Swensen, Anders Rygh: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models

Anders Rygh Swensen

Journal:

Year:

2006

Language:

english

File:

PDF, 170 KB

english, 2006

2

Forecasting key macroeconomic variables from a large number of predictors: a state space approach

Arvid Raknerud, Terje Skjerpen, Anders Rygh Swensen

Journal:

Journal of Forecasting

Year:

2010

Language:

english

File:

PDF, 261 KB

english, 2010

3

The new Keynesian Phillips curve revisited

Pål Boug, Ådne Cappelen, Anders Rygh Swensen

Journal:

Journal of Economic Dynamics and Control

Year:

2010

Language:

english

File:

PDF, 1.18 MB

english, 2010

4

A linear demand system within a seemingly unrelated time series equations framework

Arvid Raknerud, Terje Skjerpen, Anders Rygh Swensen

Journal:

Empirical Economics

Year:

2007

Language:

english

File:

PDF, 276 KB

english, 2007

5

Interpreting the evidence for New Keynesian models of inflation dynamics

Ragnar Nymoen, Anders Rygh Swensen, Eivind Tveter

Journal:

Journal of Macroeconomics

Year:

2012

Language:

english

File:

PDF, 295 KB

english, 2012

6

ECM Algorithms That Converge at the Rate of EM

Joe Sexton and Anders Rygh Swensen

Journal:

Year:

2000

Language:

english

File:

PDF, 935 KB

english, 2000

7

The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend

Anders Rygh Swensen

Journal:

Journal of Multivariate Analysis

Year:

1985

Language:

english

File:

PDF, 704 KB

english, 1985

8

A note on asymptotic inference in a class of non-stationary processes

Anders Rygh Swensen

Journal:

Stochastic Processes and their Applications

Year:

1983

Language:

english

File:

PDF, 626 KB

english, 1983

9

A note on statistical inference for a class of diffusions and approximate diffusions

Anders Rygh Swensen

Journal:

Stochastic Processes and their Applications

Year:

1985

Language:

english

File:

PDF, 749 KB

english, 1985

10

Exact rational expectations, cointegration, and reduced rank regression

Søren Johansen, Anders Rygh Swensen

Journal:

Journal of Statistical Planning and Inference

Year:

2008

Language:

english

File:

PDF, 265 KB

english, 2008

11

Testing exact rational expectations in cointegrated vector autoregressive models

Søren Johansen, Anders Rygh Swensen

Journal:

Journal of Econometrics

Year:

1999

Language:

english

File:

PDF, 155 KB

english, 1999

12

Expectations and regime robustness in price formation: evidence from vector autoregressive models and recursive methods

Pål Boug, Ådne Cappelen, Anders Rygh Swensen

Journal:

Empirical Economics

Year:

2006

Language:

english

File:

PDF, 300 KB

english, 2006

13

Bootstrapping unit root tests for integrated processes

Anders Rygh Swensen

Journal:

Journal of Time Series Analysis

Year:

2003

Language:

english

File:

PDF, 211 KB

english, 2003

14

More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term

Søren Johansen, Anders Rygh Swensen

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 94 KB

english, 2004

15

A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables

Anders Rygh Swensen

Journal:

Journal of Econometrics

Year:

2011

Language:

english

File:

PDF, 357 KB

english, 2011

16

Corrigendum to “Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models”

Anders Rygh Swensen

Journal:

Year:

2009

Language:

english

File:

PDF, 37 KB

english, 2009

17

Some exact and inexact linear rational expectation models in vector autoregressive models

Swensen, Anders Rygh

Journal:

Economics Letters

Year:

2014

Language:

english

File:

PDF, 351 KB

english, 2014

18

A Note on Convergence of Distributions of Conditional Moments

Anders Rygh Swensen

Journal:

Scandinavian Journal of Statistics

Year:

1983

Language:

english

File:

PDF, 479 KB

english, 1983

19

A Note on a Randomized Occupancy Problem

Anders Rygh Swensen

Journal:

Journal of Applied Probability

Year:

1988

Language:

english

File:

PDF, 689 KB

english, 1988

20

Deficiencies Between Linear Normal Experiments

Anders Rygh Swensen

Journal:

The Annals of Statistics

Year:

1980

Language:

english

File:

PDF, 1020 KB

english, 1980

21

A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS

Swensen, Anders Rygh

Journal:

Econometric Theory

Year:

2003

Language:

english

File:

PDF, 127 KB

english, 2003

22

A Note on Asymptotic Power Calculations in Nearly Nonstationary Time Series

Swensen, Anders Rygh

Journal:

Econometric Theory

Year:

1993

Language:

english

File:

PDF, 375 KB

english, 1993

23

Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models

Anders Rygh Swensen

Journal:

Year:

2006

Language:

english

File:

PDF, 459 KB

english, 2006

24

Inflation Dynamics in a Small Open Economy

Boug, Pål, Cappelen, Ådne, Swensen, Anders Rygh

Journal:

The Scandinavian Journal of Economics

Year:

2016

Language:

english

File:

PDF, 877 KB

english, 2016

25

On a GI/M/c Queue with Bounded Waiting Times

Anders Rygh Swensen

Journal:

Operations Research

Year:

1986

Language:

english

File:

PDF, 650 KB

english, 1986

26

Corrigendum to "Bootstrap Algorithms for Testing and Determining the Cointegration Rank in Var Models"

Anders Rygh Swensen

Journal:

Year:

2009

Language:

english

File:

PDF, 207 KB

english, 2009

27

More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term

Søren Johansen and Anders Rygh Swensen

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 745 KB

english, 2004

28

A Note on the Power of Bootstrap Unit Root Tests

Anders Rygh Swensen

Journal:

Econometric Theory

Year:

2003

Language:

english

File:

PDF, 1.52 MB

english, 2003

29

A Note on Asymptotic Power Calculations in Nearly Nonstationary Time Series

Anders Rygh Swensen

Journal:

Econometric Theory

Year:

1993

Language:

english

File:

PDF, 825 KB

english, 1993

30

Estimating Change in a Proportion by Combining Measurements from a True and a Fallible Classifier

Anders Rygh Swensen

Journal:

Scandinavian Journal of Statistics

Year:

1988

Language:

english

File:

PDF, 775 KB

english, 1988

31

Modelling of Clustering Effects in Point Processes. An Application to Failures in SPC-Systems

Bjarne E. Helvik and Anders Rygh Swensen

Journal:

Scandinavian Journal of Statistics

Year:

1987

Language:

english

File:

PDF, 1.02 MB

english, 1987

32

On a GI / M / c Queue with Bounded Waiting Times

Swensen, Anders Rygh

Journal:

Operations Research

Year:

1986

Language:

english

File:

PDF, 1.01 MB

english, 1986

33

Deficiencies Between Linear Normal Experiments

Swensen, Anders Rygh

Journal:

The Annals of Statistics

Year:

1980

File:

PDF, 1.03 MB

1980

34

On maximum likelihood estimation in the moverstayer model

Swensen, Anders Rygh

Journal:

Communication in Statistics- Theory and Methods

Year:

1996

Language:

english

File:

PDF, 1.01 MB

english, 1996

35

A note on a randomized occupancy problem

Swensen, Anders Rygh

Journal:

Journal of Applied Probability

Year:

1988

Language:

english

File:

PDF, 1.48 MB

english, 1988