The seasonal KPSS statistic

Autor: Lyhagen, Johan, 1969-
Rok: 2000

Testing for common cointegrating rank in dynamic panels

Autor: Larsson, Rolf, Lyhagen, Johan, 1969-
Rok: 2000

Forecasting performance of seasonal cointegration models

Autor: Löf, Marten, Lyhagen, Johan, 1969-
Rok: 1999

Likelihood-based inference in multivariate panel cointegration models

Autor: Larsson, Rolf, Lyhagen, Johan, 1969-
Rok: 1999

Likelihood-based cointegration tests in heterogeneous panels

Autor: Larsson, Rolf, Lyhagen, Johan, 1969-, Löthgren, Mickael, 1965-
Rok: 1998