Personer Niklas Ahlgren

Niklas Ahlgren

Title

Universitetslektor i statistik

Mobile phone

+358 40 352 1242

Department

Ekonomisk statistik (Helsingfors)

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

Valda publikationer
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.https://doi.org/10.1093/jjfinec/nbw012
Paul Catani, Niklas Ahlgren2016,'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
Niklas Ahlgren, Paul Catani2016,'Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models',Statistical Papers,vol. 58,no. 4,pp. 1189-1216.https://doi.org/10.1007/s00362-016-0744-0
Linda Gerkman, Niklas Ahlgren2014,'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 Antell2013,'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