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Larsson, Rolf
16
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6
Abadir, Karim M.
3
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2
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2
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OLC EcoSci
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1
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
Saved in:
2
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
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3
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
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4
Specification and estimation of stochastic multiple-output production and technical inefficiency
Lothgren, Mickael
- In:
Applied economics
32
(
2000
)
12
,
pp. 1533-1540
Persistent link: https://www.econbiz.de/10007674684
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5
The interactions between quality, productivity and economic performance: The case of Swedish pharmacies
Westlund, Anders
;
Lothgren, Mickael
- In:
Total quality management
12
(
2001
)
3
,
pp. 385-396
Persistent link: https://www.econbiz.de/10007174012
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6
Biases of correlograms and of AR representations of stationary series
Abadir, Karim M.
;
Larsson, Rolf
- In:
Journal of time series econometrics
4
(
2012
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10010029894
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7
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE
Hadri, Kaddour
;
Larsson, Rolf
;
Rao, Yao
- In:
Bulletin of economic research
64
(
2012
)
1
,
pp. s123
Persistent link: https://www.econbiz.de/10010052416
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8
ARTICLES - The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series: The Case with Deterministic Components
Abadir, Karim M.
;
Larsson, Rolf
- In:
Econometric theory
17
(
2001
)
1
,
pp. 222-246
Persistent link: https://www.econbiz.de/10006980329
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9
ARTICLES - Approximation of the Asymptotic Distribution of the Log Likelihood Ratio Test for Cointegration
Larsson, Rolf
- In:
Econometric theory
15
(
1999
)
6
,
pp. 789-823
Persistent link: https://www.econbiz.de/10006985951
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10
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
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