on the cointegrating vectors
• A small sample correction of the test for cointegrating rank in the vector autoregressive model
• Controlling inflation in a cointegrated vector autoregressive model with an application to US data
• Functional relations, random coefficients, and nonlinear regression
• The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model