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type_genre:"Arbeitspapier"
type_genre:"Series"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Kiel working paper"
~isPartOf:"Policy research working paper : WPS"
~person:"Saikkonen, Pentti"
~subject:"Theorie"
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Theorie
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Saikkonen, Pentti
Güth, Werner
39
Härdle, Wolfgang
32
Snower, Dennis J.
24
Lütkepohl, Helmut
23
Lechthaler, Wolfgang
20
Lux, Thomas
20
Schiff, Maurice W.
20
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18
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18
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17
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17
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15
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14
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13
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12
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11
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11
Servén, Luis
11
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11
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10
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10
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10
Narita, Daiju
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10
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9
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8
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8
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Kiel working paper
Policy research working paper : WPS
Discussion papers of interdisciplinary research project 373
16
EUI working paper / ECO
7
Bank of Finland research discussion papers
3
Discussion papers / Helsinki Center of Economic Research : discussion paper
3
Koç University - TÜSİAD Economic Research Forum working paper series
3
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1
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ECONIS (ZBW)
17
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1
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
2
Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction model
Saikkonen, Pentti
-
2001
Persistent link: https://www.econbiz.de/10001652439
Saved in:
3
Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
-
2001
Persistent link: https://www.econbiz.de/10001609552
Saved in:
4
Unit root tests in the presence of innovational outliers
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
-
2001
Persistent link: https://www.econbiz.de/10001630107
Saved in:
5
Testing for the cointegrating rank of a VAR process with level shift at unknown time
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2001
Persistent link: https://www.econbiz.de/10001618757
Saved in:
6
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001543855
Saved in:
7
Reducing size distortions of parametric stationarity tests
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001470392
Saved in:
8
Comparison of tests for the cointegrative rank of a VAR process with a structural shift
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001470724
Saved in:
9
Cointegrating smooth transition regressions with application to the Asian currency crisis
Saikkonen, Pentti
;
Choi, In
-
2000
Persistent link: https://www.econbiz.de/10001555318
Saved in:
10
Modelling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001528164
Saved in:
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