| Modern forecasting models in action: Improving macroeconomic analyses at central banks M Adolfson, M Andersson, J Lindé, M Villani, A Vredin Riksbank Research Paper Series, 2007 | 182 | 2007 |
| Bayesian forecast combination for VAR models MK Andersson, S Karlsson Bayesian econometrics 23, 501-524, 2008 | 65 | 2008 |
| Do long-memory models have long memory? MK Andersson International Journal of Forecasting 16 (1), 121-124, 2000 | 25 | 2000 |
| Robust testing for fractional integration using the bootstrap MK Andersson, MP Gredenhoff Stockholm School of Economics, the Economic Research Inst., 1998 | 25 | 1998 |
| On the Effects of Imposing or Ignoring Long Memory when Forecasting MK Andersson | 23* | |
| Density-Conditional Forecasts in Dynamic Multivariate Models M Andersson, S Palmqvist, D Waggoner Riksbank Research Paper Series, 2010 | 18 | 2010 |
| The Riksbank's new indicator procedures MK Andersson, M Lof Sveriges Riksbank Economic Review 1, 76, 2007 | 18 | 2007 |
| Bootstrapping error component models MK Andersson, S Karlsson Computational Statistics 16 (2), 221-231, 2001 | 17 | 2001 |
| An evaluation of the Riksbank's forecasting performance MK Andersson, G Karlsson, J Svensson Sveriges Riksbank Economic Review 3, 59, 2007 | 15 | 2007 |
| A simple linear time series model with misleading nonlinear properties MK Andersson, B Eklund, J Lyhagen Economics Letters 65 (3), 281-284, 1999 | 14 | 1999 |
| On the maximum likelihood cointegration procedure under a fractional equilibrium error MK Andersson, MP Gredenhoff Economics Letters 65 (2), 143-147, 1999 | 13 | 1999 |
| The Riksbank's Forecasting Performance M Andersson, G Karlsson, J Svensson Riksbank Research Paper, 2007 | 11 | 2007 |
| Bootstrap testing for fractional integration MK Andersson, MP Gredenhoff Stockholm School of Economics, the Economic Research Inst., 1997 | 11 | 1997 |
| Riksbankens nya indikatorprocedurer MK Andersson, M Löf Penning-och valutapolitik, 2007 | 7 | 2007 |
| Adjusting for information content when comparing forecast performance AR Michael K Andersson, Ted Aranki Journal of Forecasting 36 (7), 784-794, 2017 | 6 | 2017 |
| Rational Bubbles and Fractional Alternatives MK Andersson, S Nydahl | 6 | 1998 |
| The Riksbank’s forecasts hold up well M Andersson, S Palmqvist Economic Commentaries, 2013 | 4 | 2013 |
| An ARCH robust STAR test MK Andersson, B Eklund, J Lyhagen SSE/EFI Working Paper Series in Economics and Finance, 1999 | 4 | 1999 |
| Power and bias of likelihood based inference in the cointegration model under fractional cointegration MK Andersson, MP Gredenhoff SSE/EFI Working Paper Series in Economics and Finance, 1998 | 4 | 1998 |
| A normality test for the mean estimator MK Andersson Applied Economics Letters 8 (9), 633-634, 2001 | 3 | 2001 |
Sune KarlssonProfessor of Statistics, Örebro UniversityVerifierad e-postadress på oru.se
