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 2 738
A long memory panel unit root test: PPP revisited 0 0 0 384 0 0 3 1,593
A method to generate multivariate data with moments arbitrary close to the desired moments 0 0 0 161 1 1 1 558
An ARCH Robust STAR Test 0 0 0 127 1 1 2 804
Efficient estimation of price adjustment coefficients 0 1 1 144 0 1 3 931
Forecasting performance of seasonal cointegration models 0 0 0 354 4 4 4 1,119
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model 0 0 1 759 3 3 7 2,034
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 4 5 8 1,468
Likelihood-Based Inference in Multivariate Panel Cointegration Models 0 0 0 447 1 1 2 1,641
Likelihood-Based Inference in Multivariate Panel Cointegration Models 0 0 0 207 0 0 2 427
Maximum likelihood estimation of the multivariate fractional cointegrating model 0 0 0 352 0 0 1 1,271
On seasonal error correction when the processes include different numbers of unit roots 0 0 0 133 0 0 1 546
Short and Long Run Dependence in Swedish Stock Returns 0 0 0 41 0 0 0 568
Starting values in estimation of cointegrating vectors with restrictions 0 0 0 14 1 2 2 404
Testing for Independence in Multivariate Duration Models 0 0 0 146 2 2 2 893
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 1 2 3 404
Testing for common cointegrating rank in dynamic panels 0 0 0 234 2 4 5 836
The Effect of Precautionary Saving on Consumption in Sweden 0 0 0 163 2 3 4 1,037
The seasonal KPSS statistic 0 0 0 164 2 2 2 699
Using A Trade-induced Catch-up Model to Explain China's Provincial Economic Growth 1978-97 0 0 0 230 2 2 2 772
Why not use standard panel unit root test for testing PPP 0 0 0 351 3 3 3 1,020
Total Working Papers 0 1 2 5,155 30 37 60 21,164

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 1 2 130
A simple linear time series model with misleading nonlinear properties 0 0 0 27 0 1 3 117
Forecasting performance of seasonal cointegration models 0 0 0 20 0 2 2 96
Inference in Panel Cointegration Models With Long Panels 0 0 0 111 1 1 4 178
Inflation, exchange rates and PPP in a multivariate panel cointegration model 0 0 0 114 1 2 3 411
Likelihood-based cointegration tests in heterogeneous panels 0 0 0 14 2 3 6 747
On seasonal error correction when the processes include different numbers of unit roots 0 0 0 21 1 1 1 171
Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation 0 0 1 17 0 1 2 43
The exact covariance matrix of dynamic models with latent variables 0 0 0 15 1 4 5 54
Total Journal Articles 0 0 1 373 6 16 28 1,947

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Statistics updated 2025-12-06