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~type_genre:"Aufsatz in Zeitschrift"
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Jacobson, Tor
25
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15
Roszbach, Kasper
9
Lindé, Jesper
8
Schedvin, Erik von
4
Abadir, Karim Maher
3
Lyhagen, Johan
3
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Westerlund, Joakim
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Lindh, Thomas
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Molin, Johan
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The econometrics journal
5
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4
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4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Sveriges Riksbank economic review
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
39
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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