Staff Niklas Ahlgren

Niklas Ahlgren

Associate Professor in Statistics
Mobile phone

+358 40 352 1242


Statistics (Helsinki)

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

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.


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.

Econometrics, Financial Econometrics, the Bootstrap and Spatial Econometrics

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

Selected publications
Niklas Ahlgren, Jan Antell2017,'Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation',Journal of Financial Econometrics,vol. 15,no. 2,pp. 286-301.
Paul Catani, Niklas Ahlgren2016,'Combined Lagrange Multiplier Test for ARCH in Vector Autoregressive Models',Econometrics and Statistics,vol. 1,no. 1,pp. 62-84.
Niklas Ahlgren, Paul Catani2016,'Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models',Statistical Papers,vol. 58,no. 4,pp. 1189-1216.
Linda Gerkman, Niklas Ahlgren2014,'Practical Proposals for Specifying k-Nearest Neighbours Weights Matrices',Spatial Economic Analysis,vol. 9,no. 3,pp. 260-283.
Niklas Ahlgren, Jan Antell2013,'The Power of Bootstrap Tests of Cointegration Rank',Computational Statistics,vol. 28,no. 6,pp. 2719-2748.