Concepedia

Anders Rygh Swensen

AR

20

Publications

641

Citations

14

H-Index

1985

Active since

Affiliations

University of Oslo(Current)

Statistics Norway

University of Copenhagen

Norwegian Defence Research Establishment

Anders Rygh Swensen is an author at University of Oslo specializing in business, econometrics, and economics.

Top concepts

BusinessEconometricsEconomicsFinanceStatisticsTime Series EconometricsEngineeringMacroeconomicsEconomic AnalysisForecasting

Publications per year

1985–2020

20

Publications

20

The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend

Anders Rygh Swensen · Journal of Multivariate Analysis · 1985 · 105 citations

Autoregressive Time Series, Engineering, Business +8

Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models

Anders Rygh Swensen · Econometrica · 2006 · 104 citations · Full text

Econometric Model, Volatility Modeling, Economics +11

Testing exact rational expectations in cointegrated vector autoregressive models

Søren Johansen, Anders Rygh Swensen · Journal of Econometrics · 1999 · 71 citations

Exact Rational Expectations, Economics, Asset Pricing +4

Bootstrapping unit root tests for integrated processes

Anders Rygh Swensen · Journal of Time Series Analysis · 2003 · 49 citations

Unit Root Tests, Engineering, Unit Root +16

More on testing exact rational expectations in cointegrated vector autoregressive models: Resticted drift terms

Søren Johansen, Anders Rygh Swensen · Duo Research Archive (University of Oslo) · 2003 · 42 citations · Full text

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