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Lanne, Markku
28
Saikkonen, Pentti
8
Luoto, Jani
6
Luoma, Arto
3
Lütkepohl, Helmut
3
Ahoniemi, Katja
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Lanne, M.
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Liski, Matti
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Lütkepohl, H.
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Journal of economic dynamics & control
4
Economics letters
3
International journal of forecasting
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
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The econometrics journal
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1
Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time
Lanne, M.
;
Lütkepohl, H.
;
Saikkonen, P.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
1
,
pp. 91
Persistent link: https://www.econbiz.de/10006436708
Saved in:
2
Near Unit Roots, Cointegration, and the Term Structure of Interest Rates
Lanne, M.
- In:
Journal of applied econometrics
15
(
2000
)
5
,
pp. 513-530
Persistent link: https://www.econbiz.de/10006981598
Saved in:
3
Near unit root and the relationship between inflation and interest rates: A reexamination of the Fisher effect
Lanne, Markku
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
2
,
pp. 357-366
Persistent link: https://www.econbiz.de/10006277226
Saved in:
4
TESTING THE PREDICTABILITY OF STOCK RETURNS
Lanne, Markku
- In:
The review of economics and statistics
84
(
2002
)
3
,
pp. 407-415
Persistent link: https://www.econbiz.de/10006374228
Saved in:
5
Near Unit Roots and the Predictive Power of Yield Spreads for Changes in Long-Term Interest Rates
Lanne, Markku
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 393-398
Persistent link: https://www.econbiz.de/10006389396
Saved in:
6
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:
7
A Multivariate Generalized Orthogonal Factor GARCH
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
1
,
pp. 61-75
Persistent link: https://www.econbiz.de/10008222097
Saved in:
8
NONCAUSAL VECTOR AUTOREGRESSION
Lanne, Markku
;
Saikkonen, Pentti
- In:
Econometric theory
29
(
2012
)
3
,
pp. 447-481
Persistent link: https://www.econbiz.de/10010120918
Saved in:
9
Trends and Breaks in Per-Capita Carbon Dioxide Emissions, 1870-2028
Lanne, Markku
;
Liski, Matti
- In:
The energy journal
25
(
2004
)
4
,
pp. 41-66
Persistent link: https://www.econbiz.de/10007647551
Saved in:
10
Non-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251
Persistent link: https://www.econbiz.de/10007434436
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