//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Time series analysis"
~person:"Saikkonen, Pentti"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
41
Theory
41
Cointegration
17
Kointegration
17
Zeitreihenanalyse
15
VAR model
13
VAR-Modell
13
Estimation theory
10
Schätztheorie
10
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
Autocorrelation
5
Autokorrelation
5
Estimation
5
Nichtlineare Regression
5
Nonlinear regression
5
Schätzung
5
Einheitswurzeltest
4
Unit root test
4
Exchange rate
3
Interest rate
3
USA
3
United States
3
Wechselkurs
3
Zins
3
Causality analysis
2
Deutschland
2
Econometric model
2
Forecasting model
2
Geldnachfrage
2
Germany
2
Kausalanalyse
2
Markov chain
2
Markov-Kette
2
Money demand
2
Prognoseverfahren
2
Regression analysis
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
15
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
15
Author
All
Saikkonen, Pentti
Phillips, Peter C. B.
53
Franses, Philip Hans
52
Gil-Alaña, Luis A.
45
Perron, Pierre
29
Taylor, Robert
28
Koop, Gary
24
Koopman, Siem Jan
24
Leybourne, Stephen James
24
Caporale, Guglielmo Maria
23
Hecq, Alain W. J.
22
Lütkepohl, Helmut
22
Harvey, Andrew C.
21
Granger, C. W. J.
20
Newbold, Paul
20
Hong, Yongmiao
19
Hyndman, Rob J.
19
Ghysels, Eric
18
Hassler, Uwe
18
Mills, Terence C.
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Hendry, David F.
17
McAleer, Michael
17
Teräsvirta, Timo
17
Peña, Daniel
16
Assimakopoulos, V.
15
Chan, Joshua
15
Haldrup, Niels
15
Makridakis, Spyros G.
15
Proietti, Tommaso
15
Engle, Robert F.
14
Gupta, Rangan
14
Herwartz, Helmut
14
Lucas, André
14
Marcellino, Massimiliano
14
McElroy, Tucker
14
Pesaran, M. Hashem
14
Spiliotis, Evangelos
14
Hallin, Marc
13
more ...
less ...
Published in...
All
Econometric theory
6
Journal of econometrics
2
Nonparametric dynamic modelling
2
The econometrics journal
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
Macroeconomic dynamics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
6
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:
7
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:
8
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:
9
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:
10
Vector autoregressive processes with nonlinear time trends in cointegrating relations
Ripatti, Antti
;
Saikkonen, Pentti
- In:
Macroeconomic dynamics
5
(
2001
)
4
,
pp. 577-597
Persistent link: https://www.econbiz.de/10001625171
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->