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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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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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The power of bootstrap tests of cointegration rank with financial time series
Ahlgren, Niklas; Antell, Jan - 2009
Persistent link: https://www.econbiz.de/10003846167
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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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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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Tests for cointegration rank and the initial condition
Ahlgren, Niklas; Juselius, Mikael - In: Empirical economics : a journal of the Institute for … 42 (2012) 3, pp. 667-691
Persistent link: https://www.econbiz.de/10009547172
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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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Tests against stationary and explosive alternatives in vector autoregressive models
Ahlgren, Niklas (contributor); Nyblom, Jukka (contributor) - 2005
Persistent link: https://www.econbiz.de/10003227899