The following pages link to Johan Lyhagen (Q1391053):
Displaying 13 items.
- (Q1292220) (redirect page) (← links)
- Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation. (Q1292221) (← links)
- A matrix evaluation of the moving-average representation (Q1391054) (← links)
- A simple linear time series model with misleading nonlinear properties (Q1606377) (← links)
- A note on the representation of \({E\left({{\mathbf {x}}}\otimes {{\mathbf {xx}}}^{\prime}\right) }\) and \({E\left({{\mathbf {xx}}}^{\prime }\otimes {{\mathbf {xx}}}^{\prime }\right)}\) for the random vector \(\mathbf{x}\) (Q1926082) (← links)
- Identification of the order of a fractionally differenced ARMA model (Q1966359) (← links)
- The exact covariance matrix of dynamic models with latent variables (Q2576380) (← links)
- Likelihood‐based cointegration tests in heterogeneous panels (Q2772843) (← links)
- Inflation, exchange rates and PPP in a multivariate panel cointegration model (Q3499429) (← links)
- A Method to Generate Multivariate Data with the Desired Moments (Q3543746) (← links)
- Beating the VAR: Improving Swedish GDP Forecasts Using Error and Intercept Corrections (Q4687548) (← links)
- The small sample performance of estimators of the standard errors of structural equation models (Q4922644) (← links)
- Likelihood ratio tests for a unit root in panels with random effects (Q5283165) (← links)
