A Conversation with Soren Johansen

This article was prepared for the Special Issue "Celebrated Econometricians: Katarina Juselius and Soren Johansen" of Econometrics. It is based on material recorded on 30 October 2018 in Copenhagen. It explores Soren Johansen's research, and discusses inter alia the following issues: estimation and inference for nonstationary time series of the I(1), I(2) and fractional cointegration types; survival analysis; statistical modelling; likelihood; econometric methodology; the teaching and practice of Statistics and Econometrics.