Jimmy Skoglund

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All published works

Action	Title	Year	Authors
+	A mixed approach to risk aggregation using hierarchical copulas	2013	Jimmy Skoglund Donald Erdman Wei Chen
+	Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects	2004	Jimmy Skoglund Sune Karlsson
+ PDF Chat	Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects	2004	Sune Karlsson Jimmy Skoglund
+	A Framework for Scenario Based Risk Management	2002	Jimmy Skoglund Kaj Nyström
+	Asymptotics for random effects models with serial correlation	2002	Jimmy Skoglund Sune Karlsson
+	Asymptotics for random effects models with serial correlation	2002	Jimmy Skoglund Sune Karlsson
+	Asymptotics for Random Effects Models with Serial Correlation	2001	Jimmy Skoglund Sune Karlsson
+	Specification and Estimation of Random Effects Models with Serial Correlation of General Form	2001	Jimmy Skoglund Sune Karlsson
+	Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation	2001	Jimmy Skoglund Sune Karlsson
+	A simple efficient GMM estimator of GARCH models	2001	Jimmy Skoglund
+	Essays on random effects models and GARCH	2001	Jimmy Skoglund
+	Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects	2000	Sune Karlsson Jimmy Skoglund

Common Coauthors

Coauthor	Papers Together
Sune Karlsson	8
Donald Erdman	1
Kaj Nyström	1
Wei Chen	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components	1988	Jan R. Magnus Alan D. Woodland	4
+	Mathematics for Econometrics	2013	Phoebus J. Dhrymes	4
+	Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems	1977	David A. Harville	1
+	An Introduction to the Bootstrap	1994	Bradley Efron Robert Tibshirani	1
+	Hypothesis Testing with Efficient Method of Moments Estimation	1987	Whitney K. Newey Kenneth D. West	1
+	Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models	1970	George E. P. Box David A. Pierce	1
+	Transforming the error-components model for estimation with general ARMA disturbances	1995	John W. Galbraith Victoria Zinde‐Walsh	1
+	Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space	2000	Donald W. K. Andrews	1
+	A simple way to obtain the spectral decomposition of variance components models for balanced data	1982	Tom Wansbeek Arie Kapteyn	1
+	Stationarity and Persistence in the GARCH(1,1) Model	1990	Daniel B. Nelson	1
+	Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables	1978	L. G. Godfrey	1
+ PDF Chat	Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative	1994	Donald W. K. Andrews Werner Ploberger	1
+	Computing Maximum Likelihood Estimates for the Mixed A.O.V. Model Using the W Transformation	1973	William J. Hemmerle H. O. Hartley	1
+	Generic Uniform Convergence	1992	Donald W. K. Andrews	1
+ PDF Chat	Tests for the error component model in the presence of local misspecification	2001	Anil K. Bera Walter Sosa‐Escudero Mann J. Yoon	1
+	Efficiency comparisons of maximum-likelihood-based estimators in GARCH models	1999	Gloria González‐Rivera Feike C. Drost	1
+	Hypothesis testing when a nuisance parameter is present only under the alternative	1987	Robert B. Davies	1
+ PDF Chat	Graphical Methods for Investigating the Size and Power of Hypothesis Tests	1998	Russell Davidson James G. MacKinnon	1
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	1
+	Large sample estimation and hypothesis testing	1986	Whitney K. Newey Daniel McFadden	1
+	Heteroscedasticity and Stratification in Error Components Models	1978	Mazodier Trognon	1