Selected publications

Recent publications of the Department of Finance and Statistics, subject Statistics

Recent publications

In the research database you will find all research activity.
To the research database

2018

2018 Johan Fellman 'Income Inequality Measures' Theoretical Economics Letters, vol 8, pp. 1793-1802. http://dx.doi.org/10.4236/tel.2018.83039
2018 Mats Ehrnrooth, Ingmar Björkman, Kristiina Mäkelä, Adam Smale, Jennie Sumelius, Susanna Taimitarha 'Talent responses to talent status awareness — Not a question of simple reciprocation' Human Resource Management Journal, http://dx.doi.org/10.1111/1748-8583.12190
2018 Johan Fellman 'Income Inequality Measures' Theoretical Economics Letters, vol 8, pp. 557-574. http://dx.doi.org/10.4236/tel.2018.83039

2017

2017 Johan Fellman 'Seasonality in multiple maternities' Twin Research and Human Genetics, vol 20, no. 6, pp. 558-563. http://dx.doi.org/10.1017/thg.2017.56
2017 Agnieszka Jach 'International stock market comovement in time and scale outlined with a thick pen' Journal of Empirical Finance, vol 43, no. September, pp. 115-129. http://dx.doi.org/10.1016/j.jempfin.2017.06.004
2017 Johan Fellman 'Studies of the seasonal pattern of multiple maternities' Twin Research and Human Genetics, vol 20, no. 3, pp. 250-256. http://dx.doi.org/10.1017/thg.2017.20
2017 Tucker McElroy, Agnieszka Jach 'Subsampling inference for the autocorrelations of GARCH processes' Journal of Financial Econometrics, http://dx.doi.org/10.1093/jjfinec/nbx037

2016

2016 Johan Fellman 'Twinning rate in isolates' Twin Research and Human Genetics, vol 19, no. 6, pp. 673-678. http://dx.doi.org/10.1017/thg.2016.77
2016 Johan Fellman 'Temporal and Spatial Variations in the Twinning Rate in Norway' Twin Research and Human Genetics, vol 19, no. 4, pp. 359-366. http://dx.doi.org/10.1017/thg.2016.49
2016 Johan Fellman 'Transformations and Lorenz Curves: Sufficient and Necessary Conditions' Theoretical Economics Letters, vol 6, no. 3, pp. 442-449. http://dx.doi.org/10.4236/tel.2016.63050
2016 Johan Fellman 'Transfer Policies with Discontinuous Lorenz Curves' Journal of Mathematical Finance, vol 6, no. 1, pp. 28-33. http://dx.doi.org/10.4236/jmf.2016.61003
2016 Niklas Ahlgren, Paul Catani 'Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models' Statistical Papers, vol 58, no. 4, pp. 1189-1216. http://dx.doi.org/10.1007/s00362-016-0744-0
2016 Bo-Christer Björk, Paul Catani 'Peer review in mega journals compared with traditional scholarly journals' Learned Publishing, vol 29, no. 1, pp. 9-12. http://dx.doi.org/10.1002/leap.1007
2016 Paul Catani, Niklas Ahlgren 'Combined Lagrange Multiplier Test for ARCH in Vector Autoregressive Models' Econometrics and Statistics, vol 1, no. 1, pp. 62-84. http://dx.doi.org/10.1016/j.ecosta.2016.10.006
2016 Agnieszka Jach, Piotr Kokoszka 'Wavelet semi-parametric inference for long memory in volatility in the presence of a trend' Journal of Statistical Computation and Simulation, vol 87, no. 8, pp. 1498-1519. http://dx.doi.org/10.1080/00949655.2016.1272116
2016 Agnieszka Jach 'Solar spectrum through the wavelet lens' UV4Plants bulletin : an open-access publication of the UV4Plants Association, no. 2, pp. 33-36. http://dx.doi.org/10.19232/uv4pb.2016.2.14
2016 Johan Fellman 'Historical demography of Iceland' British Journal of Medicine and Medical Research, vol 12, no. 1, pp. 1-13. http://dx.doi.org/10.9734/BJMMR/2016/21965

