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~isPartOf:"Economic modelling"
~isPartOf:"The econometrics journal"
~person:"Saikkonen, Pentti"
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Time series analysis
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Saikkonen, Pentti
Cubadda, Gianluca
4
Paradiso, Antonio
4
Perron, Pierre
4
Tiwari, Aviral Kumar
4
Arčabić, Vladimir
3
Baruník, Jozef
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Economic modelling
The econometrics journal
Econometric theory
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
6
Discussion papers / Helsinki Center of Economic Research : discussion paper
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Koç University - TÜSİAD Economic Research Forum working paper series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
Oxford bulletin of economics and statistics
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Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
2
Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
Saved in:
3
Testing linearity in cointegrating transition regressions
Choi, In
;
Saikkonen, Pentti
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 341-365
Persistent link: https://www.econbiz.de/10002463466
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