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Svenska Handelshögskolan <Helsinki>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Tests against stationary and explosive alternatives in vector autoregressive models
Ahlgren, Niklas
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contributor
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Nyblom, Jukka
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contributor
)
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2005
Persistent link: https://www.econbiz.de/10003227899
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Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
Ahlgren, Niklas
(
contributor
);
Antell, Jan
(
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)
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2006
Persistent link: https://www.econbiz.de/10003367377
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Bootstrapping the error correction model cointegration test
Ahlgren, Niklas
(
contributor
)
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536541
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