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

Niklas Ahlgren, Jan Antell

Forskningsoutput: Bok/rapport › Beställd rapport

2 resultat

Slutfört
INFERENCE ON COINTEGRATION IN VECTOR AUTOREGRESSIVE MODELS
Ahlgren, N.
01.01.1999 → 31.12.2002
Projekt: Externt finansierat projekt
FINANCIAL MARKETS AND TIME SERIES
Ahlgren, N. & Antell, J.
01.03.1998 → 31.12.2012
Projekt: Externt finansierat projekt