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Browsing All of EconStor by Author Saikkonen, Pentti
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Showing results 21 to 34 of 34
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Year of Publication
Title
Author(s)
2001
Unit root tests in the presence of innovational outliers
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
2002
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
2004
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
;
Saikkonen, Pentti
2006
Stability of nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
2006
Testing for the cointegrating rank of a VAR process with level shift and trend break
Trenkler, Carsten
;
Saikkonen, Pentti
;
Lütkepohl, Helmut
2009
Noncausal vector autoregression
Lanne, Markku
;
Saikkonen, Pentti
2010
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
2010
A note on the geometric ergodicity of a nonlinear AR-ARCH model
Meitz, Mika
;
Saikkonen, Pentti
2012
Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity
Meitz, Mika
;
Saikkonen, Pentti
2012
Forecasting with a noncausal VAR model
Nyberg, Henri
;
Saikkonen, Pentti
2012
Testing for Predictability in a Noninvertible ARMA Model
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
2013
Testing for a unit root in noncausal autoregressive models
Saikkonen, Pentti
;
Sandberg, Rickard
2018
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
;
Saikkonen, Pentti
2021
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
;
Saikkonen, Pentti