Rolf Larsson
Professor i tillämpad matematik och statistik vid Matematiska institutionen; Akademisk personal
- Telefon:
- 018-471 31 82
- E-post:
- rolf.h.larsson@math.uu.se
- Besöksadress:
- Ångströmlaboratoriet, Lägerhyddsvägen 1
- Postadress:
- Box 480
751 06 UPPSALA
Ladda ned kontaktuppgifter för Rolf Larsson vid Matematiska institutionen; Akademisk personal
Professor i tillämpad matematik och statistik vid Matematiska institutionen; Statistik, AI och data science
- Telefon:
- 018-471 31 82
- E-post:
- rolf.h.larsson@math.uu.se
- Besöksadress:
- Ångströmlaboratoriet, Lägerhyddsvägen 1
- Postadress:
- Box 480
751 06 UPPSALA
- CV:
- Ladda ned CV

Publikationer
Senaste publikationer
Confidence Distributions for the Autoregressive Parameter
Ingår i American Statistician, s. 58-65, 2024
- DOI för Confidence Distributions for the Autoregressive Parameter
- Ladda ner fulltext (pdf) av Confidence Distributions for the Autoregressive Parameter
Confidence intervals for distributional positions
Ingår i Communications in Statistics - Theory and Methods, s. 2645-2660, 2024
- DOI för Confidence intervals for distributional positions
- Ladda ner fulltext (pdf) av Confidence intervals for distributional positions
Ingår i Journal of Theoretical and Applied Climatology, s. 49-55, 2023
- DOI för What is the link between temperature, carbon dioxide and methane?: A multivariate Granger causality analysis based on ice core data from Dome C in Antarctica
- Ladda ner fulltext (pdf) av What is the link between temperature, carbon dioxide and methane?: A multivariate Granger causality analysis based on ice core data from Dome C in Antarctica
Ingår i Statistical papers, s. 1891-1912, 2023
- DOI för Improved shrinkage estimators in the beta regression model with application in econometric and educational data
- Ladda ner fulltext (pdf) av Improved shrinkage estimators in the beta regression model with application in econometric and educational data
Adjustment of Anticipatory Covariates in Retrospective Surveys: An Expected Likelihood Approach
Ingår i STATS, s. 1179-1197, 2023
- DOI för Adjustment of Anticipatory Covariates in Retrospective Surveys: An Expected Likelihood Approach
- Ladda ner fulltext (pdf) av Adjustment of Anticipatory Covariates in Retrospective Surveys: An Expected Likelihood Approach
Alla publikationer
Artiklar i tidskrift
Confidence Distributions for the Autoregressive Parameter
Ingår i American Statistician, s. 58-65, 2024
- DOI för Confidence Distributions for the Autoregressive Parameter
- Ladda ner fulltext (pdf) av Confidence Distributions for the Autoregressive Parameter
Confidence intervals for distributional positions
Ingår i Communications in Statistics - Theory and Methods, s. 2645-2660, 2024
- DOI för Confidence intervals for distributional positions
- Ladda ner fulltext (pdf) av Confidence intervals for distributional positions
Ingår i Journal of Theoretical and Applied Climatology, s. 49-55, 2023
- DOI för What is the link between temperature, carbon dioxide and methane?: A multivariate Granger causality analysis based on ice core data from Dome C in Antarctica
- Ladda ner fulltext (pdf) av What is the link between temperature, carbon dioxide and methane?: A multivariate Granger causality analysis based on ice core data from Dome C in Antarctica
Ingår i Statistical papers, s. 1891-1912, 2023
- DOI för Improved shrinkage estimators in the beta regression model with application in econometric and educational data
- Ladda ner fulltext (pdf) av Improved shrinkage estimators in the beta regression model with application in econometric and educational data
Adjustment of Anticipatory Covariates in Retrospective Surveys: An Expected Likelihood Approach
Ingår i STATS, s. 1179-1197, 2023
- DOI för Adjustment of Anticipatory Covariates in Retrospective Surveys: An Expected Likelihood Approach
- Ladda ner fulltext (pdf) av Adjustment of Anticipatory Covariates in Retrospective Surveys: An Expected Likelihood Approach
Applications of discrete factor analysis
Ingår i Communications in statistics. Simulation and computation, s. 4592-4602, 2023
- DOI för Applications of discrete factor analysis
- Ladda ner fulltext (pdf) av Applications of discrete factor analysis
Bartlett correction of an independence test in a multivariate Poisson model
Ingår i Statistica Neerlandica, s. 391-417, 2022
- DOI för Bartlett correction of an independence test in a multivariate Poisson model
- Ladda ner fulltext (pdf) av Bartlett correction of an independence test in a multivariate Poisson model
Simulation model of disease incidence driven by diagnostic activity
Ingår i Statistics in Medicine, s. 1172-1188, 2021
- DOI för Simulation model of disease incidence driven by diagnostic activity
- Ladda ner fulltext (pdf) av Simulation model of disease incidence driven by diagnostic activity
Ingår i Communications in statistics. Simulation and computation, s. 2745-2764, 2020
Discrete factor analysis using a dependent Poisson model
Ingår i Computational statistics (Zeitschrift), s. 1133-1152, 2020
- DOI för Discrete factor analysis using a dependent Poisson model
- Ladda ner fulltext (pdf) av Discrete factor analysis using a dependent Poisson model
Approximate Bayesianity of frequentist confidence intervals for a binomial proportion
Ingår i American Statistician, s. 106-111, 2017
Likelihood Ratio Tests for a Unit Root in Panels with Random Effects
Ingår i Statistics (Berlin), s. 627-654, 2017
Serotonergic medication enhances the association between suicide and sunshine
Ingår i Journal of Affective Disorders, s. 276-281, 2016
How close is a fractional process to a random walk with drift?
Ingår i Journal of Time Series Econometrics, s. 217-234, 2015
New tools for understanding the local asymptotic power of panel unit root tests
Ingår i Journal of Econometrics, s. 59-93, 2015
Ingår i Journal of theoretical and applied climatology, s. 537-548, 2014
Ingår i Journal of Theoretical and Applied Climatology, s. 537-548, 2014
A likelihood ratio type test for invertibility in moving average processes
Ingår i Computational Statistics & Data Analysis, s. 489-501, 2014
Biases of correlograms and of AR representations of stationary series
Ingår i Journal of Time Series Econometrics, 2012
Testing for a Unit Root in a Random Coefficient Panel Data Model
Ingår i Journal of Econometrics, s. 254-273, 2012
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE
Ingår i Bulletin of Economic Research, 2012
A note on the pooling of individual panic unit root tests
Ingår i Econometric Theory, s. 1851-1868, 2009
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model
Ingår i Econometrics Journal, s. 58-79, 2008
Testing for unit root against stationarity using the likelihood ratio test
Ingår i Communications in statistics. Simulation and computation, s. 391-412, 2007
The multivariate split normal distribution and asymmetric principal components analysis
Ingår i Communications in Statistics: Theory and Methods, 2006
Testing for stationarity in heterogeneous panel data where the time dimension is finite
Ingår i Econometrics Journal, s. 55-69, 2005
Likelihood based cointegration tests in heterogenous panels
Ingår i Econometrics Journal, s. 109-142, 2001
Finite sample distribution of the KPSS test
Ingår i Econometrics journal, s. 108-121, 2000