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NONCAUSAL VECTOR AUTOREGRESSION
Lanne, Markku; Saikkonen, Pentti - In: Econometric theory 29 (2012) 3, pp. 447-481
Persistent link: https://www.econbiz.de/10010120918
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Noncausal vector autoregression
Lanne, Markku; Saikkonen, Pentti - In: Econometric theory 29 (2013) 3, pp. 447-481
Persistent link: https://www.econbiz.de/10009778526
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Estimation and testing of cointegrated systems by an autoregressive approximation
Saikkonen, Pentti - In: Econometric theory 8 (1992) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001126812
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Asymptotically efficient estimation of cointegration regressions
Saikkonen, Pentti - In: Econometric theory 7 (1991) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10001111342
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Continuous weak convergence and stochastic equicontinuity results for integrated processes with an application to the estimation of a regression model
Saikkonen, Pentti - In: Econometric theory 9 (1993) 2, pp. 155-188
Persistent link: https://www.econbiz.de/10001143743
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Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti - In: Econometric theory 17 (2001) 2, pp. 296-326
Persistent link: https://www.econbiz.de/10001568399
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Statistical inference in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti - In: Econometric theory 17 (2001) 2, pp. 327-356
Persistent link: https://www.econbiz.de/10001568400
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Stability of regime switching error correction models under linear cointegration
Saikkonen, Pentti - In: Econometric theory 24 (2008) 1, pp. 294-318
Persistent link: https://www.econbiz.de/10003894159
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Cointegrating smooth transition regressions
Saikkonen, Pentti; Choi, In - In: Econometric theory 20 (2004) 2, pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
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Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 16 (2000) 3, pp. 373-406
Persistent link: https://www.econbiz.de/10001507493