2015

2015 Johan Fellman 'Temporal and regional trends in the secondary sex ratio: the Nordic experience' Early Human Development: an international journal concerned with the continuity of fetal and postnatal life , vol 91, no. 12, pp. 801-806. http://dx.doi.org/10.1016/j.earlhumdev.2015.10.005
2015 Samuel Sandboge, Johan Fellman, P. M. Nilsson, A. W. Eriksson, C. Osmond, J. G. Eriksson 'Regional differences in birth size: a comparison between the Helsinki Birth Cohort Study and contemporaneous births on the Åland Islands' Journal of Developmental Origins of Health and Disease, vol 6, pp. 263-267. http://dx.doi.org/10.1017/S2040174415000136
2015 Johan Fellman, Aldur Eriksson 'Geographic variation in fertility measures in Sweden in (1749-1870)' British Journal of Medicine and Medical Research, vol 7, no. 1, pp. 1-10. http://dx.doi.org/10.9734/BJMMR/2015/15182#sthash.SvmWLSP7.dpuf
2015 Johan Fellman 'Regional Variations in the Secondary Sex Ratio in Sweden, 1750-1869' British Journal of Applied Science & Technology, vol 9, no. 6, pp. 566-575. http://dx.doi.org/10.9734/BJAST/2015/18393
2015 Johan Fellman 'Glimpses at the History of Sex Ratio Studies' Science Journal of Public Health, vol 3, no. 2, pp. 291-302. http://dx.doi.org/10.11648/j.sjph.20150302.30
2015 Johan Fellman 'Temporal variation in rates of multiple maternities in Denmark, 1850-2012' Twin Research and Human Genetics, vol 18, no. 4, pp. 406-409. http://dx.doi.org/10.1017/thg.2015.32
2015 Tor Iversen, Eline Aas, Gunnar Rosenqvist, Unto Häkkinen 'Comparative analysis of treatment costs in EuroHOPE' Health Economics, vol 24, no. Suppl. 2, pp. 5-22. http://dx.doi.org/10.1002/hec.3262
2015 Unto Häkkinen, Gunnar Rosenqvist, Tor Iversen, Clas Rehnberg, Timo Seppälä 'Outcome, use of resources and their relationship in the treatment of AMI, stroke and hip fracture at European hospitals' Health Economics, vol 24, no. Suppl. 2, pp. 116-139. http://dx.doi.org/10.1002/hec.3270

2014

2014 Johan Fellman, Aldur Eriksson 'Effect of fertility on secondary sex ratio and twinning rate in Sweden, 1749-1870' Twin Research and Human Genetics, vol 18, no. 1, pp. 92-99. http://dx.doi.org/10.1017/thg.2014.71
2014 Linda Gerkman, Niklas Ahlgren 'Practical Proposals for Specifying k-Nearest Neighbours Weights Matrices' Spatial Economic Analysis, vol 9, no. 3, pp. 260-283. http://dx.doi.org/10.1080/17421772.2014.930167
2014 Silvano Gallus, Alessandra Lugo, Carlo La Vecchia, Paolo Boffetta, Frank J Chaloupka, Paolo Colombo, Laura Currie, Esteve Fernandez, Colin Fischbacher, Anna Gilmore, Fiona Godfrey, Luk Joossens, Maria E Leon, David T Levy, Lien Nguyen, Gunnar Rosenqvist, Hana Ross, Joy Townsend, Luke Clancy 'Pricing Policies And Control of Tobacco in Europe (PPACTE) project: cross-national comparison of smoking prevalence in 18 European countries' European Journal of Cancer Prevention, vol 23, no. 3, pp. 177-185. http://dx.doi.org/10.1097/CEJ.0000000000000009
2014 Johan Fellman 'The properties of a class of tax policies' Advances and Applications in Statistics ADAS, vol 39, no. 2, pp. 125-148.
2014 Johan Fellman, Aldur Eriksson 'Repeated Multiple Maternities in Triplet Families' Twin Research and Human Genetics, vol 17, no. 3, pp. 206-210. http://dx.doi.org/10.1017/thg.2014.21
2014 Johan Fellman 'The Benford paradox' Journal of Statistical and Econometric Methods, vol 3, no. 4, pp. 1-20.
2014 Johan Fellman, Aldur Eriksson 'Temporal variation in rates of multiple maternities in Sweden (1751-2000)' JP Journal of Biostatistics, vol 11, no. 2, pp. 143-156.
2014 Johan Fellman, Aldur Eriksson 'Birth weight and future life-span in Finnish triplets' British Journal of Medicine and Medical Research, vol 4, no. 6, pp. 1423-1431.
2014 Unto Häkkinen, Gunnar Rosenqvist, Mikko Peltola, Satu Kapiainen, Hanna Rättö, Francesc Cots , Alexander Geissler, Zeynep Or, Lisbeth Serdén, Reijo Sund 'Quality, cost, and their trade-off in treating AMI and Stroke patients in European hospitals' Health Policy, vol 117, no. 1, pp. 15-27. http://dx.doi.org/10.1016/j.healthpol.2014.05.001
2014 Anton Granvik, Susanna Taimitarha 'Topic-marking prepositions in Swedish: A corpus-based analysis of adpositional synonymy' Nordic Journal of Linguistics, vol 37 , no. 2, pp. 257-296. http://dx.doi.org/10.1017/S0332586514000201

