Narrow search
Showing 1 - 10 of 18
Cover Image
Causal misspecifications in econometric models
Itkonen, Juha - 2011
Persistent link: https://www.econbiz.de/10009125666
Cover Image
Emissions trading in a network of linked markets
Itkonen, Juha V. A. - 2014
Persistent link: https://www.econbiz.de/10010350928
Cover Image
Using a normal jump-diffusion model for interest variation in a low-rate and high-volatility environment
Huotari, Antti - 2016
Persistent link: https://www.econbiz.de/10011478288
Cover Image
Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika; Saikkonen, Pentti - 2017
Persistent link: https://www.econbiz.de/10011751367
Cover Image
A mixture autoregressive model based on Student's t-distribution
Meitz, Mika; Preve, Daniel; Saikkonen, Pentti - 2018
Persistent link: https://www.econbiz.de/10011866239
Cover Image
Gaussian mixture vector autoregression
Kalliovirta, Leena; Meitz, Mika; Saikkonen, Pentti - 2014
Persistent link: https://www.econbiz.de/10010438222
Cover Image
GMM estimation with noncausal instruments
Lanne, Markku; Saikkonen, Pentti - 2009
Persistent link: https://www.econbiz.de/10003884526
Cover Image
A Gaussian mixture autoregressive model for univariate time series
Kalliovirta, Leena; Meitz, Mika; Saikkonen, Pentti - 2012
Persistent link: https://www.econbiz.de/10009627445
Cover Image
Autoregression-based estimation of the new Keynesian Phillips Curve
Lanne, Markku; Luoto, Jani - 2011
Persistent link: https://www.econbiz.de/10008905450
Cover Image
Forecasting US macroeconomic and financial time series with noncausal AR models : a comparison
Lanne, Markku; Nyberg, Henri; Saarinen, Erkka - 2011
Persistent link: https://www.econbiz.de/10008905455