INFERENCE ON COINTEGRATION IN VECTOR AUTOREGRESSIVE MODELS

Research output

Research output per year 2006 2006 2008 2008

• 2 Article
• 1 Commissioned report

Research output per year

Research output per year

Search results

• 2008

  Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series

  Ahlgren, N. & Antell, J., 2008, In: Computational Statistics & Data Analysis. 52, p. 4754-4767 14 p.

  Research output: Contribution to journal › Article › Scientific › peer-review
  9 Citations (Scopus)

• Tests against Stationary and Explosive Alternatives in Vector Autoregressive Models

  Ahlgren, N. & Nyblom, J., 2008, In: Journal of Time Series Analysis. 29, p. 421-443 23 p.

  Research output: Contribution to journal › Article › Scientific › peer-review
  8 Citations (Scopus)
• 2006

  Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series

  Ahlgren, N. & Antell, J., 2006, Helsinki: Swedish School of Economics and Business Administration. 40 p. ( Swedish School of Economics and Business Administration. Working Papers)

  Research output: Book/Report › Commissioned report