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 12 749
A long memory panel unit root test: PPP revisited 0 0 0 384 0 0 8 1,601
A method to generate multivariate data with moments arbitrary close to the desired moments 0 0 0 161 0 0 40 597
An ARCH Robust STAR Test 0 0 0 127 0 0 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 1 1 15 1,130
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model 0 0 0 759 1 1 10 2,041
Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model 0 0 0 495 0 1 16 1,417
Likelihood-Based Cointegration Tests in Heterogeneous Panels 0 0 0 92 1 1 20 1,483
Likelihood-Based Inference in Multivariate Panel Cointegration Models 0 0 0 447 0 0 8 1,648
Likelihood-Based Inference in Multivariate Panel Cointegration Models 0 0 0 207 0 0 8 435
Maximum likelihood estimation of the multivariate fractional cointegrating model 0 0 0 352 0 0 13 1,284
On seasonal error correction when the processes include different numbers of unit roots 0 0 0 133 0 0 7 553
Short and Long Run Dependence in Swedish Stock Returns 0 0 0 41 0 0 6 574
Starting values in estimation of cointegrating vectors with restrictions 0 0 0 14 1 2 9 411
Testing for Independence in Multivariate Duration Models 0 0 0 146 0 0 12 903
Testing for Purchasing Power Parity in Cointegrated Panels 0 0 0 150 0 1 9 411
Testing for common cointegrating rank in dynamic panels 0 0 0 234 0 0 17 849
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 0 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 4 7 273 21,400

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 0 7 136
A simple linear time series model with misleading nonlinear properties 0 0 0 27 0 1 8 124
Forecasting performance of seasonal cointegration models 0 0 0 20 0 0 13 107
Inference in Panel Cointegration Models With Long Panels 0 0 0 111 0 1 13 190
Inflation, exchange rates and PPP in a multivariate panel cointegration model 0 0 0 114 0 1 15 424
Likelihood-based cointegration tests in heterogeneous panels 0 0 0 14 0 2 27 771
On seasonal error correction when the processes include different numbers of unit roots 0 0 0 21 0 1 5 175
Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation 0 0 0 17 0 0 7 49
The exact covariance matrix of dynamic models with latent variables 0 0 0 15 0 0 6 56
Total Journal Articles 0 0 0 373 0 6 101 2,032

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Statistics updated 2026-09-10