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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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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
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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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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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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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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