Similar Search Results

Forecasting performance of seasonal cointegration models

Löf, Mårten; Lyhagen, Johan - In: International journal of forecasting 18 (2002) 1, pp. 31-44

Persistent link: https://www.econbiz.de/10001641594

Forecasting performance of seasonal cointegration models

Löf, Mårten; Lyhagen, Johan - 1999

Persistent link: https://www.econbiz.de/10001421851

Forecasting performance of seasonal cointegration models

Löf, Mårten - In: On seasonality and cointegration, (pp. 27-45). 2001

Persistent link: https://www.econbiz.de/10001597303

Size and power of the likelihood ratio test for seasonal conitegration in small samples : a Monte Carlo study

Löf, Mårten - In: On seasonality and cointegration, (pp. 71-90). 2001

Persistent link: https://www.econbiz.de/10001597306

On seasonality and cointegration

Löf, Mårten - 2001

Persistent link: https://www.econbiz.de/10001582796

A method to generate multivariate data with moments arbitrary close to the desired moments

Lyhagen, Johan (contributor) - 2001 - [Elektronische Ressource]

We show how it is possible to generate multivariate data which have moments arbitrary close to the desired ones. They are generated as linear combinations of variables with known theoretical moments. It is shown how to derive the weights of the linear combinations in both the univariate and the...

Persistent link: https://www.econbiz.de/10001629177

Maximum likelihood estimation of the multivariate fractional cointegration model

Lyhagen, Johan - 1998

Persistent link: https://www.econbiz.de/10000984648

Likelihood-based inference in multivariate panel cointegration models

Larsson, Rolf; Lyhagen, Johan - 1999

Persistent link: https://www.econbiz.de/10009758960

Likelihood-based cointegration tests in heterogeneous panels

Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - In: The econometrics journal 4 (2001) 1, pp. 109-142

Persistent link: https://www.econbiz.de/10001612299

Likelihood-based cointegration tests in heterogeneous panels

Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - 1998

Persistent link: https://www.econbiz.de/10000991637