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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Economics and finance working paper series"
~person:"Saikkonen, Pentti"
~subject:"Zeitreihenanalyse"
~type_genre:"Einführung"
~type_genre:"Graue Literatur"
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Zeitreihenanalyse
Theorie
7
Theory
7
Time series analysis
7
Estimation
3
Schätzung
3
ARCH model
2
ARCH-Modell
2
Causality analysis
2
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2
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Kausalanalyse
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2
Nonlinear regression
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USA
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Unit root test
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United States
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Saikkonen, Pentti
Gil-Alaña, Luis A.
51
Caporale, Guglielmo Maria
46
Härdle, Wolfgang
10
Lütkepohl, Helmut
7
Breitung, Jörg
5
Carcel, Hector
4
Lanne, Markku
4
Plastun, Alex
4
Spokojnyj, Vladimir G.
4
Tschernig, Rolf
4
Balparda, Borja
3
Candelon, Bertrand
3
Hunter, John
3
Kleinow, Torsten
3
Yang, Lijian
3
Barros, Carlos Pestana
2
Beirne, John
2
Chen, Song Xi
2
Cuñado Eizaguirre, Juncal
2
Herwartz, Helmut
2
Lovcha, Yuliya
2
Nakano, Junji
2
Salau, M. O.
2
Tjostheim, Dag
2
Yamamoto, Yoshikazu
2
Beine, Michel
1
Bunke, Olaf
1
Burke, Simon P.
1
Choi, In
1
Ciferri, Davide
1
Cybakov, Aleksandr B.
1
Davis, E. Philip
1
Feldmann, David
1
Fengler, Matthias
1
Franke, Jürgen
1
Föllmer, Hans
1
Girardi, Alessandro
1
Grammig, Joachim
1
Gregoriou, Andros
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics and finance working paper series
Discussion papers of interdisciplinary research project 373
6
Discussion papers / Helsinki Center of Economic Research : discussion paper
4
Koç University - TÜSİAD Economic Research Forum working paper series
3
Bank of Finland research discussion papers
2
CREATES research paper
1
Department of Economics discussion paper series / University of Oxford
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
EUI working paper / ECO
1
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ECONIS (ZBW)
7
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1
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
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2
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:
3
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:
4
Comparison of unit root tests for time series with level shifts
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
-
1999
Persistent link: https://www.econbiz.de/10001424859
Saved in:
5
Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001425254
Saved in:
6
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000996285
Saved in:
7
Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992267
Saved in:
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