Ahlgren, Niklas

name

• Ahlgren, Niklas

Authored works

• A general test for cointegration rank in vector autoregressive models
• Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
• Bootstrapping the error correction model cointegration test
• Cobreaking of stock prices and contagion
• Inference on cointegration in vector autoregressive models
• Panel cointegration of Chinese A and B shares
• Testing for cointegration between international stock prices
• Tests against stationary and explosive alternatives in vector autoregressive models
• Tests for cointegration rank and the initial condition
• The power of bootstrap tests of cointegration rank with financial time series

Works contributed to

• Real estate investment and uncertainty : econometric modelling using Finnish data

Works about Ahlgren, Niklas