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person:"Saikkonen, Pentti"
~subject:"Ranking method"
~subject:"Statistical test"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Vector error correction model"
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Ranking method
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18
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Saikkonen, Pentti
Chang, Tsangyao
7
Wagner, Martin
6
Westerlund, Joakim
6
Kurozumi, Eiji
5
Lütkepohl, Helmut
5
Carrion i Silvestre, Josep Lluís
4
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4
Phillips, Peter C. B.
4
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4
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3
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3
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2
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2
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2
Demetrescu, Matei
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1
Tests for nonlinear cointegration
Choi, In
;
Saikkonen, Pentti
- In:
Econometric theory
26
(
2010
)
3
,
pp. 682-709
Persistent link: https://www.econbiz.de/10003992424
Saved in:
2
Break date estimation for VAR processes with level shift with an application to cointegration testing
Saikkonen, Pentti
;
Lütkepohl, Helmut
;
Trenkler, Carsten
- In:
Econometric theory
22
(
2006
)
1
,
pp. 15-68
Persistent link: https://www.econbiz.de/10003272608
Saved in:
3
Testing for the cointegrating rank of a var process with level shift at unknown time
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 647-662
Persistent link: https://www.econbiz.de/10001978069
Saved in:
4
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:
5
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 287-310
Persistent link: https://www.econbiz.de/10001651359
Saved in:
6
A review of systems cointegration tests
Hubrich, Kirsten
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Econometric reviews
20
(
2001
)
3
,
pp. 247-318
Persistent link: https://www.econbiz.de/10001606186
Saved in:
7
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10001521533
Saved in:
8
Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes
Saikkonen, Pentti
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 235-257
Persistent link: https://www.econbiz.de/10001404807
Saved in:
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