Access Statistics for Johan Lyhagen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Linear Time Series Model with Misleading Nonlinear Properties 0 0 0 7 1 1 1 737
A long memory panel unit root test: PPP revisited 0 0 0 384 1 1 3 1,593
A method to generate multivariate data with moments arbitrary close to the desired moments 0 0 0 161 0 0 0 557
An ARCH Robust STAR Test 0 0 0 127 0 0 1 803
Efficient estimation of price adjustment coefficients 0 0 0 143 0 0 3 930
Forecasting performance of seasonal cointegration models 0 0 0 354 0 0 0 1,115
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model 0 0 1 759 1 1 5 2,031
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model 0 0 0 495 0 0 1 1,401
Likelihood-Based Cointegration Tests in Heterogeneous Panels 0 0 0 92 0 0 3 1,463
Likelihood-Based Inference in Multivariate Panel Cointegration Models 0 0 0 207 0 1 2 427
Likelihood-Based Inference in Multivariate Panel Cointegration Models 0 0 0 447 0 0 1 1,640
Maximum likelihood estimation of the multivariate fractional cointegrating model 0 0 0 352 1 1 1 1,271
On seasonal error correction when the processes include different numbers of unit roots 0 0 0 133 0 1 1 546
Short and Long Run Dependence in Swedish Stock Returns 0 0 0 41 0 0 1 568
Starting values in estimation of cointegrating vectors with restrictions 0 0 0 14 0 0 0 402
Testing for Independence in Multivariate Duration Models 0 0 0 146 0 0 0 891
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 0 0 1 402
Testing for common cointegrating rank in dynamic panels 0 0 0 234 1 1 1 832
The Effect of Precautionary Saving on Consumption in Sweden 0 0 0 163 0 0 1 1,034
The seasonal KPSS statistic 0 0 0 164 0 0 0 697
Using A Trade-induced Catch-up Model to Explain China's Provincial Economic Growth 1978-97 0 0 0 230 0 0 0 770
Why not use standard panel unit root test for testing PPP 0 0 0 351 0 0 0 1,017
Total Working Papers 0 0 1 5,154 5 7 26 21,127

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A matrix evaluation of the moving-average representation 0 0 0 34 0 0 1 129
A simple linear time series model with misleading nonlinear properties 0 0 0 27 0 2 2 116
Forecasting performance of seasonal cointegration models 0 0 0 20 0 0 0 94
Inference in Panel Cointegration Models With Long Panels 0 0 0 111 1 2 3 177
Inflation, exchange rates and PPP in a multivariate panel cointegration model 0 0 0 114 0 0 3 409
Likelihood-based cointegration tests in heterogeneous panels 0 0 0 14 0 1 4 744
On seasonal error correction when the processes include different numbers of unit roots 0 0 0 21 0 0 0 170
Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation 0 1 1 17 0 1 1 42
The exact covariance matrix of dynamic models with latent variables 0 0 0 15 0 1 1 50
Total Journal Articles 0 1 1 373 1 7 15 1,931

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Statistics updated 2025-09-05