Testing for common cointegrating rank in dynamic panels

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

The seasonal KPSS statistic

Autor: Lyhagen, Johan, 1969-
Rok: 2000

Testing for independence in multivariate duration models

Autor: Söderberg, Hans, Lyhagen, Johan, 1969-
Rok: 1999

A Simple linear time series model with misleading nonlinear properties

Autor: Andersson, Michael K., Lyhagen, Johan, 1969-, Eklund, Bruno
Rok: 1999

Starting values in estimation of cointegrating vectors with restrictions

Autor: Lyhagen, Johan, 1969-, Forsberg, Lars
Rok: 1999

Likelihood-based inference in multivariate panel cointegration models

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

A Long memory panel unit root test : PPP revisited

Autor: Andersson, Jonas, Lyhagen, Johan, 1969-
Rok: 1999

Forecasting performance of seasonal cointegration models

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

An ARCH Robust STAR test

Autor: Andersson, Michael K., Lyhagen, Johan, 1969-, Eklund, Bruno
Rok: 1999

Efficient estimation of price adjustment coefficients

Autor: Lyhagen, Johan, 1969-
Rok: 1999

Likelihood-based cointegration tests in heterogeneous panels

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

Maximum likelihood estimation of the multivariate fractional cointegrating model

Autor: Lyhagen, Johan, 1969-
Rok: 1998