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Gunnar Rosenqvist 60 år
Ahlgren, Niklas; Fellman, Johan; Gerkman, Linda - In: Ekonomiska Samfundets tidskrift 64 (2011) 1, pp. 53-55
Persistent link: https://www.econbiz.de/10009303363
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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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Practical Proposals for Specifying k-Nearest Neighbours Weights Matrices
Gerkman, Linda; Ahlgren, Niklas - Hanken Svenska Handelshögskolan - 2011
In this article we introduce and evaluate testing procedures for specifying the number k of nearest neighbours in the weights matrix of spatial econometric models. The spatial J-test is used for specification search. Two testing procedures are suggested: an increasing neighbours testing...
Persistent link: https://www.econbiz.de/10009151166
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Gunnar Rosenqvist 60 år
Ahlgren, Niklas; Fellman, Johan; Gerkman, Linda - In: Ekonomiska Samfundets tidskrift 64 (2011) 1, pp. 53-55
Persistent link: https://www.econbiz.de/10009917970
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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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Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas; Antell, Jan - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
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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