Narrow search
Showing 1 - 10 of 16
Cover Image
Inference in Panel Cointegration Models With Long Panels
Larsson, Rolf; Lyhagen, Johan - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 473-483
Persistent link: https://www.econbiz.de/10008221518
Cover Image
A distance measure between cointegration spaces
Larsson, Rolf; Villani, Mattias - In: Economics letters 70 (2001) 1, pp. 21-28
Persistent link: https://www.econbiz.de/10006776286
Cover Image
Testing for stationarity in heterogeneous panel data where the time dimension is finite
Hadri, Kaddour; Larsson, Rolf - In: The econometrics journal 8 (2005) 1, pp. 55-69
Persistent link: https://www.econbiz.de/10007439981
Cover Image
Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - In: The econometrics journal 4 (2001) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10007486731
Cover Image
Inflation, exchange rates and PPP in a multivariate panel cointegration model
Jacobson, Tor; Lyhagen, Johan; Larsson, Rolf; Nessén, … - In: The econometrics journal 11 (2008) 1, pp. 58-79
Persistent link: https://www.econbiz.de/10007916432
Cover Image
A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS
Westerlund, Joakim; Larsson, Rolf - In: Econometric theory 25 (2009) 6, pp. 1851-1868
Persistent link: https://www.econbiz.de/10008325207
Cover Image
The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process
Larsson, Rolf - In: Annals of the Institute of Statistical Mathematics : AISM 50 (1998) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10007355951
Cover Image
On the asymptotic expectations of some unit root tests in a first order autoregressive process in the presence of trend
Larsson, Rolf - In: Annals of the Institute of Statistical Mathematics : AISM 49 (1997) 3, pp. 585
Persistent link: https://www.econbiz.de/10007365565
Cover Image
Likelihood-based Inference in Cointegrated Vector Autoregressive Models
Johansen, Søren; Larsson, Rolf - In: The Scandinavian journal of economics 99 (1997) 2, pp. 351
Persistent link: https://www.econbiz.de/10007370850
Cover Image
The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series
Abadir, Karim M.; Larsson, Rolf - In: Econometric theory 12 (1996) 4, pp. 682-704
Persistent link: https://www.econbiz.de/10007003406