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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 long memory panel unit root test : PPP revisited
Andersson, Jonas; Lyhagen, Johan - 1999
Persistent link: https://www.econbiz.de/10001393362
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Testing for independence in multivariate duration models
Söderberg, Hans; Lyhagen, Johan - 1999
Persistent link: https://www.econbiz.de/10001393363
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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
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An ARCH robust STAR test
Andersson, Michael K.; Eklund, Bruno; Lyhagen, Johan - 1999
Persistent link: https://www.econbiz.de/10001394208
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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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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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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
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Forecasting performance of seasonal cointegration models
Löf, Mårten; Lyhagen, Johan - 1999
Persistent link: https://www.econbiz.de/10001421851
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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