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Least squares estimates in bivariate VAR systems

Brännström, Tomas; Karlsson, Sune - 1993

Persistent link: https://www.econbiz.de/10000869852

Bayesian analysis of vector autoregressions

Karlsson, Sune - 1989

Persistent link: https://www.econbiz.de/10000803556

Computationally efficient double bootstrap variance estimation

Karlsson, Sune; Löthgren, Mickael - 1997

Persistent link: https://www.econbiz.de/10000958068

Testing and correcting for sample selection bias in discrete choice contingent valuation studies

Eklöf, Jan A.; Karlsson, Sune - 1997

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Lag-length selection in VAR-models using equal and unequal lag-length procedures

Gredenhoff, Mikael P.; Karlsson, Sune - 1997

Persistent link: https://www.econbiz.de/10000968575

Bootstrapping error component models

Andersson, Michael K.; Karlsson, Sune - 1999

Persistent link: https://www.econbiz.de/10001354737

Asymptotics for Random Effects Models with Serial Correlation

Skoglund, Jimmy - 2013

This paper considers the large sample behavior of the maximum likelihood estimator of random effects models. Consistent estimation and asymptotic normality as N and/or T grows large is established for a comprehensive specification which allows for serial correlation in the form of AR(1) for the...

Persistent link: https://www.econbiz.de/10013084240

Are real wages and unemployment related?

Jacobson, Tor; Vredin, Anders; Warne, Anders - 1993 - [2. version]

Persistent link: https://www.econbiz.de/10000885337

Are real wages and unemployment related?

Jacobson, Tor; Vredin, Anders; Warne, Anders - 1994

Persistent link: https://www.econbiz.de/10000881787

Bartlett corrections in cointegration testing

Jacobson, Tor; Larsson, Rolf - 1996

Persistent link: https://www.econbiz.de/10000953744