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Likelihood-based cointegration...
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RePEc
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66
OLC EcoSci
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EconStor
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91
A nonlinear panel unit root test under cross section dependence
Cerrato, Mario
;
Peretti, Christian de
;
Larsson, Rolf
; …
-
2009
Persistent link: https://www.econbiz.de/10003875012
Saved in:
92
The finite sample distribution of the KPSS test
Hornok, Attila
;
Larsson, Rolf
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 108-121
Persistent link: https://www.econbiz.de/10001532226
Saved in:
93
A distance measure between cointegration spaces
Larsson, Rolf
;
Villani, Mattias
- In:
Economics letters
70
(
2001
)
1
,
pp. 21-27
Persistent link: https://www.econbiz.de/10001534698
Saved in:
94
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
Saved in:
95
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
Saved in:
96
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
Saved in:
97
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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98
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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99
A distance measure between cointegration spaces
Larsson, Rolf
;
Villani, Mattias
- In:
Economics letters
70
(
2001
)
1
,
pp. 21-28
Persistent link: https://www.econbiz.de/10006776286
Saved in:
100
The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series
Abadir, Karim M.
;
Larsson, Rolf
- In:
Econometric theory
12
(
1996
)
4
,
pp. 682-704
Persistent link: https://www.econbiz.de/10007003406
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