Working papers

Kan driftsform och chef förklara skillnader i sjukfrånvaro?

Hägglund, Pathric; Johansson, Per

2026

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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

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

Some tests for high-dimensional one-way MANOVA and related hypotheses under non-normality and heteroscedasticity

Ahmad, Rauf M.

2014

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

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

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