Johan Lyhagen

Economics and Econometrics · 2000–2007

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 34 researchers here, as inferred from the citation graph.

Subfields

Whom Johan Lyhagen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. P. Pedroni
  2. Nelson C. Mark
  3. K. Im

Who trusts Johan Lyhagen overall

  1. Joakim Westerlund
  2. Muhammad Shahbaz
  3. D. Herzer
  4. Chien‐Chiang Lee
  5. Martin Wagner
  6. J. Breitung
  7. N. Apergis
  8. Anindya Banerjee
  9. Chun-ping Chang
  10. Joerg Breitung

Papers from Johan Lyhagen's perspective

Ordered by how strongly the researchers Johan Lyhagen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Testing for unit roots in heterogeneous panels
  2. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
  3. Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand*
  4. Purchasing Power Parity Tests in Cointegrated Panels (Review of Economics and Statistics)
  5. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  6. Testing Slope Homogeneity in Large Panels (Social Science Research Network)
  7. Nonstationary panels, panel cointegration, and dynamic panels
  8. Testing for Stationarity in Heterogeneous Panel Data
  9. The Solow model with CES technology: nonlinearities and parameter heterogeneity
  10. It's Not Factor Accumulation : Stylized Facts and Growth Models

Their papers