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Erik Hjalmarsson

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Testing for Cointegration Using the Johansen Methodology When Variables Are Near-Integrated
International Finance Discussion Papers: Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated
International Finance Discussion Papers: A Residual-Based Cointegration Test for Near Unit Root Variables
International Finance Discussion Papers: The Stambaugh Bias in Panel Predictive Regressions
International Finance Discussion Papers: Interpreting Long-Horizon Estimates in Predictive Regressions
International Finance Discussion Papers: Inference in Long-Horizon Regressions
International Finance Discussion Papers: Estimation of Average Local-to-Unity Roots in Heterogenous Panels
International Finance Discussion Papers: Predictive Regressions with Panel Data
Erik Hjalmarsson — Books & Biography | Menrva Books | MenrvaBooks