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Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
Ahlgren, Niklas (contributor); Antell, Jan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003367377
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Bootstrapping the error correction model cointegration test
Ahlgren, Niklas (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536541
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Tests against stationary and explosive alternatives in vector autoregressive models
Ahlgren, Niklas (contributor); Nyblom, Jukka (contributor) - 2005
Persistent link: https://www.econbiz.de/10003227899
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A general test for cointegration rank in vector autoregressive models
Ahlgren, Niklas (contributor); Nyblom, Jukka (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001933208