Browsing All of EconStor by Author Saikkonen, Pentti

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Year of PublicationTitleAuthor(s)
1997 Local power of likelihood ratio tests for the cointegrating rank of a VAR processSaikkonen, Pentti; Lütkepohl, Helmut
1997 Trend adjustment prior to testing for the cointegrating rank of a VAR processSaikkonen, Pentti; Lütkepohl, Helmut
1997 Order selection in testing for the cointegrating rank of a VAR processLütkepohl, Helmut; Saikkonen, Pentti
1998 Testing for the cointegrating rank of a VAR process with an interceptSaikkonen, Pentti; Lütkepohl, Helmut
1998 A review of systemscointegration testsHubrich, Kirstin; Lütkepohl, Helmut; Saikkonen, Pentti
1999 Testing for unit roots in time series with level shiftsSaikkonen, Pentti; Lütkepohl, Helmut
1999 Unit root tests for time series with a structural break: When the break point is knownLütkepohl, Helmut; Müller, Christian; Saikkonen, Pentti
1999 Testing for a unit root in a time series with a level shift at unknown timeSaikkonen, Pentti; Lütkepohl, Helmut
1999 Comparison of unit root tests for time series with level shiftsLanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
2000 Modeling the US short-term interest rate by mixture autoregressive processesLanne, Markku; Saikkonen, Pentti
2000 Cointegrating smooth transition regressions with applications to the Asian currency crisisSaikkonen, Pentti; Choi, In
2000 Reducing size distortions of parametric stationarity testsLanne, Markku; Saikkonen, Pentti
2000 Comparison of tests for the cointegrating rank of a VAR process with a structural shiftLütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
2000 Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR processLütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
2001 Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction modelSaikkonen, Pentti
2001 Testing for the cointegrating rank of a VAR process with structural shiftsSaikkonen, Pentti; Lütkepohl, Helmut
2001 Unit root tests in the presence of innovational outliersLanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
2001 Test procedures for unit roots in time series with level shifts at unknown timeLanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
2001 Testing for the cointegrating rank of a VAR process with level shift at unknown timeLütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
2002 Nonlinear GARCH models for highly persistent volatilityLanne, Markku; Saikkonen, Pentti