Tests against Stationary and Explosive Alternatives in Vector Autoregressive Models

Niklas Ahlgren, Jukka Nyblom

Statistics, Helsinki

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

6 Citations (Scopus)

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Tests Against Stationary and Explosive Alternatives in Vector Autoregressive Models
Ahlgren, N.
01.01.2003 → 31.12.2009
Project: Externally funded project
INFERENCE ON COINTEGRATION IN VECTOR AUTOREGRESSIVE MODELS
Ahlgren, N.
01.01.1999 → 31.12.2002
Project: Externally funded project