A Simple linear time series model with misleading nonlinear properties

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

A Normality test for the mean estimator

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

An ARCH Robust STAR test

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

Bootstrapping error component models

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

Rational bubbles and fractional alternatives

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

On the effects of imposing or ignoring long memory when forecasting

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

Do long-memory models have long memory?

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

Bootstrap testing for fractional integration

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