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Real-time US GDP gap properties using Hamilton’s regression-based filter

Jönsson, Kristian - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 307-314

Persistent link: https://www.econbiz.de/10012253213

Restricted Hodrick-Prescott filtering in a state-space framework

Jönsson, Kristian - In: Empirical economics : a journal of the Institute for … 53 (2017) 3, pp. 1243-1251

Persistent link: https://www.econbiz.de/10011893027

Trend extraction with a judgement-augmented hodrick–prescott filter

Jönsson, Kristian - In: Empirical Economics 39 (2010) 3, pp. 703-711

Persistent link: https://www.econbiz.de/10008775759

Testing Stationarity in Small‐ and Medium‐Sized Samples when Disturbances are Serially Correlated

Jönsson, Kristian - In: Oxford Bulletin of Economics and Statistics 73 (2011) 5, pp. 669-690

Persistent link: https://www.econbiz.de/10011031983

A robust test for multivariate normality

Jönsson, Kristian - In: Economics Letters 113 (2011) 2, pp. 199-201

The size of the Jarque–Bera test for multivariate normality can be severely distorted in small samples. An alternative test procedure, that turns out to have good size and power properties, is suggested.

Persistent link: https://www.econbiz.de/10011041644

The accuracy of normal approximation in a heterogeneous panel data unit root test

Jönsson, Kristian - In: Statistical Papers 49 (2008) 3, pp. 565-579

Persistent link: https://www.econbiz.de/10008486807