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CONVERGENCE TO STOCHASTIC POWER INTEGRALS FOR DEPENDENT HETEROGENEOUS PROCESSES
Sandberg, Rickard - In: Econometric theory 25 (2009) 3, pp. 739-747
Persistent link: https://www.econbiz.de/10008257715
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Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes
He, Changli; Sandberg, Rickard - In: Econometric reviews 31 (2012) 1, pp. 34-60
Persistent link: https://www.econbiz.de/10009986243
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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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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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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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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
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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
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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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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
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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