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 0 0 0 736
A long memory panel unit root test: PPP revisited 0 0 0 384 1 1 1 1,591
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 1 1 1 803
Efficient estimation of price adjustment coefficients 0 0 0 143 1 1 2 929
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 0 758 0 1 3 2,028
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model 0 0 0 495 1 1 1 1,401
Likelihood-Based Cointegration Tests in Heterogeneous Panels 0 0 0 92 1 2 6 1,462
Likelihood-Based Inference in Multivariate Panel Cointegration Models 0 0 1 207 0 1 2 426
Likelihood-Based Inference in Multivariate Panel Cointegration Models 0 0 0 447 0 1 3 1,640
Maximum likelihood estimation of the multivariate fractional cointegrating model 0 0 0 352 0 0 1 1,270
On seasonal error correction when the processes include different numbers of unit roots 0 0 0 133 0 0 0 545
Short and Long Run Dependence in Swedish Stock Returns 0 0 0 41 0 0 2 568
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 1 1 1 402
Testing for common cointegrating rank in dynamic panels 0 0 0 234 0 0 0 831
The Effect of Precautionary Saving on Consumption in Sweden 0 0 0 163 0 1 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 5,153 6 11 24 21,115

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 1 1 1 129
A simple linear time series model with misleading nonlinear properties 0 0 0 27 0 0 1 114
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 0 1 1 175
Inflation, exchange rates and PPP in a multivariate panel cointegration model 0 0 0 114 0 0 3 408
Likelihood-based cointegration tests in heterogeneous panels 0 0 0 14 1 2 6 743
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 0 0 16 0 0 0 41
The exact covariance matrix of dynamic models with latent variables 0 0 0 15 0 0 0 49
Total Journal Articles 0 0 0 372 2 4 12 1,923

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Statistics updated 2025-03-03