Søren Johansen

Søren Johansen obtained the degree as cand. stat. from Copenhagen University in 1964 and received the Gold medal from University of Copenhagen for the thesis "An application of extreme points methods inprobability" in 1967. In 1974 he obtained the degree dr. phil. with the thesis "The embedding problem for Markov chains". He has been employed at the Department of Mathematical Sciences, Copenhagen University from 1964 to 2007 and from 2007 as part time professor at Department of Economics, Copenhagen University. The period from 1996-2001 he spent as professor at the Department of Economics, European University Institute, Florence.

His research interests includes mathematical statistics and probability theory as well as medical statistics and since 1983 econometrics, in particular the theory of cointegration. He has publiced about 100 publications in peer reviewed journals.


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