An ARCH Robust STAR test

Autor: Andersson, Michael K., Lyhagen, Johan, 1969-, Eklund, Bruno
Rok: 1999

Bootstrapping error component models

Autor: Andersson, Michael K., Karlsson, Sune
Rok: 1999

A Normality test for the mean estimator

Autor: Andersson, Michael K.
Rok: 1999

A Simple linear time series model with misleading nonlinear properties

Autor: Andersson, Michael K., Lyhagen, Johan, 1969-, Eklund, Bruno
Rok: 1999

Rational bubbles and fractional alternatives

Autor: Andersson, Michael K., Nydahl, Stefan
Rok: 1998

On the effects of imposing or ignoring long memory when forecasting

Autor: Andersson, Michael K.
Rok: 1998

Do long-memory models have long memory?

Autor: Andersson, Michael K.
Rok: 1998

Bootstrap testing for fractional integration

Autor: Andersson, Michael K., Gredenhoff, Mikael
Rok: 1997