A1 Journal article (refereed)
Tests against stationary and explosive alternatives in vector autoregressive models (2008)

Ahlgren, N., & Nyblom, J. (2008). Tests against stationary and explosive alternatives in vector autoregressive models. J. Time Ser. Anal., 29(3), 421-443. https://doi.org/10.1111/j.1467-9892.2007.00560.x

JYU authors or editors

Publication details

All authors or editors: Ahlgren, Niklas; Nyblom, Jukka

Journal or series: J. Time Ser. Anal.

Publication year: 2008

Volume: 29

Issue number: 3

Pages range: 421-443

Publication language: English

DOI: https://doi.org/10.1111/j.1467-9892.2007.00560.x

Publication open access: Not open

Publication channel open access: 

Free keywords: asymptoottinen lokaalinen voimakkuus; yhteisintegroituvuus; yksikköjuuri

Contributing organizations

Ministry reporting: Yes

Preliminary JUFO rating: Not rated