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~isPartOf:"Econometric theory"
~person:"Lieberman, Offer"
~person:"Saikkonen, Pentti"
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Lieberman, Offer
Saikkonen, Pentti
Phillips, Peter C. B.
11
Hong, Yongmiao
6
Lütkepohl, Helmut
5
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4
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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
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
3
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:
4
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:
5
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:
6
Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Ghysels, Eric
- In:
Econometric theory
12
(
1996
)
3
,
pp. 432-457
Persistent link: https://www.econbiz.de/10001207534
Saved in:
7
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:
8
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
Saved in:
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