2013

2013 Niklas Ahlgren, Jan Antell 'The Power of Bootstrap Tests of Cointegration Rank' Computational Statistics, vol 28, no. 6, pp. 2719-2748. http://dx.doi.org/10.1007/s00180-013-0425-6
2013 Johan Fellman, Aldur Eriksson 'Birth weight among single and multiple births on the Åland Islands' Twin Research and Human Genetics, vol 16, no. 3, pp. 739-742. http://dx.doi.org/10.1017/thg.2013.14
2013 Johan Fellman 'Properties of Non-Differentiable Tax Policies' Theoretical Economics Letters, vol 3, no. 3, pp. 142-145. http://dx.doi.org/10.4236/tel.2013.33022
2013 Johan Fellman 'Discontinuous Transformations and Lorenz Curves' Journal of Statistical and Econometric Methods, vol 2, no. 4, pp. 151-160.
2013 Johan Fellman 'Statistical Analyses of Monozygotic and Dizygotic Twinning Rates' Twin Research and Human Genetics, vol 16, no. 6, pp. 1107-1111. http://dx.doi.org/10.1017/thg.2013.65
2013 Johan Fellman, Aldur, W Eriksson 'Birth weight distributions on the Åland Islands (Finland)' JP Journal of Biostatistics, vol 10, no. 2, pp. 49-60.

2012

2012 Henrik Forsius, Aldur W Eriksson, Johan Fellman 'The international biological program/human adaptability studies among Skolt Sami in Finland (1966-1970)' International Journal of Circumpolar Health, vol 71, http://dx.doi.org/10.3402/ijch.v71i0.18186
2012 Jutta Järvelin, Unto Häkkinen, Gunnar Rosenqvist, Ville Remes 'Factors predisposing to claims and compensations for patient injuries following total hip and knee arthroplasty' Acta Orthopaedica, vol 83, no. 2, pp. 190-196. http://dx.doi.org/10.3109/17453674.2012.672089
2012 Johan Fellman 'Estimation of Gini coefficients using Lorenz curves' Journal of Statistical and Econometric Methods, vol 1, no. 2, pp. 31-38.
2012 Johan Fellman 'Modelling Lorenz curves' Journal of Statistical and Econometric Methods, vol 1, no. 3, pp. 53-62.
2012 Johan Fellman 'Properties of Lorenz Curves for Transformed Income Distributions' Theoretical Economics Letters, vol 2, no. 5, pp. 487-493. http://dx.doi.org/10.4236/tel.2012.25091
2012 Linda Gerkman 'Empirical spatial econometric modelling of small scale neighbourhood' Journal of Geographical Systems, vol 14, no. 3, pp. 283-298. http://dx.doi.org/10.1007/s10109-011-0147-7
2012 Tucker McElroy, Agnieszka Jach 'Tail Index Estimation in the Presence of Long-Memory Dynamics' Computational Statistics & Data Analysis, vol 56, no. 2, pp. 266-282. http://dx.doi.org/10.1016/j.csda.2011.07.018
2012 Agnieszka Jach, Tucker McElroy, Dimitris Politis 'Subsampling inference for the mean of heavy-tailed long-memory time series' Journal of Time Series Analysis, vol 33, no. 1, pp. 96-111. http://dx.doi.org/10.1111/j.1467-9892.2011.00742.x

