The following pages link to Rolf Larsson (Q738150):
Displaying 30 items.
- Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
- On the asymptotic expectations of some unit root tests in a first order autoregressive process in the presence of trend (Q1293728) (← links)
- The asymptotic distribution of a test for the mean number of offspring in the branching process with immigration (Q1332115) (← links)
- The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process (Q1388160) (← links)
- Numerical aspects of a likelihood ratio test statistic for cointegrating rank (Q1391987) (← links)
- A likelihood ratio type test for invertibility in moving average processes (Q1623545) (← links)
- How close is a fractional process to a random walk with drift? (Q1695665) (← links)
- Bartlett corrections in cointegration testing (Q1960594) (← links)
- Discrete factor analysis using a dependent Poisson model (Q2203406) (← links)
- New tools for understanding the local asymptotic power of panel unit root tests (Q2354858) (← links)
- THE JOINT MOMENT GENERATING FUNCTION OF QUADRATIC FORMS IN MULTIVARIATE AUTOREGRESSIVE SERIES (Q2716440) (← links)
- Likelihood‐based cointegration tests in heterogeneous panels (Q2772843) (← links)
- Testing for Unit Root Against Stationarity Using the Likelihood Ratio Test (Q3447094) (← links)
- Inflation, exchange rates and PPP in a multivariate panel cointegration model (Q3499429) (← links)
- A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS (Q3652629) (← links)
- Bartlett Corrections for Unit Root Test Statistics (Q4216177) (← links)
- Distribution approximation of unit root tests in autoregressive models (Q4415852) (← links)
- APPROXIMATION OF THE ASYMPTOTIC DISTRIBUTION OF THE LOG LIKELIHOOD RATIO TEST FOR COINTEGRATION (Q4512671) (← links)
- The finite sample distribution of the KPSS test (Q4762176) (← links)
- Biases of Correlograms and of AR Representations of Stationary Series (Q4928549) (← links)
- Testing for INAR effects (Q5083893) (← links)
- Likelihood ratio tests for a unit root in panels with random effects (Q5283165) (← links)
- The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis (Q5484691) (← links)
- Testing for stationarity in heterogeneous panel data where the time dimension is finite (Q5706718) (← links)
- Approximate Bayesianity of Frequentist Confidence Intervals for a Binomial Proportion (Q5885446) (← links)
- Bartlett correction of an independence test in a multivariate Poisson model (Q6068047) (← links)
- Improved shrinkage estimators in the beta regression model with application in econometric and educational data (Q6201369) (← links)
- Confidence intervals for distributional positions (Q6541104) (← links)
- Confidence Distributions for the Autoregressive Parameter (Q6585617) (← links)
- Simulation model of disease incidence driven by diagnostic activity (Q6627640) (← links)
