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subject:"Time series analysis"
~isPartOf:"Econometric theory"
~person:"Park, Joon Y."
~person:"Saikkonen, Pentti"
~subject:"Statistical theory"
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Time series analysis
Statistical theory
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23
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23
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11
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11
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10
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5
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5
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Park, Joon Y.
Saikkonen, Pentti
Phillips, Peter C. B.
11
Hong, Yongmiao
7
Lütkepohl, Helmut
5
Chambers, Marcus J.
4
Johansen, Søren
4
Linton, Oliver
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Robinson, Peter M.
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Chen, Bin
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Choi, In
3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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Econometric theory
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
5
Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Bank of Finland research discussion papers
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Discussion papers / Helsinki Center of Economic Research : discussion paper
2
Koç University - TÜSİAD Economic Research Forum working paper series
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Nonparametric dynamic modelling
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The econometrics journal
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
DIW Berlin Discussion Paper
1
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1
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1
HEER (Helsinki Center of Economic Research) Discussion Paper
1
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1
Journal of economic theory and econometrics : journal of The Korean Econometric Society
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
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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
An invariance principle for sieve bootstrap in time series
Park, Joon Y.
- In:
Econometric theory
18
(
2002
)
2
,
pp. 469-490
Persistent link: https://www.econbiz.de/10001661308
Saved in:
6
Asymptotics for nonlinear transformations of integrated time series
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometric theory
15
(
1999
)
3
,
pp. 269-298
Persistent link: https://www.econbiz.de/10001434300
Saved in:
7
Canonical cointegrating regression and testing for cointegration in the presence of /(1) and /(2) variables
Choi, In
- In:
Econometric theory
13
(
1997
)
6
,
pp. 850-876
Persistent link: https://www.econbiz.de/10001236161
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
Testing for unit roots in models with structural change
Park, Joon Y.
- In:
Econometric theory
10
(
1994
)
5
,
pp. 917-936
Persistent link: https://www.econbiz.de/10001175050
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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