2011

2011 Linda Gerkman 'Spatial ekonometri, spatiala effekter och huspris' Ekonomiska Samfundets Tidskrift, vol 64, no. 1, pp. 73-78.
2011 Argyris Argyrou, Andriy Andreev 'A semi-supervised tool for clustering accounting databases with applications to internal controls' Expert Systems with Applications, vol 38, no. 9, pp. 11176-11181. http://dx.doi.org/doi:10.1016/j.eswa.2011.02.163
2011 Mikko Peltola, Merja Juntunen, Unto Häkkinen, Gunnar Rosenqvist, Timo T. Seppälä, Reijo Sund 'A methodological approach for register-based evaluation of cost and outcomes in health care' Annals of Medicine, vol 43, pp. S4-S13. http://dx.doi.org/10.3109/07853890.2011.586364
2011 Kari Kristian Harju, Syed Mujahid Hussain 'Intraday Seasonalities and Macroeconomic News Announcements' European Financial Management, vol 17, no. 2, pp. 367-390. http://dx.doi.org/10.1111/j.1468-036X.2009.00512.x
2011 Johan Fellman 'Diskontinuerliga transfereringsstrategier' Ekonomiska Samfundets Tidskrift, vol 64, no. 1, pp. 65-72, 87.
2011 Niklas Ahlgren, Johan Fellman, Linda Gerkman 'GUNNAR ROSENQVIST 60 ÅR' Ekonomiska Samfundets Tidskrift, vol 64, no. 1, pp. 53-55.
2011 Johan Fellman, Aldur W Eriksson 'Temporal trends in the secondary sex ratio in Nordic countries' Biodemography and Social Biology, vol 57, no. 2, pp. 143-154. http://dx.doi.org/10.1080/19485565.2011.614193
2011 Paul Catani, Niklas Ahlgren 'Arbetslösheten, enhetsrothypotesen och initialvärdet' Ekonomiska Samfundets Tidskrift, vol 64, no. 1, pp. 57-64.

2010

2010 Agnieszka Jach, Juan Miguel Marin 'Classification of genomic sequences via wavelet variance and a self-organizing map with an application to mitochondrial DNA' Statistical Applications in Genetics and Molecular Biology, vol 9, no. 1, http://dx.doi.org/10.2202/1544-6115.1562
2010 Agnieszka Jach, Piotr Kokoszka 'Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models' Computational Statistics, vol 25, no. 1, pp. 163-182. http://dx.doi.org/10.1007/s00180-009-0168-6
2010 Agnieszka Jach, Piotr Kokoszka 'Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: an empirical study' Methodology and Computing in Applied Probability, vol 12, pp. 177-197. http://dx.doi.org/10.1007/s11009-008-9105-3
2010 Johan Fellman, Aldur W Eriksson 'Secondary sex ratio in multiple births' Twin Research and Human Genetics, vol 13, no. 1, pp. 101-108.
2010 Niklas Ahlgren, Jan Antell 'Stock Market Linkages and Financial Contagion' The Quarterly Review of Economics and Finance, vol 50, no. 2, pp. 10. http://dx.doi.org/10.1016/j.qref.2009.12.004

2009

2009 Andriy Andreev, Hans-Kristian Gunnar Sjöholm 'Projections of pension fund solvency under alternative valuation regimes' SCANDINAVIAN ACTUARIAL JOURNAL, no. 9, pp. 239-251. http://dx.doi.org/10.1080/03461230802281005
2009 Johan Fellman, Aldur W Eriksson 'On the history of Hellin's law' Twin Research and Human Genetics, vol 12, no. 2, pp. 183-190.
2009 Johan Fellman, Aldur W Eriksson 'Spatial variation in the twinning rate in Sweden, 1751-1850' Twin Research and Human Genetics, vol 12, no. 6, pp. 583-590.
2009 Johan Fellman, Aldur W Eriksson 'Statistical analyses of Hellin's law' Twin Research and Human Genetics, vol 12, no. 2, pp. 191-200.
2009 Jutta Järvelin, Gunnar Rosenqvist, Unto Häkkinen, Harri Sintonen 'Patient and hospital characteristics associated with claims and compensations for patient injuries in coronary artery bypass grafting in Finland' Journal of health services research & policy, vol 14, no. 3, pp. 150-155. http://dx.doi.org/10.1258/jhsrp.2008.008084
2009 Johan Fellman, Aldur W Eriksson 'Temporal and Regional Variations in the Seasonality of Births in Åland (Finland), 1653-1950' Biodemography and Social Biology, vol 55, no. 1, pp. 103-112. http://dx.doi.org/10.1080/19485560903054788
2009 Niklas Ahlgren, Bo Sjö, Jianhua Zhang 'Panel Cointegration of Chinese A and B Shares' Applied Financial Economics, vol 19, no. 23, http://dx.doi.org/10.1080/09603100903122182
2009 Paul Catani 'Enhetsrottest och initialvärdet. Tillämpning på arbetslösheten i Finland' Årsbok för statistiska samfundet i Finland, pp. 41-51.

