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Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael, (2002)
Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction model
Saikkonen, Pentti, (2001)
Testing the nominal-to-real transformation
Kongsted, Hans Christian, (2005)
Estimation and testing of cointegrated systems by an autoregressive approximation
Saikkonen, Pentti, (1992)
Asymptotically efficient estimation of cointegration regressions
Saikkonen, Pentti, (1991)
Continuous weak convergence and stochastic equicontinuity results for integrated processes with an application to the estimation of a regression model
Saikkonen, Pentti, (1993)