Details about Thomas Holgersson

Access statistics for papers by Thomas Holgersson.

Last updated 2014-05-07. Update your information in the RePEc Author Service.

Short-id: pho547

Working Papers

2014

1. Estimating Individual Mahalanobis Distance in High-Dimensional Data
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies
2. High-dimensional CLTs for individual Mahalanobis distances
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies View citations (1)

2013

3. In the quest for economic significance: Assessing variable importance through mean value decomposition
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies
   Also in Working Papers, Blekinge Institute of Technology, Department of Industrial Economics (2013)
   See also Journal Article In the quest for economic significance: assessing variable importance through mean value decomposition, Applied Economics Letters, Taylor & Francis Journals (2014) View citations (2) (2014)
4. Testing for Panel Unit Roots under General Cross-Sectional Dependence
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies

2012

5. Up in the Air: The Role of Airports for Regional Economic Development
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies View citations (5)

2011

6. A Comparative Study of Ten Asymmetry Tests
   JIBS Working Papers, Jönköping International Business School
7. Estimating Mean-Standard Deviation Ratios of Financial Data
   JIBS Working Papers, Jönköping International Business School
   See also Journal Article Estimating mean-standard deviation ratios of financial data, Journal of Applied Statistics, Taylor & Francis Journals (2012) View citations (2) (2012)

2010

8. An Investigation and Development of Three Estimators of Inverse Covariance Matrices with Applications to the Mahalanobis Distance
   JIBS Working Papers, Jönköping International Business School

Journal Articles

2014

1. In the quest for economic significance: assessing variable importance through mean value decomposition
   Applied Economics Letters, 2014, 21, (8), 545-549 View citations (2)
   See also Working Paper In the quest for economic significance: Assessing variable importance through mean value decomposition, Working Paper Series in Economics and Institutions of Innovation (2013) (2013)

2012

2. Estimating mean-standard deviation ratios of financial data
   Journal of Applied Statistics, 2012, 39, (3), 657-671 View citations (2)
   See also Working Paper Estimating Mean-Standard Deviation Ratios of Financial Data, JIBS Working Papers (2011) (2011)
3. Three estimators of the Mahalanobis distance in high-dimensional data
   Journal of Applied Statistics, 2012, 39, (12), 2713-2720 View citations (1)

2009

4. A simple multivariate test for asymmetry
   Applied Economics, 2009, 41, (11), 1405-1416
5. Forecast mean squared error reductionin the VAR(1) process
   Journal of Applied Statistics, 2009, 36, (12), 1369-1384

2006

6. A graphical method for assessing multivariate normality
   Computational Statistics, 2006, 21, (1), 141-149 View citations (4)

2004

7. Testing for Multivariate Autocorrelation
   Journal of Applied Statistics, 2004, 31, (4), 379-395 View citations (1)