Thomas Holgersson
Professor
Department of Economics and Statistics
School of Business and Economics
+46470708376
Publications
Article in journal (Refereed)
- Holgersson, T., Karlsson, P.S., Stephan, A. (2020). A risk perspective of estimating portfolio weights of the global minimum-variance portfolio. AStA Advances in Statistical Analysis. 104. 59-80.
- Pielaszkiewicz, J.M., Holgersson, T. (2019). Mixtures of traces of Wishart and inverse Wishart matrices. Communications in Statistics - Theory and Methods. 1-17.
- Holgersson, T., Kekezi, O. (2018). Towards a multivariate innovation index. Economics of Innovation and New Technology. 254-272.
- Dai, D., Holgersson, T., Karlsson, P.S. (2017). Expected and unexpected values of Individual Mahalanobis Distances. Communications in Statistics - Theory and Methods. 46. 8999-9006.
- Holgersson, T., Öner, Ö., Nordström, L. (2016). On regression modelling with dummy variables versus separate regressions per group : comment on Holgersson et al.. Journal of Applied Statistics. 43. 1564-1565.
- Holgersson, T., Månsson, K., Shukur, G. (2016). Testing for Panel Unit Roots under General Cross-Sectional Dependence. Communications in statistics. Simulation and computation. 45. 1785-1801.
- Holgersson, T. (2016). How to formulate relevant and assessable learning outcomes in statistics. Creative Education. 7. 669-675.
- Florida, R., Mellander, C., Holgersson, T. (2015). Up in the air : the role of airports for regional economic development. The annals of regional science. 54. 197-214.
- Holgersson, T. (2015). A note on a commonly used ridge regression Monte Carlo design. Communications in Statistics - Theory and Methods. 44. 2176-2179.
- Holgersson, T., Norman, T., Tavassoli, S. (2014). In the quest for economic significance : assessing variable importance through mean value decomposition. Applied Economics Letters. 21. 545-549.
- Holgersson, T., Nordström, L., Öner, Ö. (2014). Dummy Variables vs. Category-wise Models. Journal of Applied Statistics. 41. 233-241.
- Holgersson, T., Mansoor, R. (2013). Assessing Normality of High-Dimensional Data. Communications in statistics. Simulation and computation. 42. 360-369.
- Holgersson, T., Karlsson, P.S., Mansoor, R. (2012). Estimating mean-standard deviation ratios of financial data. Journal of Applied Statistics. 39. 657-671.
- Holgersson, T., Karlsson, P.S. (2012). Three estimators of the Mahalanobis distance in high-dimensional data. Journal of Applied Statistics. 39. 2713-2720.
- Holgersson, T. (2011). A Comparative Study of Ten Asymmetry Tests. Journal of Statistics. 18. 10-28.
- Holgersson, T. (2010). A Modified Skewness Measure for Testing Asymmetry. Communications in statistics. Simulation and computation. 39. 335-346.
- Holgersson, T., Karlsson, P.S. (2010). Model Based vs. Model Independent Tests for Cross-correlation. Journal of Modern Applied Statistical Methods. 9. 75-89.
- Lindström, F., Holgersson, T. (2009). Forecast mean squared error reductionin the VAR(1) process. Journal of Applied Statistics. 36. 1369-1384.
- Bjellerup, M., Holgersson, T. (2009). A simple multivariate test for asymmetry. Applied Economics. 41. 1405-1416.
- Holgersson, T. (2006). Robust Testing for Skewness. Communications in Statistics - Theory and Methods. 36. 485-498.
- Holgersson, T. (2006). Simulation of Non-normal Auto Correlated Variables. Journal of Modern Applied Statistical Methods. 5. 408-416.
- Holgersson, T. (2006). A Graphical Technique for Assessing Multivariate Non-normality. Computational statistics (Zeitschrift). 21. 141-149.
- Lindh, J., Holgersson, T. (2006). Does lego training stimulate pupils' ability to solve logical problems?. Computers and education. 49. 1097-1111.
- Holgersson, T., Lindström, F. (2005). A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process. Communications in statistics. Simulation and computation. 34. 415-427.
- Holgersson, T., Shukur, G. (2004). Testing for Multivariate Heteroscedasticity. Journal of Statistical Computation and Simulation. 74. 879-896.
- Holgersson, T. (2004). Testing for Multivariate Autocorrelation. Journal of Applied Statistics. 31. 379-395.
- Holgersson, T., Shukur, G. (2001). Some Aspects of Non-Normality Tests in Systems of Regressions Equations. Communications in statistics. Simulation and computation. 30. 291-310.
Conference paper (Refereed)
- Dai, D., Holgersson, T. (2018). High-Dimensional CLTs for Individual Mahalanobis Distances. Trends and perspectives in linear statistical inference : proceedings of the LINSTAT2016 meeting held 22-25 August 2016 in Istanbul, Turkey. 57-68.
- Holgersson, T., Hasund, K.P., Norell, B., Ståhlberg, D. (2010). Assessing the biodiversity qualities of permanent grassland. .
- Lindh, J., Holgersson, T. (2006). Does lego training stimulate pupils’ ability to solve logical problems?. The Hawaii International Conference on Statistics, Mathematics and Related Fields.
Conference paper (Other academic)
- Holgersson, T., Karlsson, P.S., Stephan, A. (2016). A risk perspective of estimating portfolio weights of the Global Minimum Variance portfolio. Presented at Statistischen Woche 2016, Augsburg, Germany, September 13-16, 2016.
Chapter in book (Other academic)
- Holgersson, T., Hansund, K.P., Norell, B., Ståhlberg, D. (2010). Assessing the environmental qualities of permanent grassland. Grassland in a changing world : 23th General Meeting of the European Grassland Federation Kiel, Germany, August 29th - September 2nd 2010 - Grassland Science in Europe, Volume 15. Mecke Druck und verlag.
Report (Other academic)
- Holgersson, T., Mansoor, R. (2012). Testing for Autocorrelation in High-dimensional Data.
- Holgersson, T., Karlsson, P.S. (2010). An Investigation and Development of Three Estimators of Inverse Covariance Matrices With Applications to the Mahalanobis Distance. 27.
- Holgersson, T. (2008). Naturvärden i jordbrukslandskapet : en pilotstudie. Jönköping, Statens Jordbruksverk. 84.
Collection (editor) (Other academic)
- Holgersson, T. (2015). Festschrift in honor of Professor Ghazi Shukur on the occasion of his 60th birthday. Växjö, Linnaeus University Press. 162.