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 2 3 13 749
A long memory panel unit root test: PPP revisited 0 0 0 384 1 4 10 1,601
A method to generate multivariate data with moments arbitrary close to the desired moments 0 0 0 161 1 1 39 596
An ARCH Robust STAR Test 0 0 0 127 3 6 11 814
Efficient estimation of price adjustment coefficients 0 0 1 144 0 0 11 941
Forecasting performance of seasonal cointegration models 0 0 0 354 1 2 14 1,129
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model 0 0 1 759 0 2 11 2,039
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model 0 0 0 495 4 5 15 1,416
Likelihood-Based Cointegration Tests in Heterogeneous Panels 0 0 0 92 9 10 19 1,482
Likelihood-Based Inference in Multivariate Panel Cointegration Models 0 0 0 447 1 1 8 1,648
Likelihood-Based Inference in Multivariate Panel Cointegration Models 0 0 0 207 4 4 9 435
Maximum likelihood estimation of the multivariate fractional cointegrating model 0 0 0 352 2 6 14 1,284
On seasonal error correction when the processes include different numbers of unit roots 0 0 0 133 2 4 8 553
Short and Long Run Dependence in Swedish Stock Returns 0 0 0 41 2 3 6 574
Starting values in estimation of cointegrating vectors with restrictions 0 0 0 14 2 3 7 409
Testing for Independence in Multivariate Duration Models 0 0 0 146 2 2 12 903
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 3 4 8 410
Testing for common cointegrating rank in dynamic panels 0 0 0 234 4 6 17 848
The Effect of Precautionary Saving on Consumption in Sweden 0 0 0 163 0 0 9 1,043
The seasonal KPSS statistic 0 0 0 164 3 4 12 709
Using A Trade-induced Catch-up Model to Explain China's Provincial Economic Growth 1978-97 0 0 0 230 0 1 7 777
Why not use standard panel unit root test for testing PPP 0 0 0 351 0 1 9 1,026
Total Working Papers 0 0 2 5,155 46 72 269 21,386

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 3 7 136
A simple linear time series model with misleading nonlinear properties 0 0 0 27 0 1 9 123
Forecasting performance of seasonal cointegration models 0 0 0 20 6 7 10 104
Inference in Panel Cointegration Models With Long Panels 0 0 0 111 2 4 13 188
Inflation, exchange rates and PPP in a multivariate panel cointegration model 0 0 0 114 5 5 14 423
Likelihood-based cointegration tests in heterogeneous panels 0 0 0 14 12 13 25 768
On seasonal error correction when the processes include different numbers of unit roots 0 0 0 21 1 1 4 174
Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation 0 0 1 17 3 4 8 49
The exact covariance matrix of dynamic models with latent variables 0 0 0 15 0 0 7 56
Total Journal Articles 0 0 1 373 30 38 97 2,021

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Statistics updated 2026-05-06