Rolf Larsson

Stockholm University

Department of Statistics

S-106 91 Stockholm

Sweden

SCHOLARLY PAPERS

7

DOWNLOADS

95

SSRN CITATIONS

0

CROSSREF CITATIONS

6

Scholarly Papers (7)

1.

The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series: The Case with Deterministic Components

Econometric Theory, Vol. 12, p. 682, 1996
Number of pages: 22 Posted: 15 Jan 2012
Karim M. Abadir and Rolf Larsson
Imperial College Business School and Stockholm University
Downloads 40 (427,570)

Abstract:

Loading...

2.

The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series

Econometric Theory, Vol. 17, p. 222, 2001
Number of pages: 28 Posted: 15 Jan 2012
Karim M. Abadir and Rolf Larsson
Imperial College Business School and Stockholm University
Downloads 28 (480,945)

Abstract:

Loading...

3.

Biases of Correlograms and of AR Representations of Stationary Series

Number of pages: 10 Posted: 13 Jan 2012 Last Revised: 27 Feb 2012
Karim M. Abadir and Rolf Larsson
Imperial College Business School and Stockholm University
Downloads 16 (549,564)

Abstract:

Loading...

4.

Inflation, Exchange Rates and PPP in a Multivariate Panel Co-Integration Model

Econometrics Journal, Vol. 11, Issue 1, pp. 58-79, February 2008
Number of pages: 22 Posted: 29 Feb 2008
Sveriges Riksbank - Research Division, Uppsala University - Department of Information Science, Stockholm University and Sveriges Riksbank - Research Division
Downloads 9 (593,363)
  • Add to Cart

Abstract:

Loading...

5.

Testing for Stationarity with a Break in Panels Where the Time Dimension is Finite

Bulletin of Economic Research, Vol. 64, pp. s123-s148, 2012
Number of pages: 26 Posted: 11 Dec 2012
Kaddour Hadri, Rolf Larsson and Yao Rao
Queen's University Belfast, Stockholm University and The University of Liverpool
Downloads 2 (644,425)
  • Add to Cart

Abstract:

Loading...

moments of the ratio of two dependent quadratic forms, panel data, stationarity tests, structural breaks

6.

Likelihood-Based Cointegration Tests in Heterogeneous Panels

Econometrics Journal, Vol. 4, pp. 109-142, 2001
Posted: 05 Sep 2001
Rolf Larsson, Johan Lyhagen and Mickael Lothgren
Stockholm University, Uppsala University - Department of Information Science and Stockholm School of Economics - Department of Economic Statistics

Abstract:

Loading...

Panel data, Cointegration, Consumption model

7.

Distribution Approximation of Unit Root Tests in Autoregressive Models

The Econometrics Journal, Vol. 1, 1998
Posted: 06 Apr 1999
Rolf Larsson
Stockholm University

Abstract:

Loading...