Details about Jonas Andersson

Access statistics for papers by Jonas Andersson.

Last updated 2016-11-17. Update your information in the RePEc Author Service.

Short-id: pan235

Working Papers

2020

1. Fraud detection by a multinomial model: Separating honesty from unobserved fraud
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science

2019

2. Analyzing learning effects in the newsvendor model by probabilistic methods
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science
3. The impact of international tax information exchange agreements on the use of tax amnesty: evidence from Norway
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (2)

2015

4. Missing in Action? Speed optimization and slow steaming in maritime shipping
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (3)
5. On the Distributional Assumptions in the StoNED model
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science

2014

6. A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (1)
7. Probabilistic cost efficiency and bounded rationality in the newsvendor model
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science

2011

8. A maximum entropy approach to the newsvendor problem with partial information
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (2)
   See also Journal Article in European Journal of Operational Research (2013)

2010

9. Some aspects of random utility, extreme value theory and multinomial logit models
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (3)

2009

10. A simple improvement of the IV estimator for the classical errors-in-variables problem
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (1)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2016)
11. Modeling Freight Markets for Coal
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (5)
    See also Journal Article in Maritime Economics & Logistics (2009)

2008

12. A regression surprise resolved
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science
13. Treating missing values in INAR(1) models
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science

2007

14. On the estimation of correlations for irregularly spaced time series
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science
15. Structural breaks in point processes: With an application to reporting delays for trades on the New York stock exchange
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science

2004

16. Testing for Granger causality in the presence of measurement errors
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science
    See also Journal Article in Economics Bulletin (2005)

1999

17. A long memory panel unit root test: PPP revisited
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (4)

Journal Articles

2016

1. A Simple Improvement of the IV-estimator for the Classical Errors-in-Variables Problem
   Oxford Bulletin of Economics and Statistics, 2016, 78, (1), 113-125 View citations (2)
   See also Working Paper (2009)

2013

2. A maximum entropy approach to the newsvendor problem with partial information
   European Journal of Operational Research, 2013, 228, (1), 190-200 View citations (18)
   See also Working Paper (2011)

2010

3. Treating missing values in INAR(1) models: An application to syndromic surveillance data
   Journal of Time Series Analysis, 2010, 31, (1), 12-19 View citations (1)

2009

4. Commercial banking, insurance and economic growth in Sweden between 1830 and 1998
   Accounting History Review, 2009, 19, (1), 21-38 View citations (40)
5. Modeling freight markets for coal
   Maritime Economics & Logistics, 2009, 11, (3), 289-301 View citations (3)
   See also Working Paper (2009)

2006

6. Searching for the DGP when forecasting - Is it always meaningful for small samples?
   Economics Bulletin, 2006, 3, (28), 1-9

2005

7. Testing for Granger causality in the presence of measurement errors
   Economics Bulletin, 2005, 3, (47), 1-13 View citations (4)
   See also Working Paper (2004)

2002

8. An improvement of the GPH estimator
   Economics Letters, 2002, 77, (1), 137-146 View citations (2)

2001

9. On the Normal Inverse Gaussian Stochastic Volatility Model
   Journal of Business & Economic Statistics, 2001, 19, (1), 44-54 View citations (35)