H. E. T. Holgersson

Available identifiers

Publication	Date of Publication	Type
Dummy variables vs. category-wise models	2020-10-28	Paper
Three estimators of the Mahalanobis distance in high-dimensional data	2020-10-21	Paper
Estimating mean-standard deviation ratios of financial data	2020-10-21	Paper
Forecast mean squared error reduction in the VAR(1) process	2020-09-28	Paper
Testing for panel unit roots under general cross-sectional dependence	2016-08-25	Paper
A note on a commonly used ridge regression Monte Carlo design	2016-01-05	Paper
Assessing normality of high-dimensional data	2013-06-21	Paper
A Modified Skewness Measure for Testing Asymmetry	2010-03-22	Paper
Testing for Multivariate Autocorrelation	2007-09-11	Paper
A graphical method for assessing multivariate normality	2007-05-29	Paper
Robust Testing for Skewness	2007-05-08	Paper
Testing for multivariate heteroscedasticity	2005-01-04	Paper
SOME ASPECTS OF NON-NORMALITY TESTS IN SYSTEMS OF REGRESSION EQUATIONS	2002-12-10	Paper

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