Rolf Larsson

Available identifiers

zbMath Open larsson.rolfMaRDI QIDQ738150

List of research outcomes

Publication	Date of Publication	Type
Simulation model of disease incidence driven by diagnostic activity	2024-10-29	Paper
Confidence Distributions for the Autoregressive Parameter	2024-08-12	Paper
Confidence intervals for distributional positions	2024-05-17	Paper
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

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