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Testing growth convergence with time series data : a non-parametric approach
Lindén, Mikael - In: International review of applied economics 14 (2000) 3, pp. 361-370
Persistent link: https://www.econbiz.de/10001507502
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Time series properties of aggregated AR(1) processes with uniformly distributed coefficients
Lindén, Mikael - In: Economics letters 64 (1999) 1, pp. 31-36
Persistent link: https://www.econbiz.de/10001399164
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Stochastic and deterministic trends in Finnish macroeconomic time series
Lindén, Mikael - 1991
Persistent link: https://www.econbiz.de/10000807590
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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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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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Trend model testing of growth convergence in 15 OECD countries, 1946 - 1997
Lindén, Mikael - In: Applied economics 34 (2002) 2, pp. 133-142
Persistent link: https://www.econbiz.de/10001642396
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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