Personlig profil
Meritförteckning
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.
Information om forskning och undervisning
Econometrics, Financial Econometrics, Time Series Analysis, Statistical Inference, Probability, Multivariate Data Analysis and Mathematics for Economists
Forskningsområden
Econometrics, Financial Econometrics, the Bootstrap and Spatial Econometrics
Information om examen
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.
Information om utbildning
Ekon. dr, företagsekonomi, Svenska handelshögskolan, Finland, 2003Nyckelord
- 112 Statistik
- 511 Nationalekonomi
Fingeravtryck
- 1 Liknande profiler
-
Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation
Ahlgren, N. & Antell, J., 20.01.2017, I: Journal of Financial Econometrics. 15, 2, s. 286-301 16 s.Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review
-
Combined Lagrange Multiplier Test for ARCH in Vector Autoregressive Models
Catani, P. & Ahlgren, N., 16.11.2016, I: Econometrics and Statistics. 1, 1, s. 62-84 23 s., 4.Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review
Öppen tillgång10 Citeringar (Scopus) -
Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models
Ahlgren, N. & Catani, P., 2017, I: Statistical Papers. 58, 4, s. 1189-1216 28 s., 11.Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review
Öppen tillgångFil4 Citeringar (Scopus) -
Practical Proposals for Specifying k-Nearest Neighbours Weights Matrices
Gerkman, L. & Ahlgren, N., 30.08.2014, I: Spatial Economic Analysis. 9, 3, s. 260-283 24 s., 2.Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review
15 Citeringar (Scopus) -
The Power of Bootstrap Tests of Cointegration Rank
Ahlgren, N. & Antell, J., 11.06.2013, I: Computational Statistics. 28, 6, s. 2719-2748 30 s.Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review
1 Citeringar (Scopus)
Projekt
- 8 Slutfört
-
Tests for Abnormal Returns under Weak Cross Sectional Dependence
Antell, J. (Projektledare, akademisk) & Ahlgren, N. (Projektdeltagare)
05.02.2009 → 31.12.2012
Projekt: Annat projekt
-
SPATIAL ECONOMETRICS AND HOUSE PRICE MODELS
Gerkman, L. (Projektledare, akademisk), Ahlgren, N. (Projektdeltagare) & Rosenqvist, G. (Projektdeltagare)
07.01.2005 → 31.12.2010
Projekt: Externt finansierat projekt
-
Tests for Cointegration Rank and the Initial Condition
Ahlgren, N. (Projektledare, akademisk) & Juselius, M. (Projektdeltagare)
01.01.2004 → 31.12.2012
Projekt: Externt finansierat projekt
-
Tests Against Stationary and Explosive Alternatives in Vector Autoregressive Models
Ahlgren, N. (Projektledare, akademisk)
01.01.2003 → 31.12.2009
Projekt: Externt finansierat projekt
-
COINTEGRATION OF CHINESE A AND B SHARES
Ahlgren, N. (Projektledare, akademisk)
01.10.2002 → 31.12.2008
Projekt: Externt finansierat projekt
Aktiviteter
-
The 10th International Conference on Computational and Financial Econometrics (CFE 2016)
Ahlgren, N. (Talare: Ordförande)
09.12.2016 → 11.12.2016Aktivitet: Deltagande i eller organisering av evenemang › Arrangemang av / deltagande i konferens, workshop, kurs, seminarium
-
69th European Meeting of the Econometric Society (ESEM)
Ahlgren, N. (Talare: Presentation)
22.08.2016 → 26.08.2016Aktivitet: Deltagande i eller organisering av evenemang › Arrangemang av / deltagande i konferens, workshop, kurs, seminarium
-
60th World Statistics Congress of the International Statistical Institute
Ahlgren, N. (Talare: Presentation)
26.07.2015 → 31.07.2015Aktivitet: Deltagande i eller organisering av evenemang › Arrangemang av / deltagande i konferens, workshop, kurs, seminarium
-
Faculty Opponent
Ahlgren, N. (Opponent vid disputation)
26.05.2014Aktivitet: Examination › Officiellt deltagande i handledning av doktorsavhandling, disputation, examination
-
Spatial Economic Analysis (Tidskrift)
Ahlgren, N. (Reviewer)
16.11.2023Aktivitet: Referentgranskning av publikationer och redaktionellt arbete › Vetenskaplig tidskrift