Celebrated Econometricians: Katarina Juselius and Søren Johansen

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forediction; invariance; super exogeneity; indicator saturation; co-breaking; Autometrics; GMM; VECM; reduced rank; cointegrated vector autoregression; heteroscedasticity; Markov-switching model; monetary policy analysis; cointegration; particle filtering; random coefficient autoregressive model; state space model; stochastic approximation; adjustment coefficients; cointegrating coefficients; CVAR; causal models; cointegration; rank deficiency; weak identification; mortality forecasting; term structure of mortality; factor modelling; cointegration; partial cointegrated vector autoregressive models; structural breaks; deterministic terms; weak exogeneity; cointegrating rank; response surface; singular stochastic vectors; cointegration for singular vectors; Granger representation theorem; large-dimensional dynamic factor models); cointegration; error-correcting adjustment; estimation and hypothesis testing in cointegrated models; rent-sharing in wage formation; pattern wage bargaining; inflation targeting; small open economy wage policies; inflation targeting; macroeconomic fluctuations and transmission mechanisms; graphical causal modeling; causal search; cointegrated vector autoregression (CVAR); weak exogeneity; irreducible cointegrating relations; vector autoregressions; vector error correction model; integrated processes of order two; canonical form; cointegration; hypothesis testing; parameterization; state space representation; unit roots; imperfect knowledge; Knightian Uncertainty; structural change; currency risky; cointegrated VAR; methodology; linking theory to evidence; empirically-based macroeconomics; n/a; bass diffusion model; bibliometrics; cointegration; VAR; cointegration; I(d); vector spaces; cointegration; fractional (co-)integration; statistical model; survival analysis; VAR; I(1); I(2); cointegration; CVAR; I(1); I(2); common trends; adjustment; breaks; model comparison; gender gap; n/a