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Information about:
Jonas Andersson

Personal Details | Affiliation | Works

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Personal Details

First Name: Jonas
Middle Name:
Last Name: Andersson
Suffix:

RePEc Short-ID: pan235

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
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Affiliation

(in no particular order)

Institutt for foretaksøkonomi (Department of Finance and Management Science)
Norges Handelshøyskole (NHH) (Norwegian School of Economics and Business Administration)
Location: Bergen, Norway
Homepage: http://www.nhh.no/for/
Email:
Phone: +47 55 95 92 93
Fax: +47 55 95 96 50
Postal: Helleveien 30, N-5045 Bergen
Handle: RePEc:edi:dfnhhno (registered authors at this institution)

Works

Working papers

Andersson, Jonas & Jörnsten, Kurt & Strandenes, Siri Pettersen & Ubøe, Jan, 2009. "Modeling Freight Markets for Coal," Discussion Papers 2008/26, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
Andersson, Jonas & Karlis, Dimitris, 2008. "Treating missing values in INAR(1) models," Discussion Papers 2008/14, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
Lillestøl, Jostein & Andersson, Jonas, 2008. "A regression surprise resolved," Discussion Papers 2008/16, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
Andersson, Jonas, 2007. "On the estimation of correlations for irregularly spaced time series," Discussion Papers 2007/19, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
Andersson, Jonas & Moberg, Jan-Magnus, 2007. "Structural breaks in point processes: With an application to reporting delays for trades on the New York stock exchange," Discussion Papers 2007/28, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
Andersson, Jonas, 2004. "Testing for Granger causality in the presence of measurement errors," Discussion Papers 2004/11, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
Published as:
- Jonas Andersson, 2005. "Testing for Granger causality in the presence of measurement errors," Economics Bulletin, Economics Bulletin, vol. 3(47), pages 1-13. [Downloadable!]
Andersson, Jonas & Lyhagen, Johan, 1999. "A long memory panel unit root test: PPP revisited," Working Paper Series in Economics and Finance 303, Stockholm School of Economics. [Downloadable!]

Articles

Jonas Andersson, 2006. "Searching for the DGP when forecasting - Is it always meaningful for small samples?," Economics Bulletin, Economics Bulletin, vol. 3(28), pages 1-9. [Downloadable!]
Jonas Andersson, 2005. "Testing for Granger causality in the presence of measurement errors," Economics Bulletin, Economics Bulletin, vol. 3(47), pages 1-13. [Downloadable!]
Other versions:
- Andersson, Jonas, 2004. "Testing for Granger causality in the presence of measurement errors," Discussion Papers 2004/11, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
Andersson, Jonas, 2002. "An improvement of the GPH estimator," Economics Letters, Elsevier, vol. 77(1), pages 137-146, September. [Downloadable!] (restricted)
Andersson, Jonas, 2001. "On the Normal Inverse Gaussian Stochastic Volatility Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 44-54, January.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-ECM: Econometrics (4) 1999-02-22 2007-09-09 2008-01-05 2008-08-21 Author is listed
NEP-ENE: Energy Economics (1) 2009-02-22
NEP-ETS: Econometric Time Series (3) 1999-02-15 2007-09-09 2008-08-21 Author is listed
NEP-FOR: Forecasting (1) 2008-08-21

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This page was last updated on 2009-11-15.

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