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Saikkonen, Pentti
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Lütkepohl, Helmut
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Econometric theory
18
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5
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4
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4
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2
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1
Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models
Saikkonen, Pentti
;
Luukkonen, Ritva
- In:
Journal of the American Statistical Association : JASA
88
(
1993
)
422
,
pp. 596-601
Persistent link: https://www.econbiz.de/10006638856
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2
Stability results for nonlinear error correction models
Saikkonen, Pentti
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 69-82
Persistent link: https://www.econbiz.de/10006752635
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3
A lag augmentation test for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Economics letters
63
(
1999
)
1
,
pp. 23-28
Persistent link: https://www.econbiz.de/10006785922
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4
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10006791207
Saved in:
5
Testing cointegration in infinite order vector autoregressive processes
Saikkonen, Pentti
;
Luukkonen, Ritva
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 93-126
Persistent link: https://www.econbiz.de/10006791208
Saved in:
6
Testing for unit roots in time series with level shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
85
(
2001
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10006566094
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7
PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1279
Persistent link: https://www.econbiz.de/10009804264
Saved in:
8
Threshold Autoregressions for Strongly Autocorrelated Time Series
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 282-289
Persistent link: https://www.econbiz.de/10008216402
Saved in:
9
Testing for the Cointegrating Rank of a VAR Process With Structural Shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10008217600
Saved in:
10
Special Section on Consumer Price Research - Testing for a Valid Normalization of Cointegrating Vectors in Vector Autoregressive Processes
Luukkonen, Ritva
;
Ripatti, Antti
;
Saikkonen, Pentti
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 195-204
Persistent link: https://www.econbiz.de/10008218550
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