Niklas Ahlgren
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Finite-sample multivariate tests for ARCH in vector autoregressive models | 2020-07-08 | Paper |
| Wild bootstrap tests for autocorrelation in vector autoregressive models Statistical Papers | 2017-12-13 | Paper |
| The power of bootstrap tests of cointegration rank Computational Statistics | 2015-03-03 | Paper |
| Tests against stationary and explosive alternatives in vector autoregressive models Journal of Time Series Analysis | 2010-04-22 | Paper |
| Bootstrap and fast double bootstrap tests of cointegration rank with financial time series Computational Statistics and Data Analysis | 2009-06-16 | Paper |
Research outcomes over time
This page was built for person: Niklas Ahlgren
