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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/10003648613
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Approximation of the asymptotic distribution of the log likelihood ratio test for cointegration
Larsson, Rolf - In: Econometric theory 15 (1999) 6, pp. 789-813
Persistent link: https://www.econbiz.de/10001507477
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Distribution approximation of unit root tests in autoregressive models
Larsson, Rolf - In: The econometrics journal 1 (1998) 2, pp. 10-26
Persistent link: https://www.econbiz.de/10001443695
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How close is a fractional process to a random walk with drift?
Larsson, Rolf - In: Journal of time series econometrics 7 (2015) 2, pp. 217-234
Persistent link: https://www.econbiz.de/10011291296
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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/10003904449
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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/10003566064
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Testing for a unit root in a random coefficient panel data model
Westerlund, Joakim; Larsson, Rolf - In: Journal of econometrics 167 (2012) 1, pp. 254-273
Persistent link: https://www.econbiz.de/10009551420
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Biases of correlograms and of AR representations of stationary series
Abadir, Karim Maher; Larsson, Rolf - In: Journal of time series econometrics 4 (2012) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10009623506
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New tools for understanding the local asymptotic power of panel unit root tests
Westerlund, Joakim; Larsson, Rolf - In: Journal of econometrics 188 (2015) 1, pp. 59-93
Persistent link: https://www.econbiz.de/10011500261
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Testing for stationarity in heterogeneous panel data where the time dimension is finite
Hadri, Kaddour; Larsson, Rolf - In: The econometrics journal 8 (2005) 1, pp. 55-69
Persistent link: https://www.econbiz.de/10002686793