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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Saikkonen, Pentti"
~subject:"Forecasting model"
~subject:"IV-Schätzung"
~subject:"Statistische Methodenlehre"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Non-commercial literature"
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Regressionsanalyse
Ökonometrie
Forecasting model
IV-Schätzung
Statistische Methodenlehre
Zeitreihenanalyse
Estimation theory
13
Schätztheorie
13
Theorie
9
Theory
9
Time series analysis
6
VAR model
3
VAR-Modell
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Causality analysis
2
Kausalanalyse
2
Cointegration
1
Deutschland
1
Estimation
1
Gaussian mixture autoregressive model
1
Geldnachfrage
1
Germany
1
Higher-order approximation of the log-likelihood
1
Identification
1
Impulse responses
1
Kointegration
1
Likelihood ratio test
1
Logistic mixture autoregressive model
1
Modellierung
1
Money demand
1
Non-Gaussianity
1
Schätzung
1
Scientific modelling
1
Simulation
1
Singular information matrix
1
Statistical test
1
Statistischer Test
1
Structural vector autoregressive model
1
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Article in journal
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Non-commercial literature
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6
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6
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Saikkonen, Pentti
Phillips, Peter C. B.
30
Linton, Oliver
19
Taylor, Robert
15
Li, Qi
13
Su, Liangjun
13
Leybourne, Stephen James
12
Robinson, Peter M.
12
Cai, Zongwu
11
Chen, Songnian
11
White, Halbert
11
Sun, Yiguo
10
Xiao, Zhijie
10
Gao, Jiti
9
Wang, Qiying
9
Chambers, Marcus J.
8
Chen, Xiaohong
8
Ghysels, Eric
8
Johansen, Søren
8
Li, Degui
8
Fan, Yanqin
7
Florens, Jean-Pierre
7
Francq, Christian
7
Georgiev, Iliyan
7
Li, Jia
7
Park, Joon Y.
7
Perron, Pierre
7
Sun, Yixiao
7
Swanson, Norman R.
7
Zakoïan, Jean-Michel
7
Andersen, Torben
6
Chan, Ngai Hang
6
Davis, Richard A.
6
Hansen, Bruce E.
6
Harvey, David I.
6
Hong, Yongmiao
6
Lee, Ji Hyung
6
Newey, Whitney K.
6
Ng, Serena
6
Stengos, Thanasēs
6
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Econometric theory
Journal of econometrics
Journal of risk and financial management : JRFM
Nonparametric dynamic modelling
2
CREATES research paper
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Discussion papers of interdisciplinary research project 373
1
The econometrics journal
1
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ECONIS (ZBW)
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1
Identification and estimation of non-Gaussian structural vector autoregressions
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 288-304
Persistent link: https://www.econbiz.de/10011818296
Saved in:
2
Noncausal vector autoregression
Lanne, Markku
;
Saikkonen, Pentti
- In:
Econometric theory
29
(
2013
)
3
,
pp. 447-481
Persistent link: https://www.econbiz.de/10009778526
Saved in:
3
Stability of regime switching error correction models under linear cointegration
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
1
,
pp. 294-318
Persistent link: https://www.econbiz.de/10003894159
Saved in:
4
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
5
Testing cointegration in infinite order vector autoregressive processes
Saikkonen, Pentti
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 93-126
Persistent link: https://www.econbiz.de/10001336800
Saved in:
6
Point optimal tests for testing the order of differencing in ARIMA models
Saikkonen, Pentti
- In:
Econometric theory
9
(
1993
)
3
,
pp. 343-362
Persistent link: https://www.econbiz.de/10001151130
Saved in:
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