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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~person:"Saikkonen, Pentti"
~subject:"Statistical theory"
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Zeitreihenanalyse
Statistical theory
Theorie
16
Theory
16
Estimation theory
7
Schätztheorie
7
Time series analysis
6
ARCH model
4
ARCH-Modell
4
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4
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Saikkonen, Pentti
Phillips, Peter C. B.
11
Hong, Yongmiao
7
Lütkepohl, Helmut
5
Chambers, Marcus J.
4
Johansen, Søren
4
Linton, Oliver
4
Park, Joon Y.
4
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4
Wang, Qiying
4
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4
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3
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3
Chen, Bin
3
Choi, In
3
Gao, Jiti
3
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3
Harris, David
3
Jong, Robert M. de
3
Li, Qi
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Perron, Pierre
3
Taylor, Robert
3
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3
Xiao, Zhijie
3
Zheng, John Xu
3
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2
Barrio Castro, Tomás del
2
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2
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2
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2
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2
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Econometric theory
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
5
Bank of Finland research discussion papers
2
Discussion papers / Helsinki Center of Economic Research : discussion paper
2
Journal of econometrics
2
Koç University - TÜSİAD Economic Research Forum working paper series
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Nonparametric dynamic modelling
2
The econometrics journal
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
DIW Berlin Discussion Paper
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1
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HEER (Helsinki Center of Economic Research) Discussion Paper
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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Macroeconomic dynamics
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
Infinite-order cointegrated vector autoregressive processes
Saikkonen, Pentti
- In:
Econometric theory
12
(
1996
)
5
,
pp. 814-844
Persistent link: https://www.econbiz.de/10001214299
Saved in:
6
Point optimal tests for testing the order of differencing in ARIMA models
Saikkonen, Pentti
- In:
Econometric theory
9
(
1993
)
3
,
pp. 343-362
Persistent link: https://www.econbiz.de/10001151130
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