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The deregulation of the Queensland electricity market and a smooth transition duration model
Jonéus, Paulina; Lyhagen, Johan
2021
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A Comparison of Methods of Inference in Randomized Experiments from a Restricted Set of Allocations
Zhang, Junni L.; Johansson, Per
2019
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Asymptotic Inference for Optimal Re-Randomization Designs
Schultzberg, Mårten; Johansson, Per
2019
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On optimal re-randomization designs
Johansson, Per; Rubin, Donald; Schultzberg, Mårten
2019
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Re-randomization: A complement or substitute for stratification in randomized experiments?
Schultzberg, Mårten; Johansson, Per
2019
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Re-randomization strategies for balancing covariates using pre-experimental longitudinal data
Johansson, Per; Schultzberg, Mårten
2019
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A mixed-frequency Bayesian vector autoregression with a steady-state prior
Ankargren, Sebastian; Unosson, Måns; Yang, Yukai
2018
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Estimating a VECM for a small open economy
Ankargren, Sebastian; Lyhagen, Johan
2018
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State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai; Bauwens, Luc
2018
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Using high frequency pre-treatment outcomes to identify causal effects in non-experimental data: Causal effects in non-experimental data
Schultzberg, Mårten
2018
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Estimating a dynamic factor model in EViews using the Kalman filter and smoother
Solberger, Martin; Spånberg, Erik
2017
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Panel Smooth Transition Regression Models
Gonzalez,, A.; Teräsvirta, T.; van Dijk, D.; Yang, Yukai
2017
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Tests for independence of vectors with large dimension
Ahmad, M. Rauf
2017
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On the equivalence of confidence interval estimation based on frequentist model averagingand least-squares for the full model in linear regression
Ankargren, Sebastian; Jin, Shaobo
2016
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The importance of the financial system for the real economy
Andersson, Sebastian; Bjellerup, Mårten; Shahnazarian, Hovick
2015
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Estimating the variance of a propensity score matching estimator: A new look at right heart catheterisation data
Pingel, Ronnie
2014
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IRT Observed-score Kernel Equating
Andersson, Björn; Wiberg, Marie
2014
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Location-invariant and non-invariant tests for large dimensional covariance matrices under normality and non-normality
Ahmad, M Rauf
2014
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Some tests for high-dimensional one-way MANOVA and related hypotheses under non-normality and heteroscedasticity
Ahmad, Rauf M.
2014
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A likelihood ratio test for invertibility in moving average processes
Larsson, Rolf
2013
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A Simulation Verification of the Asymptotic Refinement in the Bootstrap Cointegration Rank Test
Wei, Jianxin
2013
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Best Power-divergence Confidence Interval for a Binomial Proportion
Jin, Shaobo
2013
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Bootstrap versus Bartlett type correction of the Dickey-Fuller test
Wei, Jianxin; Lyhagen, Johan
2013
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Computing Exact Confidence Coefficients of Simultaneous Confidence Intervals for Multinomial Proportions and their Functions
Jin, Shaobo
2013
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Measure of location-based sestimators in simple linear regression
Liu, Xijia; Preve, Daniel
2013
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Panel unit root tests based on sample variance
Liu, Xijia
2013
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Some Approximations of the Logistic Distribution with Approximation to the Covariance Matrix Logistic Regression
Pingel, Ronnie
2013
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Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data
Ahmad, M.Rauf; Yamada, Takayuki
2013
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The Number of Bootstrap Replicates in Bootstrap Dickey-Fuller Unit Root Tests
Wei, Jianxin
2013
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A likelihood ratio test for idiosyncratic unit roots in a dynamic-factor model with integrated factors
Solberger, Martin
2012
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An LM type test for idiosyncratic unit roots in a dynamic-factor model with integrated factors
Zhou, Xingwu; Solberger, Martin
2012
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Generation of Non-normalData: A Study ofFleishman’s PowerMethod
Luo, Hao
2011
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How Informative is a Non-informative Prior?
Larsson, Rolf
2011
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On the identification of the unrestricted Thurstonian model for ranking data
Katsikatsou, Myrsini; Yang-Wallentin, Fan
2011
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Pairwise Likelihood Estimation for factor analysis models with ordinal data
Katsikatsou, Myrsini; Moustaki, Irini; Yang-Wallentin, Fan; Jöreskog, Karl G.
2011
