INFERENCE ON COINTEGRATION IN VECTOR AUTOREGRESSIVE MODELS

Projekt: Externt finansierat projekt

2008

Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series
Ahlgren, N. & Antell, J., 2008, I: Computational Statistics & Data Analysis. 52, s. 4754-4767 14 s.
Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

9 Citeringar (Scopus)
Tests against Stationary and Explosive Alternatives in Vector Autoregressive Models
Ahlgren, N. & Nyblom, J., 2008, I: Journal of Time Series Analysis. 29, s. 421-443 23 s.
Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

8 Citeringar (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 s. ( Swedish School of Economics and Business Administration. Working Papers)
Forskningsoutput: Bok/rapport › Beställd rapport

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