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

• 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