Narrow search
Showing 1 - 10 of 31
Cover Image
Approximation of the asymptotic distribution of the log likelihood ratio test for cointegration
Larsson, Rolf - In: Econometric theory 15 (1999) 6, pp. 789-813
Persistent link: https://www.econbiz.de/10001507477
Cover Image
Distribution approximation of unit root tests in autoregressive models
Larsson, Rolf - In: The econometrics journal 1 (1998) 2, pp. 10-26
Persistent link: https://www.econbiz.de/10001443695
Cover Image
How close is a fractional process to a random walk with drift?
Larsson, Rolf - In: Journal of time series econometrics 7 (2015) 2, pp. 217-234
Persistent link: https://www.econbiz.de/10011291296
Cover Image
The finite sample distribution of the KPSS test
Hornok, Attila; Larsson, Rolf - In: The econometrics journal 3 (2000) 1, pp. 108-121
Persistent link: https://www.econbiz.de/10001532226
Cover Image
A distance measure between cointegration spaces
Larsson, Rolf; Villani, Mattias - In: Economics letters 70 (2001) 1, pp. 21-27
Persistent link: https://www.econbiz.de/10001534698
Cover Image
Utvärdering av Östra Norrbottenprojektet : ett regionalt arbetsmarknadspolitiskt program
Jonsson, Bo; Larsson, Rolf - 1990
Persistent link: https://www.econbiz.de/10000781093
Cover Image
Bartlett corrections in cointegration testing
Jacobson, Tor; Larsson, Rolf - 1996
Persistent link: https://www.econbiz.de/10000953744
Cover Image
Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000991637
Cover Image
The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher - In: Econometric theory 12 (1996) 4, pp. 682-704
Persistent link: https://www.econbiz.de/10001210204
Cover Image
The joint moment generating function of quadratic forms in multivariate autoregressive series : the case with deterministic components
Abadir, Karim Maher; Larsson, Rolf - 1998
Persistent link: https://www.econbiz.de/10001591530