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The joint moment generating function of quadratic forms in multivariate autoregressive series : the case with deterministic components
Abadir, Karim Maher; Larsson, Rolf - In: Econometric theory 17 (2001) 1, pp. 221-246
Persistent link: https://www.econbiz.de/10001556101
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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
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Testing for a unit root in a random coefficient panel data mode
Westerlund, Joakim; Larsson, Rolf - 2009
Persistent link: https://www.econbiz.de/10003884484
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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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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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A nonlinear panel unit root test under cross section dependence
Cerrato, Mario; Peretti, Christian de; Larsson, Rolf; … - 2011
Persistent link: https://www.econbiz.de/10009158646
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Likelihood-based inference in multivariate panel cointegration models
Larsson, Rolf; Lyhagen, Johan - 1999
Persistent link: https://www.econbiz.de/10009758960
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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
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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