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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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Wild bootstrap tests for autocorrelation in vector autoregressive models
Ahlgren, Niklas; Catani, Paul - 2012
Persistent link: https://www.econbiz.de/10009614383
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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