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On forecasting cointegrated seasonal time series
Löf, Mårten - In: On seasonality and cointegration, (pp. 47-69). 2001
Persistent link: https://www.econbiz.de/10001597304
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The seasonal KPSS statistic
Lyhagen, Johan - 2000
Persistent link: https://www.econbiz.de/10001445267
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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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On forecasting cointegrated seasonal time series
Löf, Mårten; Franses, Philip Hans - 2000
Persistent link: https://www.econbiz.de/10001445273
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On forecasting cointegrated seasonal time series
Löf, Mårten; Franses, Philip Hans - In: International journal of forecasting 17 (2001) 4, pp. 607-621
Persistent link: https://www.econbiz.de/10001637765
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The Riksbank's new indicator procedures
Andersson, Michael K.; Löf, Mårten - In: Sveriges Riksbank economic review (2007) 1, pp. 76-95
Persistent link: https://www.econbiz.de/10003443318
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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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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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A simple linear time series model with misleading nonlinear properties
Eklund, Bruno; Eklund, Bruno; Lyhagen, Johan - 1999
Persistent link: https://www.econbiz.de/10001394200