Research output per year
Research output per year
Personal profile
Curriculum
Dr. Niklas Ahlgren is Associate Professor in Statistics at the Hanken School of Economics. His research areas are econometrics, financial econometrics, the bootstrap and spatial econometrics. He has published in Computational Statistics, Computational Statistics and Data Analysis, Econometrics and Statistics, Empirical Economics, Journal of Financial Econometrics, Journal of Time Series Analysis and Spatial Economic Analysis, among other journals. Currently he is working on the power of bootstrap tests of cointegration with strong persistence in volatility and testing factor models in event studies.
Research and teaching information
Econometrics, Financial Econometrics, Time Series Analysis, Statistical Inference, Probability, Multivariate Data Analysis and Mathematics for Economists
Research areas
Econometrics, Financial Econometrics, the Bootstrap and Spatial Econometrics
Additional Education Information
PhD in Statistics and Econometrics (2003), Hanken School of Economics; LicSc in Economics (1998), Hanken School of Economics; MSc in Economics (1993), Hanken School of Economics.
Education information
Doctor of Science (Economics and Business Administration), Business Economics, Svenska handelshögskolan, Finland, 2003Keywords
- 112 Statistics and probability
- 511 Economics
- Econometrics and Financial Econometrics, Time Series, the Bootstrap, Spatial Econometrics
Fingerprint
Dive into the research topics where Niklas Ahlgren is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
-
Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation
Ahlgren, N. & Antell, J., 20.01.2017, In: Journal of Financial Econometrics. 15, 2, p. 286-301 16 p.Research output: Contribution to journal › Article › Scientific › peer-review
-
Combined Lagrange Multiplier Test for ARCH in Vector Autoregressive Models
Catani, P. & Ahlgren, N., 16.11.2016, In: Econometrics and Statistics. 1, 1, p. 62-84 23 p., 4.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access10 Citations (Scopus) -
Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models
Ahlgren, N. & Catani, P., 2017, In: Statistical Papers. 58, 4, p. 1189-1216 28 p., 11.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile4 Citations (Scopus) -
Practical Proposals for Specifying k-Nearest Neighbours Weights Matrices
Gerkman, L. & Ahlgren, N., 30.08.2014, In: Spatial Economic Analysis. 9, 3, p. 260-283 24 p., 2.Research output: Contribution to journal › Article › Scientific › peer-review
12 Citations (Scopus) -
The Power of Bootstrap Tests of Cointegration Rank
Ahlgren, N. & Antell, J., 11.06.2013, In: Computational Statistics. 28, 6, p. 2719-2748 30 p.Research output: Contribution to journal › Article › Scientific › peer-review
1 Citation (Scopus)
Projects
- 8 Finished
-
Tests for Abnormal Returns under Weak Cross Sectional Dependence
Antell, J. (Project manager, academic) & Ahlgren, N. (Project participant)
05.02.2009 → 31.12.2012
Project: Other project
-
SPATIAL ECONOMETRICS AND HOUSE PRICE MODELS
Gerkman, L. (Project manager, academic), Ahlgren, N. (Project participant) & Rosenqvist, G. (Project participant)
07.01.2005 → 31.12.2010
Project: Externally funded project
-
Tests for Cointegration Rank and the Initial Condition
Ahlgren, N. (Project manager, academic) & Juselius, M. (Project participant)
01.01.2004 → 31.12.2012
Project: Externally funded project
-
Tests Against Stationary and Explosive Alternatives in Vector Autoregressive Models
Ahlgren, N. (Project manager, academic)
01.01.2003 → 31.12.2009
Project: Externally funded project
-
COINTEGRATION OF CHINESE A AND B SHARES
Ahlgren, N. (Project manager, academic)
01.10.2002 → 31.12.2008
Project: Externally funded project
Activities
-
The 10th International Conference on Computational and Financial Econometrics (CFE 2016)
Ahlgren, N. (Speaker: Chair)
09.12.2016 → 11.12.2016Activity: Participating in or organising an event › Organisation of / participation in conferences, workshops, courses, seminars
-
69th European Meeting of the Econometric Society (ESEM)
Ahlgren, N. (Speaker: Presenter)
22.08.2016 → 26.08.2016Activity: Participating in or organising an event › Organisation of / participation in conferences, workshops, courses, seminars
-
60th World Statistics Congress of the International Statistical Institute
Ahlgren, N. (Speaker: Presenter)
26.07.2015 → 31.07.2015Activity: Participating in or organising an event › Organisation of / participation in conferences, workshops, courses, seminars
-
Faculty Opponent
Ahlgren, N. (Opponent at public defence of doctoral thesis)
26.05.2014Activity: Examination › Official participation in PhD thesis supervision, defence and examination
-
Spatial Economic Analysis (Journal)
Ahlgren, N. (Reviewer)
16.11.2023Activity: Publication peer-review and editorial work › Scientific journal