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~person:"Saikkonen, Pentti"
~subject:"Portfolio-Management"
~subject:"Statistical test"
~subject:"Stochastic process"
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Saikkonen, Pentti
McAleer, Michael
17
Bera, Anil K.
12
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9
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8
Gao, Jiti
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Pettenuzzo, Davide
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Robotti, Cesare
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Wang, Qiying
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1
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:
2
Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika
;
Saikkonen, Pentti
-
2017
Persistent link: https://www.econbiz.de/10011751367
Saved in:
3
GMM estimation with noncausal instruments
Lanne, Markku
;
Saikkonen, Pentti
-
2009
Persistent link: https://www.econbiz.de/10003884526
Saved in:
4
GMM estimation with non-causal instruments
Lanne, Markku
;
Saikkonen, Pentti
- In:
Oxford bulletin of economics and statistics
73
(
2011
)
5
,
pp. 581-592
Persistent link: https://www.econbiz.de/10009308857
Saved in:
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