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person:"Saikkonen, Pentti"
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Search: subject_exact:"VAR model"
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VAR model
18
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18
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13
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13
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12
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5
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Saikkonen, Pentti
Gupta, Rangan
74
Lütkepohl, Helmut
38
Kim, So-yŏng
33
Pesaran, M. Hashem
30
Koop, Gary
27
Marcellino, Massimiliano
27
Huber, Florian
24
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24
Österholm, Pär
23
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22
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21
Serletis, Apostolos
21
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20
Canova, Fabio
19
Carriero, Andrea
19
Balcilar, Mehmet
17
Huh, Hyeon-seung
17
Gambetti, Luca
16
Johansen, Søren
15
Kurita, Takamitsu
15
Schorfheide, Frank
15
Smith, L. Vanessa
15
Theodoridis, Konstantinos
15
Tillmann, Peter
15
Castelnuovo, Efrem
14
Chan, Joshua
14
Hammoudeh, Shawkat
14
Herwartz, Helmut
14
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14
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13
Feldkircher, Martin
13
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13
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13
Kang, Wensheng
13
Kapetanios, George
13
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13
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12
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12
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6
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4
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3
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1
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ECONIS (ZBW)
18
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1
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
2
Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 601-624
Persistent link: https://www.econbiz.de/10012619762
Saved in:
3
Identification and estimation of non-Gaussian structural vector autoregressions
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 288-304
Persistent link: https://www.econbiz.de/10011818296
Saved in:
4
Gaussian mixture vector autoregression
Kalliovirta, Leena
;
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10011704732
Saved in:
5
Noncausal vector autoregression
Lanne, Markku
;
Saikkonen, Pentti
- In:
Econometric theory
29
(
2013
)
3
,
pp. 447-481
Persistent link: https://www.econbiz.de/10009778526
Saved in:
6
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 414-435
Persistent link: https://www.econbiz.de/10003948827
Saved in:
7
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:
8
Stability results for nonlinear error correction models
Saikkonen, Pentti
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10002756922
Saved in:
9
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:
10
Comparison of tests for the cointegrating rank of a VAR process with a structural shift
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
Journal of econometrics
113
(
2003
)
2
,
pp. 201-229
Persistent link: https://www.econbiz.de/10001738893
Saved in:
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