Narrow search
Showing 1 - 4 of 4
Cover Image
Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan - 1998
Persistent link: https://www.econbiz.de/10000984648
Cover Image
A matrix evaluation of the moving-average representation
Lyhagen, Johan - In: Economics letters 55 (1997) 2, pp. 179-183
Persistent link: https://www.econbiz.de/10001227360
Cover Image
Starting values in estimation of cointegrating vectors with restrictions
Lyhagen, Johan; Forsberg, Lars - 1999
Persistent link: https://www.econbiz.de/10000168497
Cover Image
Beating the VAR : improving Swedish GDP forecasts using error and intercept corrections
Lyhagen, Johan; Ekberg, Stefan; Eidestedt, Richard - In: Journal of forecasting 34 (2015) 5, pp. 354-363
Persistent link: https://www.econbiz.de/10011318328