Anders Rygh Swensen

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Person:738072

Available identifiers

zbMath Open rygh-swensen.andersMaRDI QIDQ738072

List of research outcomes





PublicationDate of PublicationType
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models2024-02-14Paper
Remaining loads in a PH/M/\(c\) queue with impatient customers2023-07-04Paper
On causal and non‐causal cointegrated vector autoregressive time series2022-03-17Paper
Inflation Dynamics in a Small Open Economy2018-09-25Paper
A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables2016-08-15Paper
Some exact and inexact linear rational expectation models in vector autoregressive models2014-06-06Paper
Forecasting key macroeconomic variables from a large number of predictors: a state space approach2011-01-06Paper
The New Keynesian Phillips curve revisited2010-04-22Paper
Corrigendum to Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models2009-12-21Paper
Exact rational expectations, cointegration, and reduced rank regression2008-06-11Paper
Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models2007-09-18Paper
More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term2005-07-04Paper
A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS2004-02-11Paper
Bootstrapping unit root tests for integrated processes2003-10-22Paper
ECM algorithms that converge at the rate of EM2001-02-05Paper
Testing exact rational expectations in cointegrated vector autoregressive models2000-05-10Paper
A multivariate pareto distribution1997-05-19Paper
A note on a randomized occupancy problem1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47255771987-01-01Paper
On a GI/M/c Queue with Bounded Waiting Times1986-01-01Paper
The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend1985-01-01Paper
A note on statistical inference for a class of diffusions and approximate diffusions1985-01-01Paper
A note on asymptotic inference in a class of non-stationary processes1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47451341983-01-01Paper
Deficiencies between linear normal experiments1980-01-01Paper

Research outcomes over time

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