lu.se

Statistiska institutionen

Ekonomihögskolan vid Lunds universitet

Forskningsrapporter / Working Papers

2010

Technical Report no 2010:1
"Estimating a measure of dependence between two compositions".
Jakob Bergman
February 2010

2009

Technical Report no 2009:5
"Generating random variates from a bicompositional Dirichlet distribution".
Jakob Bergman
December 2009

Technical Report no 2009:4
"A measure of dependence between two compositions".
Jakob Bergman and Björn Holmquist
November 2009

Technical Report no 2009:3
"A Bicompositional Dirichlet Distribution".
Jakob Bergman
December 2009

Technical Report no 2009:1
"Goodness-of-fit tests for the extreme value distribution with unknown scale".
Mir Nabi Pirouzi Fard
January 2009

2008

Technical Report no 2008:4
"Probability plots and order statistics of the standard extreme value distribution".
Mir Nabi Pirouzi Fard
May 2008

Technical Report no 2008:3
"Using the Divergence Information Criterion for the Determination of the Order of an Autoregressive Process".
P. Mantalos, K. Mattheou, A. Karagrigoriou
April 2008

Technical Report no 2008:2
"Compositional Time Series: An Application".
Jakob Bergman
April 2008

Technical Report no 2008:1
"Goodness-of-fit test for exponentiality based on Cox-Snell residuals".
Mir Nabi Pirouzi Fard and Björn Holmquist
April 2008

2007

Technical Report no 2007:1
"Goodness of fit tests for the extreme value distribution based on regression, EDF and the stabilized probability plot".
Mir Nabi Pirouzi Fard and Björn Holmquist
December 2007

2006

Technical Report no 2006:1
"Approximations of variances and covariances for order statistics from the standard extreme value distribution".
Mir Nabi Pirouzi Fard and Björn Holmquist
October 2006

2005

Technical Report no 2005:1
"First moment approximations for order statistics from the extreme value distribution".
Mir Nabi Pirouzi Fard and Björn Holmquist
October 2005

2004

Technical Report no 2004:2
"A Test for Multivariate ARCH Effects".
R. Scott Hacker and Abdulnasser Hatemi-J
October 2004

Technical Report no. 2004:1
"Is the Equity Market Informationally Efficient in Japan? Evidence from Leveraged Bootstrap Analysis".
Abdulnasser Hatemi-J
September 2004

2003

Technical Report no 2003:2
"Test for the causality between integrated variables using asymptotic and bootstrap distributions".
R. Scott Hacker and Abdulnasser Hatemi-J
October 2003

Technical Report no. 2003:1
"Connected coalitions - some combinatorial results".
Sven Berg and Thommy Perlinger
October 2003

2002

Technical Report no 2002:2
"Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation model: Bootstrapping the restricted vs. unrestricted model".
Panagiotis Mantalos
June 2002

Technical Report no. 2002:1
"Multivariate tests for autocorrelation in the stable and unstable VAR models".
Abdulnasser Hatemi-J
May 2002

2001

Technical Report no. 2001:1
"A note on voting games and ideological compatibility".
Thommy Perlinger
November 2001

1999

Technical Report no. 1999:1
"The Impact of a Respondent Substitution on Estimates of Attitudal Items".
Erika Füle
1999

1998

Technical Report no. 1998:5
"An application of the Estimation of a Varma Model with a Latent Variable".
Mats Hagnell
1998

Technical Report no. 1998:4
"Evaluation of decision groups formed on order statistics of individual competencies".
Antonio Maranon
1998

Technical Report no. 1998:3
"The causal nexus of government spending and revenue in Finland: An empirical approach".
Ghazi Shukur and Abdulnasser Hatemi-J
1998

Technical Report no. 1998:2
"A graphical investigation of the size and power of the Granger-causality tests in Integrated-Cointegrated VAR Systems".
Panagiotis Mantalos
1998

Technical Report no. 1998:1
"Tests for Granger-cointegrated  VAR Systems".
Ghazi Shukur and Panagiotis Mantalos
1998

1997

Technical Report no. 1997:5
"Voting Power in Spectrum Games".
Thommy Perlinger
1997

Technical Report no. 1997:4
"Size and Power of the Error Correction Model ECM) Cointegration Test: A Bootstrap Approach".
Ghazi Shukur and Panagiotis Mantalos
1997

Technical Report no. 1997:3
"Size and Power of the RESET Test as Applied to Systems of Equations: A Bootstrap Approach".
Ghazi Shukur and Panagiotis Mantalos
1997

Technical Report no. 1997:2
"Within-Household Substitution in Telephone Surveys: the Inpact on Estimates of Party Preferences and Attitude terms".
S. Berg and G. Forsman
1997

Technical Report no. 1997:1 "Order Statistics and Simple Majority".
Antonio Maranon
1997

1996

Technical Report no. 1996:1 "Statistics in Czech educational system".
doc Ing. Petr Hebak
1996

1995

Technical Report no. 1995:2
"Chairman decisive rule reliability".
Antonio Maranon
1995

Technical Report no. 1995:1
"Expansion of discrete distributions and some binomial applications".
Sven Berg
1995

1994

Technical Report no. 1994:1
"Clustering under order restriction applied to a topographic EEG experiment".
Mikael Åström
1994