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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)
Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes
Saikkonen, Pentti, (1999)
Estimation and testing of cointegrated systems by an autoregressive approximation
Saikkonen, Pentti, (1992)
Asymptotically efficient estimation of cointegration regressions
Saikkonen, Pentti, (1991)