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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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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