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 3 9 10 746
A long memory panel unit root test: PPP revisited 0 0 0 384 4 4 7 1,597
A method to generate multivariate data with moments arbitrary close to the desired moments 0 0 0 161 15 38 38 595
An ARCH Robust STAR Test 0 0 0 127 2 5 6 808
Efficient estimation of price adjustment coefficients 0 0 1 144 5 10 13 941
Forecasting performance of seasonal cointegration models 0 0 0 354 8 12 12 1,127
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model 0 0 1 759 2 6 9 2,037
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model 0 0 0 495 9 10 11 1,411
Likelihood-Based Cointegration Tests in Heterogeneous Panels 0 0 0 92 2 8 11 1,472
Likelihood-Based Inference in Multivariate Panel Cointegration Models 0 0 0 207 3 4 5 431
Likelihood-Based Inference in Multivariate Panel Cointegration Models 0 0 0 447 6 7 7 1,647
Maximum likelihood estimation of the multivariate fractional cointegrating model 0 0 0 352 6 7 8 1,278
On seasonal error correction when the processes include different numbers of unit roots 0 0 0 133 3 3 4 549
Short and Long Run Dependence in Swedish Stock Returns 0 0 0 41 2 3 3 571
Starting values in estimation of cointegrating vectors with restrictions 0 0 0 14 1 3 4 406
Testing for Independence in Multivariate Duration Models 0 0 0 146 4 10 10 901
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 1 3 5 406
Testing for common cointegrating rank in dynamic panels 0 0 0 234 2 8 11 842
The Effect of Precautionary Saving on Consumption in Sweden 0 0 0 163 5 8 9 1,043
The seasonal KPSS statistic 0 0 0 164 4 8 8 705
Using A Trade-induced Catch-up Model to Explain China's Provincial Economic Growth 1978-97 0 0 0 230 4 6 6 776
Why not use standard panel unit root test for testing PPP 0 0 0 351 1 8 8 1,025
Total Working Papers 0 0 2 5,155 92 180 205 21,314

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 3 3 5 133
A simple linear time series model with misleading nonlinear properties 0 0 0 27 4 5 8 122
Forecasting performance of seasonal cointegration models 0 0 0 20 1 1 3 97
Inference in Panel Cointegration Models With Long Panels 0 0 0 111 4 7 9 184
Inflation, exchange rates and PPP in a multivariate panel cointegration model 0 0 0 114 4 8 10 418
Likelihood-based cointegration tests in heterogeneous panels 0 0 0 14 5 10 13 755
On seasonal error correction when the processes include different numbers of unit roots 0 0 0 21 0 3 3 173
Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation 0 0 1 17 1 2 4 45
The exact covariance matrix of dynamic models with latent variables 0 0 0 15 2 3 7 56
Total Journal Articles 0 0 1 373 24 42 62 1,983

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Statistics updated 2026-02-12