//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Bootstrap-Verfahren"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Practical proposals for specif...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bootstrap-Verfahren
Cointegration
18
Kointegration
12
Börsenkurs
8
Share price
8
International financial market
6
Internationaler Finanzmarkt
6
Theorie
5
Theory
5
Bootstrap approach
4
Einheitswurzeltest
4
Finland
4
Finnland
4
Likelihood ratio test
4
Statistical test
4
Statistischer Test
4
Unit root test
4
Bootstrap
3
Capital income
3
China
3
Kapitaleinkommen
3
Time series analysis
3
Unit root
3
VAR model
3
VAR-Modell
3
Zeitreihenanalyse
3
1980-1997
2
1980-2006
2
Asymptotic local power
2
Chinese A and B shares
2
Companion matrix
2
Cross-section analysis
2
Deutschland
2
Ereignisstudie
2
Event study
2
France
2
Frankreich
2
Germany
2
Großbritannien
2
Modellierung
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
Ahlgren, Niklas
4
Antell, Jan
2
Catani, Paul
1
Institution
All
Svenska Handelshögskolan <Helsinki>
2
Published in...
All
Meddelanden från Svenska Handelshögskolan
4
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrapping the error correction model cointegration test
Ahlgren, Niklas
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536541
Saved in:
2
Wild bootstrap tests for autocorrelation in vector autoregressive models
Ahlgren, Niklas
;
Catani, Paul
-
2012
Persistent link: https://www.econbiz.de/10009614383
Saved in:
3
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
Saved in:
4
The power of bootstrap tests of cointegration rank with financial time series
Ahlgren, Niklas
;
Antell, Jan
-
2009
Persistent link: https://www.econbiz.de/10003846167
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->