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Testing constancy of the error covariance matrix in vector models
Eklund, Bruno; Teräsvirta, Timo - In: Journal of econometrics 140 (2007) 2, pp. 753-780
Persistent link: https://www.econbiz.de/10007761415
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A simple linear time series model with misleading nonlinear properties
Andersson, M.K.; Eklund, B.; Lyhagen, J. - In: Economics letters 65 (1999) 3, pp. 281-284
Persistent link: https://www.econbiz.de/10006782764
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A matrix evaluation of the moving-average representation
Lyhagen, J. - In: Economics letters 55 (1997) 2, pp. 179-184
Persistent link: https://www.econbiz.de/10006791426
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On seasonal error correction when the processes include different numbers of unit roots
Lyhagen, Johan; Löf, Mårten - In: Journal of forecasting 22 (2003) 5, pp. 377-390
Persistent link: https://www.econbiz.de/10006887466
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Inference in Panel Cointegration Models With Long Panels
Larsson, Rolf; Lyhagen, Johan - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 473-483
Persistent link: https://www.econbiz.de/10008221518
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The effect of precautionary saving on consumption in Sweden
Lyhagen, Johan - In: Applied economics 33 (2001) 5, pp. 673-682
Persistent link: https://www.econbiz.de/10007671642
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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/10007486731
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Inflation, exchange rates and PPP in a multivariate panel cointegration model
Jacobson, Tor; Lyhagen, Johan; Larsson, Rolf; Nessén, … - In: The econometrics journal 11 (2008) 1, pp. 58-79
Persistent link: https://www.econbiz.de/10007916432
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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/10006975637