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Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series. (2006). Antell, Jan ; Ahlgren, Niklas.
In: Working Papers.
RePEc:hhb:hanken:0519.

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  1. Tests for Cointegration Rank and the Initial Condition. (2009). Juselius, John ; Ahlgren, Niklas.
    In: Working Papers.
    RePEc:hhb:hanken:0539.

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  2. Customer Needing - Conceptualising Industrial Service from a Customer Perspective. (2008). Strandvik, Tore ; Holmlund, Maria ; Edvardsson, BO.
    In: Working Papers.
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  3. Exploring Marketing in Micro Firms. (2007). Bjork, Peter ; Wagar, Karolina ; West, Bjorn ; Ravald, Annika.
    In: Working Papers.
    RePEc:hhb:hanken:0531.

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  4. Constructing Stability in Software Product Development during Organizational Restructurings. (2007). Segercrantz, Beata.
    In: Working Papers.
    RePEc:hhb:hanken:0527.

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  5. An Empirical Comparison of Linear and Nonlinear Volatility Models for Nordic Stock Returns. (2007). Kulp-Tg, Sofie.
    In: Working Papers.
    RePEc:hhb:hanken:0525.

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  6. Flexible Budgeting under Uncertainty: A Real Options Perspective. (2006). Wallin, Jan ; Ekholm, Bo-Goran .
    In: Working Papers.
    RePEc:hhb:hanken:0520.

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References

References cited by this document

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  8. [17] Ruiz, E. and Pascual, L., 2002, Bootstrapping financial time series. Jour- nal of Economic Surveys, 16, 271-300.

  9. [18] Swensen, A.R. (2006), Bootstrap algorithms for testing and determining the cointegration rank in VAR models, Econometrica, forthcoming. 33

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  13. [5] Doornik, LA., Hendry D.F. and Nielsen, B., 1998, Inference in coin- tegrated models: UK Ml revisited. Journal of Economic Suneys, 12, 533-572.

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  17. [9] Johansen, 5., 1996, Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Oxford: Oxford University Press).
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