Rankings / Candidate
Søren Johansen
University of Copenhagen · Econometrics
Currently #11, tier Field, score 14.3, named by 1 source.Score history: 100.0, 25.0, 14.3
The work. The Johansen test for cointegration: a method for finding the long-run relationships that tie wandering time series together, and the vector error correction model that goes with it.
The case for. Every macro and finance econometrician has run a Johansen test, and the method extended Engle and Granger's idea to systems of many equations.
The case against. Cointegration was rewarded in 2003 with Engle and Granger, and the committee rarely returns to the same idea. Born in 1939, a statistician by training.
The KmikeyM angle. Cointegration finds two drifting series bound together over the long run, and the KmikeyM stock price and Mike's actual life are the pair the experiment tests.
What the sources say
- Clarivate alumni (prior years) named Søren Johansen: named in 2019: for contributions to econometrics and cointegration analysis (heat 100) Preseason: the Clarivate alumni pool