Details about Birgit Strikholm

Access statistics for papers by Birgit Strikholm.

Last updated 2024-12-07. Update your information in the RePEc Author Service.

Short-id: pst90

Working Papers

2013

1. Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form
   Post-Print, HAL View citations (13)
   Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2008) View citations (12)
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (2012) View citations (18)

2006

2. Determining the number of breaks in a piecewise linear regression model
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (8)

2005

3. Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (20)

2004

4. The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (1)
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2001)
   See also Journal Article The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series, Econometrics Journal, Royal Economic Society (2003) View citations (34) (2003)

Journal Articles

2006

1. A sequential procedure for determining the number of regimes in a threshold autoregressive model
   Econometrics Journal, 2006, 9, (3), 472-491 View citations (20)

2003

2. The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
   Econometrics Journal, 2003, 6, (1), 79-98 View citations (34)
   See also Working Paper The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series, SSE/EFI Working Paper Series in Economics and Finance (2004) View citations (1) (2004)