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subject:"Schätztheorie"
subject:"Zeitreihenanalyse"
~isPartOf:"CESifo working papers"
~isPartOf:"Econometric theory"
~person:"Saikkonen, Pentti"
~subject:"Unit root test"
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Schätztheorie
Zeitreihenanalyse
Unit root test
Theorie
16
Theory
16
Estimation theory
7
Time series analysis
6
ARCH model
4
ARCH-Modell
4
Cointegration
4
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4
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3
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12
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Saikkonen, Pentti
Caporale, Guglielmo Maria
19
Pesaran, M. Hashem
19
Gil-Alaña, Luis A.
17
Phillips, Peter C. B.
16
Linton, Oliver
10
Lütkepohl, Helmut
10
Jong, Robert M. de
8
Lee, Lung-fei
7
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7
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7
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6
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6
Hong, Yongmiao
6
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6
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6
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6
Xiao, Zhijie
6
Egger, Peter
5
Fan, Yanqin
5
Knight, John L.
5
Li, Qi
5
Nabeya, Seiji
5
Robinson, Peter M.
5
Rodrigues, Paulo M. M.
5
Wang, Qiying
5
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5
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4
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4
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4
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4
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4
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4
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4
Johansen, Søren
4
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4
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4
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4
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CESifo working papers
Econometric theory
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Discussion papers of interdisciplinary research project 373
8
Bank of Finland research discussion papers
3
Discussion papers / Helsinki Center of Economic Research : discussion paper
2
Journal of econometrics
2
Koç University - TÜSİAD Economic Research Forum working paper series
2
Nonparametric dynamic modelling
2
The econometrics journal
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
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1
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1
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1
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1
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1
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1
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1
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1
Journal of time series econometrics
1
Macroeconomic dynamics
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
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ECONIS (ZBW)
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1
Subgeometrically ergodic autoregressions
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
38
(
2022
)
5
,
pp. 959-985
Persistent link: https://www.econbiz.de/10013469687
Saved in:
2
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
3
Cointegrating smooth transition regressions
Saikkonen, Pentti
;
Choi, In
- In:
Econometric theory
20
(
2004
)
2
,
pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
Saved in:
4
Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
18
(
2002
)
2
,
pp. 313-348
Persistent link: https://www.econbiz.de/10001661298
Saved in:
5
Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti
- In:
Econometric theory
17
(
2001
)
2
,
pp. 296-326
Persistent link: https://www.econbiz.de/10001568399
Saved in:
6
Statistical inference in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti
- In:
Econometric theory
17
(
2001
)
2
,
pp. 327-356
Persistent link: https://www.econbiz.de/10001568400
Saved in:
7
Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
15
(
1999
)
1
,
pp. 50-78
Persistent link: https://www.econbiz.de/10001381809
Saved in:
8
Infinite-order cointegrated vector autoregressive processes
Saikkonen, Pentti
- In:
Econometric theory
12
(
1996
)
5
,
pp. 814-844
Persistent link: https://www.econbiz.de/10001214299
Saved in:
9
Continuous weak convergence and stochastic equicontinuity results for integrated processes with an application to the estimation of a regression model
Saikkonen, Pentti
- In:
Econometric theory
9
(
1993
)
2
,
pp. 155-188
Persistent link: https://www.econbiz.de/10001143743
Saved in:
10
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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