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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
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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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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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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
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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
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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
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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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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/10008221518
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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/10008325207
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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/10007916432