Rolf Larsson
Professor at Matematiska institutionen; Statistik, AI och data science
- Telephone:
- +46 18 471 31 82
- E-mail:
- rolf.h.larsson@math.uu.se
- Visiting address:
- Ångströmlaboratoriet, Lägerhyddsvägen 1
- Postal address:
- Box 480
751 06 UPPSALA
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Publications
Recent publications
- Improved shrinkage estimators in the beta regression model with application in econometric and educational data (2023)
- Adjustment of Anticipatory Covariates in Retrospective Surveys (2023)
- What is the link between temperature, carbon dioxide and methane? (2023)
- Applications of discrete factor analysis (2023)
- Bartlett correction of an independence test in a multivariate Poisson model (2022)
All publications
Articles
- Improved shrinkage estimators in the beta regression model with application in econometric and educational data (2023)
- Adjustment of Anticipatory Covariates in Retrospective Surveys (2023)
- What is the link between temperature, carbon dioxide and methane? (2023)
- Applications of discrete factor analysis (2023)
- Bartlett correction of an independence test in a multivariate Poisson model (2022)
- Simulation model of disease incidence driven by diagnostic activity (2021)
- Discrete factor analysis using a dependent Poisson model (2020)
- Testing for INAR effects (2020)
- Approximate Bayesianity of frequentist confidence intervals for a binomial proportion (2017)
- Likelihood Ratio Tests for a Unit Root in Panels with Random Effects (2017)
- Serotonergic medication enhances the association between suicide and sunshine (2016)
- How close is a fractional process to a random walk with drift? (2015)
- New tools for understanding the local asymptotic power of panel unit root tests (2015)
- What is the link between temperature and Carbon Dioxide levels? A Granger Causality analysis based on ice core data (2014)
- A likelihood ratio type test for invertibility in moving average processes (2014)
- What is the link between temperature and Carbon Dioxide levels? A Granger Causality analysis based on ice core data. (2014)
- Biases of correlograms and of AR representations of stationary series (2012)
- TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE (2012)
- Testing for a Unit Root in a Random Coefficient Panel Data Model (2012)
- A note on the pooling of individual panic unit root tests (2009)
- Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model (2008)
- Testing for unit root against stationarity using the likelihood ratio test (2007)
- The multivariate split normal distribution and asymmetric principal components analysis (2006)
- Testing for stationarity in heterogeneous panel data where the time dimension is finite (2005)
- Likelihood based cointegration tests in heterogenous panels (2001)
- Finite sample distribution of the KPSS test (2000)
Reports
