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Testing stationary in small and medium-sized samples when disturbances are serially correlated
Jönsson, Kristian (contributor) - 2006
Persistent link: https://www.econbiz.de/10003385790
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Testing for stationarity in panel data when errors are serially correlated : finite-sample results
Jönsson, Kristian (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002595209
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A robust test for multivariate normality
Jönsson, Kristian - In: Economics letters 113 (2011) 2, pp. 199-201
Persistent link: https://www.econbiz.de/10009375551
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Testing for stationary in panel data models when disturbances are cross-sectionally correlated
Jönsson, Kristian (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002099608