Narrow search
Showing 1 - 10 of 21
Cover Image
Testing for Cointegration Using the Johansen Methodology When Variables Are Near-Integrated
Österholm, Pär - 2007
We investigate the properties of Johansen''s (1988, 1991) maximum eigenvalue and trace tests for cointegration under the empirically relevant situation of near-integrated variables. Using Monte Carlo techniques, we show that in a system with near-integrated variables, the probability of reaching...
Persistent link: https://www.econbiz.de/10014401263
Cover Image
Mean reversion in Swedish macroeconomic time series : evidence using a new panel data approach
Österholm, Pär - In: European review of economics and finance 3 (2004) 4, pp. 23-36
Persistent link: https://www.econbiz.de/10002401456
Cover Image
Killing four unit root birds in the US economy with three panel unit root test stones
Österholm, Pär - In: Applied economics letters 11 (2004) 4, pp. 213-216
Persistent link: https://www.econbiz.de/10002001477
Cover Image
On the power and interpretation of panel unit root tests
Karlsson, Sune; Löthgren, Mickael - 1999
Persistent link: https://www.econbiz.de/10000168495
Cover Image
On the power and interpretation of panel unit root tests
Karlsson, Sune; Löthgren, Mickael - In: Economics letters 66 (2000) 3, pp. 249-255
Persistent link: https://www.econbiz.de/10001448883
Cover Image
Revisiting the uncertain unit root in GDP and CPI : testing for non-linear trend reversion
Beechey, Meredith; Österholm, Pär - In: Economics letters 100 (2008) 2, pp. 221-223
Persistent link: https://www.econbiz.de/10003768223
Cover Image
Does unemployment hysteresis equal employment hysteresis?
Gustavsson, Magnus (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003351901
Cover Image
Does unemployment hysteresis equal employment hysteresis?
Gustavsson, Magnus; Österholm, Pär - In: The economic record : er 83 (2007), pp. 159-173
Persistent link: https://www.econbiz.de/10003481434
Cover Image
The informational value of unemployment statistics : a note on the time series properties of participation rates
Gustavsson, Magnus; Österholm, Pär - In: Economics letters 92 (2006) 3, pp. 428-433
Persistent link: https://www.econbiz.de/10003373559
Cover Image
The presence of unemployment hysteresis in the OECD : what can we learn from out-of-sample forecasts?
Gustavsson, Magnus; Österholm, Pär - In: Empirical economics : a journal of the Institute for … 38 (2010) 3, pp. 779-792
Persistent link: https://www.econbiz.de/10003951660