Narrow search
Showing 1 - 7 of 7
Cover Image
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika (contributor); Saikkonen, Pentti (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724354
Cover Image
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
Cover Image
Residual autocorrelation testing for vector error correction models
Brüggermann, Ralf (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001934577
Cover Image
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397947
Cover Image
Modeling conditional skewness in stock returns
Lanne, Markku (contributor); Saikkonen, Pentti (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003197857
Cover Image
Modeling expectations with noncausal autoregressions
Lanne, Markku (contributor); Saikkonen, Pentti (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724325
Cover Image
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003724350