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Publications

by members of

Stockholm School of Economics → Department of Economic Statistics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2016

  1. Eklöf, Jan & Hellström, Katerina & Malova, Aleksandra & Parmler, Johan & Podkorytova, Olga, 2016, "Customer perception measures driving financial performance - theoretical and empirical work for a large decentralized banking group," SSE Working Paper Series in Business Administration, Stockholm School of Economics, number 2016:1, Oct.

2007

  1. Nakatani, Tomoaki & Teräsvirta, Timo, 2007, "Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 675, Oct, revised 14 Feb 2008.
  2. Nakatani, Tomoaki & Teräsvirta, Timo, 2007, "Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 649, Jan, revised 04 May 2008.

2005

  1. Nakatani, Tomoaki & Sato, Kazuo, 2005, "Truncation and Endogenous Stratification in Various Count Data Models for Recreation Demand Analysis," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 615, Nov.

2004

  1. Salabasis, Mickael, 2004, "Parametric covariance matrix modeling in Bayesian panel regression," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 565, Sep, revised 16 Feb 2005.
  2. Mickael Salabasis & Sune Karlsson, 2004, "Seasonality, Cycles and Unit Roots," Econometric Society 2004 Australasian Meetings, Econometric Society, number 268, Aug.

2003

  1. Ericsson, Johan & Karlsson, Sune, 2003, "Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 524, Apr, revised 12 Feb 2004.
  2. Ericsson, Johan & González, Andrés, 2003, "Is Momentum Due to Data-Snooping?," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 536, Sep.

2001

  1. Ekberg, John & Salabasis, Mickael, 2001, "The Firm Size Effect: fact or artifact?," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 462, Sep.

2000

  1. Salabasis, Mickael & Villani, Mattias, 2000, "Panel Regression with Unobserved Classes," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 353, Jan.

Journal articles

2012

  1. Anders Gustavsson & Linus Jönsson & Johan Parmler & Niels Andreasen & Carina Wattmo & Åsa Wallin & Lennart Minthon, 2012, "Disease progression and costs of care in Alzheimer’s disease patients treated with donepezil: a longitudinal naturalistic cohort," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 13, issue 5, pages 561-568, October, DOI: 10.1007/s10198-011-0334-y.

2009

  1. Tomoaki Nakatani & Timo Terasvirta, 2009, "Testing for volatility interactions in the Constant Conditional Correlation GARCH model," Econometrics Journal, Royal Economic Society, volume 12, issue 1, pages 147-163, March.

2008

  1. Nakatani, Tomoaki & Teräsvirta, Timo, 2008, "Positivity constraints on the conditional variances in the family of conditional correlation GARCH models," Finance Research Letters, Elsevier, volume 5, issue 2, pages 88-95, June.

2007

  1. Johan Parmler & Andres Gonzalez, 2007, "Is Momentum Due to Data-snooping?," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 4, pages 301-318, DOI: 10.1080/13518470600880127.

2006

  1. Irandoust, Manuchehr & Ekblad, Kristin & Parmler, Johan, 2006, "Bilateral trade flows and exchange rate sensitivity: Evidence from likelihood-based panel cointegration," Economic Systems, Elsevier, volume 30, issue 2, pages 170-183, June.

2005

  1. Irandoust, Manuchehr & Ericsson, Johan, 2005, "Foreign aid, domestic savings, and growth in LDCs: An application of likelihood-based panel cointegration," Economic Modelling, Elsevier, volume 22, issue 4, pages 616-627, July.

2004

  1. Manuchehr Irandoust & Johan Ericsson, 2004, "Are Imports and Exports Cointegrated? An International Comparison," Metroeconomica, Wiley Blackwell, volume 55, issue 1, pages 49-64, February, DOI: 10.1111/j.0026-1386.2004.00182.x.
  2. Ericsson, Johan & Irandoust, Manuchehr, 2004, "The productivity-bias hypothesis and the PPP theorem: new evidence from panel vector autoregressive models," Japan and the World Economy, Elsevier, volume 16, issue 2, pages 121-138, April.

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