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Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan - 1998
Persistent link: https://www.econbiz.de/10000984648
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The seasonal KPSS statistic
Lyhagen, Johan - 2000
Persistent link: https://www.econbiz.de/10001445267
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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
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Income inequality between Chinese regions : newfound harmony or continued discord?
Lyhagen, Johan; Rickne, Johanna - In: Empirical economics : a journal of the Institute for … 47 (2014) 1, pp. 93-110
Persistent link: https://www.econbiz.de/10010379983
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A simple linear time series model with misleading nonlinear properties
Andersson, Michael K.; Eklund, Bruno; Lyhagen, Johan - In: Economics letters 65 (1999) 3, pp. 281-284
Persistent link: https://www.econbiz.de/10001422782
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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
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Short and long run dependence in Swedish stock returns
Berg, Lennart; Lyhagen, Johan - 1996
Persistent link: https://www.econbiz.de/10000948239
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Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000991637
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Short and long-run dependence in Swedish stock returns
Berg, Lennart; Lyhagen, Johan - In: Applied financial economics 8 (1998) 4, pp. 435-443
Persistent link: https://www.econbiz.de/10001363520
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A simple linear time series model with misleading nonlinear properties
Eklund, Bruno; Eklund, Bruno; Lyhagen, Johan - 1999
Persistent link: https://www.econbiz.de/10001394200