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Some small sample properties of cointegrated labour demand models
Lindén, Mikael - In: Finnish economic papers 3 (1990) 1, pp. 54-60
Persistent link: https://www.econbiz.de/10001092298
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Specification error in least squares estimation of the AR(1) model
Lindén, Mikael - 1996
Persistent link: https://www.econbiz.de/10000955970
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Two alternative models for estimating and testing the arbitrage pricing theory
Lindén, Mikael; Suonperä, Antti - 1993
Persistent link: https://www.econbiz.de/10000860418
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Finnish GNP-series 1954/I - 1990/IV: small shock persistance or trend stationarity? : Some evidence with variance ratio estimates
Lindén, Mikael - In: Empirical economics : a journal of the Institute for … 20 (1995) 2, pp. 333-349
Persistent link: https://www.econbiz.de/10001182493
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Testing for dependency, autocorrelation and weak information efficiency in horse race rankings time series
Lindén, Mikael - In: The journal of prediction markets 8 (2014) 2, pp. 43-75
Persistent link: https://www.econbiz.de/10010530210