2008

2008 N. Ahlgren, J. Antell 'Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series' Computational Statistics & Data Analysis, vol 52, pp. 4754-4767. http://dx.doi.org/10.1016/j.csda.2008.03.025
2008 Niklas Ahlgren, Jukka Nyblom 'Tests against Stationary and Explosive Alternatives in Vector Autoregressive Models' Journal of Time Series Analysis, vol 29, pp. 421-443. http://dx.doi.org/10.1111/j.1467-9892.2007.00560.x
2008 Johan Fellman, Aldur W Eriksson 'Sex ratio in sibships with twins' Twin Research and Human Genetics, vol 11, pp. 204-214.
2008 Agnieszka Jach, Piotr Kokoszka 'Wavelet-domain test for long-range dependence in the presence of a trend' Statistics: a journal of theoretical and applied statistics , vol 42, pp. 101-113.
2008 Agnieszka Jach, Piotr Kokoszka 'Wavelet based confidence intervals for the self-similarity parameter' Journal of Statistical Computation and Simulation, vol 78, pp. 1179-1198.
2008 Zhonghua Xu, Lie Zhu, Jan Sojka, Piotr Kokoszka, Agnieszka Jach 'An Assessment Study of the Wavelet-Based Index of Magnetic Storm Activity (WISA) and Its Comparison to the Dst Index' Journal of Atmospheric and Solar-Terrestrial Physics,
2008 Johan Fellman, Aldur W Eriksson 'Correlations between Live and Stillbirth Outcomes in Twin Pairs' Human Biology, vol 80, no. 1, pp. 29-40.
2008 Aldur W Eriksson, Johan Fellman, Lynn Jorde, Kari Pitkänen 'Temporal, seasonal and regional differences in births and deaths in Åland (Finland)' Human Biology, vol 80, pp. 125-140.
2008 Johan Fellman 'Lösning till Uppgift 474' Normat: Nordisk Matematisk Tidskrift, vol 56, no. 1,
2008 Johan Fellman, Aldur W Eriksson 'Maternal age and temporal effects on stillbirth rates' Twin Research and Human Genetics, vol 11, no. 5, pp. 558-566.

2007

2007 Andriy Andreev, Antti Kanto, Pekka Malo 'Computational examples of a new method for distribution selection in the Pearson system' JOURNAL OF APPLIED STATISTICS, vol 34, pp. 487-506. http://dx.doi.org/10.1080/02664760701231922
2007 Myoung-jae Lee, Unto Häkkinen, Gunnar Rosenqvist 'Finding the best treatment under heavy censoring and hidden bias' Royal Statistical Society. Journal. Series A: Statistics in Society, vol 170, no. 1, pp. 133-147.
2007 Aldur W Eriksson, Johan Fellman 'Temporal trends in the rates of multiple maternities in England and Wales' Twin Research and Human Genetics, vol 10, no. 4, pp. 626-632.
2007 Johan Fellman, Aldur W Eriksson 'Estimation of the stillbirth rate in twin pairs according to zygosity' Twin Research and Human Genetics, vol 10, pp. 508-513.

2006

2006 Unto Häkkinen, Marjo-Riitta Järvelin, Gunnar Rosenqvist, Jaana Laitinen 'Health, schooling and lifestyle among young adults in Finland' Health Economics, vol 15, no. 11, pp. 1201-1216. http://dx.doi.org/http://onlinelibrary.wiley.com/doi/10.1002/hec.1123/abstract
2006 Johan Fellman, Aldur W Eriksson 'Stillbirth rates in singletons, twins and triplets in Sweden, 1869 to 2001' Twin Research and Human Genetics, vol 9, no. 2, pp. 260-265.
2006 Agnieszka Jach, Piotr Kokoszka, Jan Sojka, Lie Zhu 'Wavelet-based index of magnetic storm activity' Journal of Geophysical Research, vol 111,
2006 Johan Fellman, Aldur W Eriksson 'Stillbirths in multiple births' Twin Research and Human Genetics, vol 9, no. 5, pp. 677-684.
2006 Johan Fellman, Aldur W Eriksson 'Weinberg´s differential rule reconsidered' Human Biology, vol 78, pp. 293-315.
2006 Johan Fellman, Aldur W Eriksson 'Factors influencing the stillbirth rates in singleton and multiple births in Sweden, 1869 to 1967' Twin Research and Human Genetics, vol 9, pp. 591-596.

2004

2004 Agnieszka Jach, Piotr Kokoszka 'Subsampling unit root tests for heavy-tailed observations' Methodology and Computing in Applied Probability, vol 6, pp. 73-97.

2002

2002 Niklas Ahlgren, Jan Antell 'Testing for cointegration between international stock prices' Applied Financial Economics, vol 12, no. 12, pp. 851-861. http://dx.doi.org/10.1080/09603100110050743