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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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Testing for cointegration between international stock prices
Ahlgren, Niklas; Antell, Jan - In: Applied financial economics 12 (2002) 12, pp. 851-861
Persistent link: https://www.econbiz.de/10001724679
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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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Panel cointegration of Chinese A and B shares
Ahlgren, Niklas; Sjö, Bo; Zhang, Jianhua - In: Applied financial economics 19 (2009) 22/24, pp. 1859-1871
Persistent link: https://www.econbiz.de/10003921093
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Practical proposals for specifying k-nearest neighbours weights matrices
Gerkman, Linda; Ahlgren, Niklas - 2011
Persistent link: https://www.econbiz.de/10009157522
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Arbetslösheten, enhetsrothypotesen och initialvärdet
Catania, Paul; Ahlgren, Niklas - In: Ekonomiska Samfundets tidskrift 64 (2011) 1, pp. 57-64
Persistent link: https://www.econbiz.de/10009303355