Rolf Larsson

Available identifiers

zbMath Open larsson.rolfMaRDI QIDQ738150

List of research outcomes

Publication	Date of Publication	Type
Improved shrinkage estimators in the beta regression model with application in econometric and educational data	2024-03-25	Paper
Applications of discrete factor analysis	2024-01-23	Paper
Bartlett correction of an independence test in a multivariate Poisson model	2023-12-15	Paper
Approximate Bayesianity of Frequentist Confidence Intervals for a Binomial Proportion	2023-04-03	Paper
Testing for INAR effects	2022-06-21	Paper
Discrete factor analysis using a dependent Poisson model	2020-10-06	Paper
A likelihood ratio type test for invertibility in moving average processes	2018-11-23	Paper
How close is a fractional process to a random walk with drift?	2018-02-07	Paper
Likelihood ratio tests for a unit root in panels with random effects	2017-07-20	Paper
Testing for a unit root in a random coefficient panel data model	2016-08-15	Paper
New tools for understanding the local asymptotic power of panel unit root tests	2015-07-27	Paper
Biases of Correlograms and of AR Representations of Stationary Series	2013-06-14	Paper
A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS	2009-12-15	Paper
Inflation, exchange rates and PPP in a multivariate panel cointegration model	2008-05-29	Paper
Testing for Unit Root Against Stationarity Using the Likelihood Ratio Test	2007-06-28	Paper
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis	2006-08-21	Paper
Testing for stationarity in heterogeneous panel data where the time dimension is finite	2005-11-21	Paper
Distribution approximation of unit root tests in autoregressive models	2003-08-07	Paper
Likelihood‐based cointegration tests in heterogeneous panels	2002-04-11	Paper
THE JOINT MOMENT GENERATING FUNCTION OF QUADRATIC FORMS IN MULTIVARIATE AUTOREGRESSIVE SERIES	2002-01-08	Paper
APPROXIMATION OF THE ASYMPTOTIC DISTRIBUTION OF THE LOG LIKELIHOOD RATIO TEST FOR COINTEGRATION	2000-11-05	Paper
On the asymptotic expectations of some unit root tests in a first order autoregressive process in the presence of trend	2000-06-13	Paper
Bartlett corrections in cointegration testing	2000-01-12	Paper
The finite sample distribution of the KPSS test	2000-01-01	Paper
Bartlett Corrections for Unit Root Test Statistics	1999-01-25	Paper
Numerical aspects of a likelihood ratio test statistic for cointegrating rank	1998-07-23	Paper
The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process	1998-06-11	Paper
The asymptotic distribution of a test for the mean number of offspring in the branching process with immigration	1994-11-10	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Rolf Larsson