Rolf Larsson

Economics and Econometrics · 1996–2005

A researcher in the Science corpus: 4 papers; trusts 4 researchers and is trusted by 41 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 9 citations into it; #2,168 of 23,481 by trust here, #3,847 by citations
• Finance — 5 citations into it

Whom Rolf Larsson trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. K. Hadri
2. K. Im
3. M. Pesaran
4. Yongcheol Shin

Who trusts Rolf Larsson overall

1. Muhammad Shahbaz
2. Martin Wagner
3. D. Herzer
4. Chien‐Chiang Lee
5. Joakim Westerlund
6. Joerg Breitung
7. Jaroslava Hlouskova
8. J. Breitung
9. N. Apergis
10. Anindya Banerjee

Papers from Rolf Larsson's perspective

Ordered by how strongly the researchers Rolf Larsson trusts endorse each paper. Same corpus, a different order for every researcher.

1. Testing for unit roots in heterogeneous panels
2. Testing for Stationarity in Heterogeneous Panel Data
3. Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
4. Testing For A Unit Root In Panels With Dynamic Factors
5. Estimating the Dimension of a Model
6. Asymptotic efficiency in estimation with conditional moment restrictions
7. Option-Implied Risk Aversion Estimates
8. Testing the Stability of Implied Probability Density Functions
9. Nonparametric Risk Management and Implied Risk Aversion
10. Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions

Their papers

• Likelihood-Based Cointegration Tests in Heterogeneous Panels (2001) — 603 citations
• Testing for stationarity in heterogeneous panel data where the time dimension is finite (2005) — 117 citations
• Likelihood-Based Inference in Multivariate Panel Cointegration Models (2000) — 67 citations
• Master’s Thesis (1996)