Similar Search Results

Narrow search

The effect of precautionary saving on consumption in Sweden

Lyhagen, Johan - In: Applied economics 33 (2001) 5, pp. 673-681

Persistent link: https://www.econbiz.de/10001572307

Likelihood-based cointegration tests in heterogeneous panels

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

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

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; 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

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/10003566064