Rolf Larsson

Stockholm University

Department of Statistics

S-106 91 Stockholm

Sweden

SCHOLARLY PAPERS

6

DOWNLOADS

102

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (6)

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 52 (477,336)

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 30 (583,524)

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 18 (664,314)

Abstract:

Loading...

4.

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 (790,093)
  • Add to Cart

Abstract:

Loading...

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

5.

Likelihood-Based Cointegration Tests in Heterogeneous Panels

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

6.

Distribution Approximation of Unit Root Tests in Autoregressive Models

Posted: 06 Apr 1999
Rolf Larsson
Stockholm University

Abstract:

Loading...