{
  "@context": {
    "@vocab": "http://schema.org/",
    "rdau": "http://rdaregistry.info/Elements/u/",
    "skos": "http://www.w3.org/2004/02/skos/core#",
    "skos:prefLabel": {
      "@container": "@language"
    }
  },
  "@graph": [
    {
      "@id": "http://urn.fi/URN:NBN:fi:bib:me:W00581216300",
      "author": {
        "@id": "http://urn.fi/URN:NBN:fi:au:pn:000098066"
      },
      "name": "Tests for cointegration rank and the initial condition"
    },
    {
      "@id": "http://urn.fi/URN:NBN:fi:bib:me:W00400800600",
      "author": {
        "@id": "http://urn.fi/URN:NBN:fi:au:pn:000098066"
      },
      "name": "Testing for cointegration between international stock prices"
    },
    {
      "@id": "http://urn.fi/URN:NBN:fi:bib:me:W00100802100",
      "author": {
        "@id": "http://urn.fi/URN:NBN:fi:au:pn:000098066"
      },
      "name": "Tests against stationary and explosive alternatives in vector autoregressive models"
    },
    {
      "@id": "http://urn.fi/URN:NBN:fi:bib:me:W00032051600",
      "author": {
        "@id": "http://urn.fi/URN:NBN:fi:au:pn:000098066"
      },
      "name": "A general test for cointegration rank in vector autoregressive models"
    },
    {
      "@id": "http://urn.fi/URN:NBN:fi:bib:me:W00524520300",
      "author": {
        "@id": "http://urn.fi/URN:NBN:fi:au:pn:000098066"
      },
      "name": "Cobreaking of stock prices and contagion"
    },
    {
      "@id": "http://urn.fi/URN:NBN:fi:bib:me:W00298507700",
      "author": {
        "@id": "http://urn.fi/URN:NBN:fi:au:pn:000098066"
      },
      "name": "Inference on cointegration in vector autoregressive models"
    },
    {
      "@id": "http://urn.fi/URN:NBN:fi:bib:me:W00032051700",
      "author": {
        "@id": "http://urn.fi/URN:NBN:fi:au:pn:000098066"
      },
      "name": "Panel cointegration of Chinese A and B shares"
    },
    {
      "@id": "http://urn.fi/URN:NBN:fi:au:pn:000098066",
      "@type": "Person",
      "name": "Ahlgren, Niklas"
    },
    {
      "@id": "http://urn.fi/URN:NBN:fi:bib:me:W00022465400",
      "author": {
        "@id": "http://urn.fi/URN:NBN:fi:au:pn:000098066"
      },
      "name": "Bootstrapping the error correction model cointegration test"
    },
    {
      "@id": "http://urn.fi/URN:NBN:fi:bib:me:W01151495800",
      "author": {
        "@id": "http://urn.fi/URN:NBN:fi:au:pn:000098066"
      },
      "name": "Bootstrap and fast double bootstrap tests of cointegration rank with financial time series"
    },
    {
      "@id": "http://urn.fi/URN:NBN:fi:bib:me:W00581216700",
      "author": {
        "@id": "http://urn.fi/URN:NBN:fi:au:pn:000098066"
      },
      "name": "The power of bootstrap tests of cointegration rank with financial time series"
    },
    {
      "@id": "http://urn.fi/URN:NBN:fi:bib:me:W00024799200",
      "contributor": {
        "@id": "http://urn.fi/URN:NBN:fi:au:pn:000098066"
      },
      "name": "Real estate investment and uncertainty : econometric modelling using Finnish data"
    }
  ]
}