Working papers at the department

The deregulation of the Queensland electricity market and a smooth transition duration model

Jonéus, Paulina; Lyhagen, Johan

2021.

Download full text (pdf) of The deregulation of the Queensland electricity market and a smooth transition duration model

A Comparison of Methods of Inference in Randomized Experiments from a Restricted Set of Allocations

Zhang, Junni L.; Johansson, Per

2019.

Download full text (pdf) of A Comparison of Methods of Inference in Randomized Experiments from a Restricted Set of Allocations

Re-randomization: A complement or substitute for stratification in randomized experiments?

Schultzberg, Mårten; Johansson, Per

2019.

Download full text (pdf) of Re-randomization: A complement or substitute for stratification in randomized experiments?

Asymptotic Inference for Optimal Re-Randomization Designs

Schultzberg, Mårten; Johansson, Per

2019.

Download full text (pdf) of Asymptotic Inference for Optimal Re-Randomization Designs

On optimal re-randomization designs

Johansson, Per; Rubin, Donald; Schultzberg, Mårten

2019.

Download full text (pdf) of On optimal re-randomization designs

State-space models on the Stiefel manifold with a new approach to nonlinear filtering

Yang, Yukai; Bauwens, Luc

2018.

Download full text (pdf) of State-space models on the Stiefel manifold with a new approach to nonlinear filtering

Re-randomization strategies for balancing covariates using pre-experimental longitudinal data

Johansson, Per; Schultzberg, Mårten

2019.

Download full text (pdf) of Re-randomization strategies for balancing covariates using pre-experimental longitudinal data

A mixed-frequency Bayesian vector autoregression with a steady-state prior

Ankargren, Sebastian; Unosson, Måns; Yang, Yukai

2018.

Download full text (pdf) of A mixed-frequency Bayesian vector autoregression with a steady-state prior

Estimating a VECM for a small open economy

Ankargren, Sebastian; Lyhagen, Johan

2018.

Download full text (pdf) of Estimating a VECM for a small open economy

Using high frequency pre-treatment outcomes to identify causal effects in non-experimental data: Causal effects in non-experimental data

Schultzberg, Mårten

2018.

Download full text (pdf) of Using high frequency pre-treatment outcomes to identify causal effects in non-experimental data: Causal effects in non-experimental data

Panel Smooth Transition Regression Models

Gonzalez,, A.; Teräsvirta, T.; van Dijk, D.; Yang, Yukai

2017.

Download full text (pdf) of Panel Smooth Transition Regression Models

Estimating a dynamic factor model in EViews using the Kalman filter and smoother

Solberger, Martin; Spånberg, Erik

2017.

Download full text (pdf) of Estimating a dynamic factor model in EViews using the Kalman filter and smoother

Tests for independence of vectors with large dimension

Ahmad, M. Rauf

2017.

On the equivalence of confidence interval estimation based on frequentist model averagingand least-squares for the full model in linear regression

Ankargren, Sebastian; Jin, Shaobo

2016.

Download full text (pdf) of On the equivalence of confidence interval estimation based on frequentist model averagingand least-squares for the full model in linear regression

The importance of the financial system for the real economy

Andersson, Sebastian; Bjellerup, Mårten; Shahnazarian, Hovick

2015.

Download full text (pdf) of The importance of the financial system for the real economy

Location-invariant and non-invariant tests for large dimensional covariance matrices under normality and non-normality

Ahmad, M Rauf

2014.

Estimating the variance of a propensity score matching estimator: A new look at right heart catheterisation data

Pingel, Ronnie

2014.

Download full text (pdf) of Estimating the variance of a propensity score matching estimator: A new look at right heart catheterisation data

IRT Observed-score Kernel Equating

Andersson, Björn; Wiberg, Marie

2014.

Download full text (pdf) of IRT Observed-score Kernel Equating

Some tests for high-dimensional one-way MANOVA and related hypotheses under non-normality and heteroscedasticity

Ahmad, Rauf M.

2014.

A likelihood ratio test for invertibility in moving average processes

Larsson, Rolf

2013.

Download full text (pdf) of A likelihood ratio test for invertibility in moving average processes