Browsing All of EconStor by Author Saikkonen, Pentti


Showing results 21 to 34 of 34
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Year of PublicationTitleAuthor(s)
2001Unit root tests in the presence of innovational outliersLanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
2002Nonlinear GARCH models for highly persistent volatilityLanne, Markku; Saikkonen, Pentti
2004Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD modelsMeitz, Mika; Saikkonen, Pentti
2006Stability of nonlinear AR-GARCH modelsMeitz, Mika; Saikkonen, Pentti
2006Testing for the cointegrating rank of a VAR process with level shift and trend breakTrenkler, Carsten; Saikkonen, Pentti; Lütkepohl, Helmut
2009Noncausal vector autoregressionLanne, Markku; Saikkonen, Pentti
2010Parameter estimation in nonlinear AR-GARCH modelsMeitz, Mika; Saikkonen, Pentti
2010A note on the geometric ergodicity of a nonlinear AR-ARCH modelMeitz, Mika; Saikkonen, Pentti
2012Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional HeteroskedasticityMeitz, Mika; Saikkonen, Pentti
2012Forecasting with a noncausal VAR modelNyberg, Henri; Saikkonen, Pentti
2012Testing for Predictability in a Noninvertible ARMA ModelLanne, Markku; Meitz, Mika; Saikkonen, Pentti
2013Testing for a unit root in noncausal autoregressive modelsSaikkonen, Pentti; Sandberg, Rickard
2018Testing identification via heteroskedasticity in structural vector autoregressive modelsLütkepohl, Helmut; Meitz, Mika; Netšunajev, Aleksei; Saikkonen, Pentti
2021Testing identification via heteroskedasticity in structural vector autoregressive modelsLütkepohl, Helmut; Meitz, Mika; Netšunajev, Aleksei; Saikkonen, Pentti