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The effect of preauctionary saving on consumption in Sweden

Lyhagen, Johan (contributor) - 1998 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001713902

Forecasting performance of seasonal cointegration models

Löf, Mårten; Lyhagen, Johan - 1999

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

Testing for common cointegrating rank in dynamic panels

Larsson, Ralf; Lyhagen, Johan - 2000

Persistent link: https://www.econbiz.de/10001474790

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

Likelihood-Based Cointegration Tests in Heterogeneous Panels

Larsson, Rolf; Lyhagen, Johan; Lothgren, Mickael - 2001

This paper presents a maximum likelihood panel test of the cointegrating rank in heterogeneous panel models based on the mean of the individual rank trace statistics. The existence of the first two moments of the asymptotic distribution of the individual trace statistic is established. Based on...

Persistent link: https://www.econbiz.de/10014125960