Niklas Ahlgren
From MaRDI portal
Person:1685297
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
