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 2 13 749
A long memory panel unit root test: PPP revisited 0 0 0 384 0 1 9 1,601
A method to generate multivariate data with moments arbitrary close to the desired moments 0 0 0 161 0 2 40 597
An ARCH Robust STAR Test 0 0 0 127 0 5 13 816
Efficient estimation of price adjustment coefficients 0 0 1 144 0 0 11 941
Forecasting performance of seasonal cointegration models 0 0 0 354 0 1 14 1,129
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model 0 0 0 495 1 5 16 1,417
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model 0 0 0 759 0 1 10 2,040
Likelihood-Based Cointegration Tests in Heterogeneous Panels 0 0 0 92 0 9 19 1,482
Likelihood-Based Inference in Multivariate Panel Cointegration Models 0 0 0 447 0 1 8 1,648
Likelihood-Based Inference in Multivariate Panel Cointegration Models 0 0 0 207 0 4 9 435
Maximum likelihood estimation of the multivariate fractional cointegrating model 0 0 0 352 0 2 14 1,284
On seasonal error correction when the processes include different numbers of unit roots 0 0 0 133 0 2 7 553
Short and Long Run Dependence in Swedish Stock Returns 0 0 0 41 0 2 6 574
Starting values in estimation of cointegrating vectors with restrictions 0 0 0 14 1 3 8 410
Testing for Independence in Multivariate Duration Models 0 0 0 146 0 2 12 903
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 1 4 9 411
Testing for common cointegrating rank in dynamic panels 0 0 0 234 0 5 18 849
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 0 5 14 711
Using A Trade-induced Catch-up Model to Explain China's Provincial Economic Growth 1978-97 0 0 0 230 0 0 7 777
Why not use standard panel unit root test for testing PPP 0 0 0 351 0 0 9 1,026
Total Working Papers 0 0 1 5,155 3 56 275 21,396

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 7 136
A simple linear time series model with misleading nonlinear properties 0 0 0 27 0 0 9 123
Forecasting performance of seasonal cointegration models 0 0 0 20 0 9 13 107
Inference in Panel Cointegration Models With Long Panels 0 0 0 111 0 3 14 189
Inflation, exchange rates and PPP in a multivariate panel cointegration model 0 0 0 114 0 5 14 423
Likelihood-based cointegration tests in heterogeneous panels 0 0 0 14 2 15 27 771
On seasonal error correction when the processes include different numbers of unit roots 0 0 0 21 0 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 0 3 8 49
The exact covariance matrix of dynamic models with latent variables 0 0 0 15 0 0 6 56
Total Journal Articles 0 0 1 373 2 37 102 2,028

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10