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Johan Lyhagen
Johan Lyhagen
Professor of Statistics, Uppsala University
在 statistics.uu.se 的電子郵件地址已通過驗證
標題
引用次數
引用次數
年份
Likelihood‐based cointegration tests in heterogeneous panels
R Larsson, J Lyhagen, M Löthgren
The Econometrics Journal 4 (1), 109-142, 2001
6982001
Likelihood-based inference in multivariate panel cointegration models
R Larsson, J Lyhagen
Stockholm School of Economics Working Paper Series in Economics and Finance 331, 1999
981999
Effects of the COVID-19 pandemic on population mobility under mild policies: Causal evidence from Sweden
M Dahlberg, PA Edin, E Grönqvist, J Lyhagen, J Östh, A Siretskiy, M Toger
arXiv preprint arXiv:2004.09087, 2020
792020
Short and long-run dependence in Swedish stock returns
L Berg, J Lyhagen
Applied Financial Economics 8 (4), 435-443, 1998
741998
The effect of precautionary saving on consumption in Sweden
J Lyhagen
Applied Economics 33 (5), 673-681, 2001
572001
A new way of determining distance decay parameters in spatial interaction models with application to job accessibility analysis in Sweden
J Östh, J Lyhagen, A Reggiani
European Journal of Transport and Infrastructure Research 16 (2), 344-363, 2016
552016
Why not use standard panel unit root test for testing PPP
J Lyhagen
SSE/EFI Working Paper Series in Economics and Finance, 2000
502000
The Swedish version of the Normalization Process Theory Measure S-NoMAD: translation, adaptation, and pilot testing
M Elf, S Nordmark, J Lyhagen, I Lindberg, T Finch, AC Åberg
Implementation Science 13, 1-12, 2018
472018
Inference in panel cointegration models with long panels
R Larsson, J Lyhagen
Journal of Business & Economic Statistics 25 (4), 473-483, 2007
472007
Development of health‐related quality of life and symptoms of anxiety and depression among persons diagnosed with cancer during adolescence: a 10‐year follow‐up study
M Ander, H Grönqvist, M Cernvall, G Engvall, M Hedström, G Ljungman, ...
Psycho‐oncology 25 (5), 582-589, 2016
422016
Testing for purchasing power parity in co-integrated panels
P Österholm, M Carlsson, J Lyhagen
IMF Working Paper, 2007
422007
Inflation, exchange rates and PPP in a multivariate panel cointegration model
T Jacobson, J Lyhagen, R Larsson, M Nessén
The Econometrics Journal 11 (1), 58-79, 2008
222008
A long memory panel unit root test: PPP revisited
J Andersson, J Lyhagen
SSE/EFI Working Paper Series in Economics and Finance, 1999
221999
Testing for common cointegrating rank in dynamic panels
R Larsson, J Lyhagen
Stockholm School of Economics Working Paper Series in Economics and Finance 378, 2000
202000
Asymptotic properties of Spearman’s rank correlation for variables with finite support
P Ornstein, J Lyhagen
PloS one 11 (1), e0145595, 2016
182016
Forecasting performance of seasonal cointegration models
M Löf, J Lyhagen
International Journal of Forecasting 18 (1), 31-44, 2002
182002
A simple linear time series model with misleading nonlinear properties
MK Andersson, B Eklund, J Lyhagen
Economics Letters 65 (3), 281-284, 1999
151999
Inflation, exchange rates and PPP in a multivariate panel cointegration model
T Jacobson, J Lyhagen, R Larsson, M Nessén
Sveriges Riksbank Working Paper Series, 2002
132002
Income inequality between Chinese regions: newfound harmony or continued discord?
J Lyhagen, J Rickne
Empirical Economics 47, 93-110, 2014
122014
Maximum Likelihood Estimation of the Multivariate Fractional Cointegration Model
J Lyhagen
Economic Research Inst., 1998
121998
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