Anders Rygh Swensen

Available identifiers

zbMath Open rygh-swensen.andersMaRDI QIDQ738072

List of research outcomes

Publication	Date of Publication	Type
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models	2024-02-14	Paper
Remaining loads in a PH/M/\(c\) queue with impatient customers	2023-07-04	Paper
On causal and non‐causal cointegrated vector autoregressive time series	2022-03-17	Paper
Inflation Dynamics in a Small Open Economy	2018-09-25	Paper
A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables	2016-08-15	Paper
Some exact and inexact linear rational expectation models in vector autoregressive models	2014-06-06	Paper
Forecasting key macroeconomic variables from a large number of predictors: a state space approach	2011-01-06	Paper
The New Keynesian Phillips curve revisited	2010-04-22	Paper
Corrigendum to Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models	2009-12-21	Paper
Exact rational expectations, cointegration, and reduced rank regression	2008-06-11	Paper
Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models	2007-09-18	Paper
More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term	2005-07-04	Paper
A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS	2004-02-11	Paper
Bootstrapping unit root tests for integrated processes	2003-10-22	Paper
ECM algorithms that converge at the rate of EM	2001-02-05	Paper
Testing exact rational expectations in cointegrated vector autoregressive models	2000-05-10	Paper
A multivariate pareto distribution	1997-05-19	Paper
A note on a randomized occupancy problem	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4725577	1987-01-01	Paper
On a GI/M/c Queue with Bounded Waiting Times	1986-01-01	Paper
A note on statistical inference for a class of diffusions and approximate diffusions	1985-01-01	Paper
The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend	1985-01-01	Paper
A note on asymptotic inference in a class of non-stationary processes	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4745134	1983-01-01	Paper
Deficiencies between linear normal experiments	1980-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Anders Rygh Swensen