Niklas Ahlgren

Niklas Ahlgren

Title: 
Universitetslektor i statistik
Title: 
Associate Professor in Statistics
Mobile phone: 
+358 40 352 1242
Hanken phone: 
242
E-mail: 
niklas.ahlgren@hanken.fi
Postal address: 
PB 479
00101
Helsingfors
Unit/subject:

Statistics (Helsinki)

Enhet/ämne:

Ekonomisk statistik (Helsingfors)

Office hours:
By appointment
Mottagningstid:
Enligt överenskommelse
Forskningsområden:
  • 112 Statistik
  • 511 Nationalekonomi
Short CV:

Dr. Niklas Ahlgren is Associate Professor in Statistics at the Hanken School of Economics. His research areas are econometrics, financial econometrics, the bootstrap and spatial econometrics. He has published in Computational Statistics, Computational Statistics and Data Analysis, Econometrics and Statistics, Empirical Economics, Journal of Financial Econometrics, Journal of Time Series Analysis and Spatial Economic Analysis, among other journals. Currently he is working on the power of bootstrap tests of cointegration with strong persistence in volatility and testing factor models in event studies.

Education

Doctor of Science (Economics and Business Administration), Business Economics, Hanken School of Economics, Finland, 2003

Utbildning

Ekon. dr, företagsekonomi, Hanken Svenska handelshögskolan, Finland, 2003

Additional Education Information

PhD in Statistics and Econometrics (2003), Hanken School of Economics; LicSc in Economics (1998), Hanken School of Economics; MSc in Economics (1993), Hanken School of Economics.

 

Econometrics, Financial Econometrics, the Bootstrap and Spatial Econometrics

Research description:

Econometrics, Financial Econometrics, Time Series Analysis, Statistical Inference, Probability, Multivariate Data Analysis and Mathematics for Economists

Highlighted publications

Niklas Ahlgren, Jan Antell 2017, 'Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation' Journal of Financial Econometrics, vol 15, no. 2, pp. 286-301. https://doi.org/10.1093/jjfinec/nbw012
Paul Catani, Niklas Ahlgren 2016, 'Combined Lagrange Multiplier Test for ARCH in Vector Autoregressive Models' Econometrics and Statistics, vol 1, no. 1, pp. 62-84. https://doi.org/10.1016/j.ecosta.2016.10.006
Linda Gerkman, Niklas Ahlgren 2014, 'Practical Proposals for Specifying k-Nearest Neighbours Weights Matrices' Spatial Economic Analysis, vol 9, no. 3, pp. 260-283. https://doi.org/10.1080/17421772.2014.930167
Niklas Ahlgren, Jan Antell 2013, 'The Power of Bootstrap Tests of Cointegration Rank' Computational Statistics, vol 28, no. 6, pp. 2719-2748. https://doi.org/10.1007/s00180-013-0425-6