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subject:"Börsenkurs"
subject:"Zeitreihenanalyse"
~person:"Saikkonen, Pentti"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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Saikkonen, Pentti
Franses, Philip Hans
69
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58
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46
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ECONIS (ZBW)
16
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1
Subgeometrically ergodic autoregressions
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
38
(
2022
)
5
,
pp. 959-985
Persistent link: https://www.econbiz.de/10013469687
Saved in:
2
Optimal forecasting of noncausal autoregressive time series
Lanne, Markku
;
Luoto, Jani
;
Saikkonen, Pentti
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 623-631
Persistent link: https://www.econbiz.de/10009659890
Saved in:
3
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
4
Noncausal autoregressions for economic time series
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of time series econometrics
3
(
2011
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009623566
Saved in:
5
Predicting US recessions with dynamic binary response models
Kauppi, Heikki
;
Saikkonen, Pentti
- In:
The review of economics and statistics
90
(
2008
)
4
,
pp. 777-791
Persistent link: https://www.econbiz.de/10003772088
Saved in:
6
Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
Saved in:
7
Cointegrating smooth transition regressions
Saikkonen, Pentti
;
Choi, In
- In:
Econometric theory
20
(
2004
)
2
,
pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
Saved in:
8
Testing linearity in cointegrating transition regressions
Choi, In
;
Saikkonen, Pentti
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 341-365
Persistent link: https://www.econbiz.de/10002463466
Saved in:
9
Modeling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 96-125
Persistent link: https://www.econbiz.de/10002220969
Saved in:
10
Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
18
(
2002
)
2
,
pp. 313-348
Persistent link: https://www.econbiz.de/10001661298
Saved in:
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