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~institution:"Suomen Pankki"
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maximum likelihood estimation
2
Bayesian methods
1
TyEL occupational pension scheme
1
classification
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elliptic distribution
1
fiscal foresight
1
non-Gaussian
1
non-Gaussian return distributions
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non-Gaussian time series
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noncausal
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noncausal autoregressive model
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nonfundamentalness
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solvency
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term structure of interest rates
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unit root
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Saikkonen, Pentti
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Lanne, Markku
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Niininen, Petri
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Sandberg, Rickard
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Tanskanen, Antti J
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Vatanen, Kari
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Suomen Pankki
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
39
School of Economics and Management, University of Aarhus
16
HAL
12
Tinbergen Instituut
11
Cowles Foundation for Research in Economics, Yale University
10
International Monetary Fund (IMF)
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London School of Economics (LSE)
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Society for Computational Economics - SCE
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
7
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
6
Tilburg University, Center for Economic Research
6
Department of Econometrics and Business Statistics, Monash Business School
5
Department of Economics, Boston University
5
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
5
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
5
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
5
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
5
Université Paris-Dauphine (Paris IX)
5
Departamento de Estadistica, Universidad Carlos III de Madrid
4
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
4
National Bureau of Economic Research
4
Tinbergen Institute
4
Banca d'Italia
3
Business School, University of Sydney
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C.E.P.R. Discussion Papers
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Department of Economics and Related Studies, University of York
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Department of Economics, Boston College
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Department of Economics, Oxford University
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EconWPA
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Economics Group, Nuffield College, University of Oxford
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Erasmus University Rotterdam, Econometric Institute
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
3
Agricultural and Applied Economics Association - AAEA
2
Center for Financial Studies
2
Centre for Microdata Methods and Practice (CEMMAP)
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Deutsche Bundesbank
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Dipartimento di Economia e Finanza (DEF), Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS)
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1
Testing for a unit root in noncausal autoregressive models
Saikkonen, Pentti
;
Sandberg, Rickard
-
Suomen Pankki
-
2013
be non-
Gaussian
. In order to derive the tests, asymptotic properties of the maximum likelihood estimators are established …
Persistent link: https://www.econbiz.de/10010819004
Saved in:
2
Risk-based classification of financial instruments in the Finnish statutory pension scheme TyEL
Tanskanen, Antti J
;
Niininen, Petri
;
Vatanen, Kari
-
Suomen Pankki
-
2010
assumes that returns follow
Gaussian
distributions. This, however, is not actually the case with many – if not most …
Persistent link: https://www.econbiz.de/10008516093
Saved in:
3
Noncausal vector autoregression
Lanne, Markku
;
Saikkonen, Pentti
-
Suomen Pankki
-
2009
In this paper, we propose a new noncausal vector autoregressive (VAR) model for non-
Gaussian
time series. The …
Persistent link: https://www.econbiz.de/10004976734
Saved in:
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