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

N. Ahlgren, J. Antell

Research output: Contribution to journal › Article › Scientific › peer-review

8 Citations (Scopus)

2 Finished

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FINANCIAL MARKETS AND TIME SERIES
Ahlgren, N. & Antell, J.
01.03.1998 → 31.12.2012
Project: Externally funded project
INFERENCE ON COINTEGRATION IN VECTOR AUTOREGRESSIVE MODELS
Ahlgren, N.
01.01.1999 → 31.12.2002
Project: Externally funded project