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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 for abnormal returns under weak cross sectional dependence
Ahlgren, Niklas; Antell, Jan - 2012
Persistent link: https://www.econbiz.de/10009563473
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Testing for cointegration between international stock prices
Ahlgren, Niklas; Antell, Jan - 1998
Persistent link: https://www.econbiz.de/10001362889
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Real estate investment and uncertainty : econometric modelling using Finnish data
Ahlgren, Niklas (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544846
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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
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Panel cointegration of Chinese A and B shares
Ahlgren, Niklas (contributor); Sjöö, Boo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001933245
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Tests for cointegration rank and the initial condition
Ahlgren, Niklas; Juselius, Mikael - 2009
Persistent link: https://www.econbiz.de/10003833771
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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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Cobreaking of stock prices and contagion
Ahlgren, Niklas (contributor); Antell, Jan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003734156
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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