Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
The power of bootstrap tests of cointegration rank with financial time series
Ahlgren, Niklas; Antell, Jan - 2009
Persistent link: https://www.econbiz.de/10003846167
Cover Image
Bootstrapping the error correction model cointegration test
Ahlgren, Niklas (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536541
Cover Image
Wild bootstrap tests for autocorrelation in vector autoregressive models
Ahlgren, Niklas; Catani, Paul - 2012
Persistent link: https://www.econbiz.de/10009614383