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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Saikkonen, Pentti"
~subject:"Autokorrelation"
~type_genre:"Article in journal"
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Saikkonen, Pentti
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International review of financial analysis
Journal of econometrics
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Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 601-624
Persistent link: https://www.econbiz.de/10012619762
Saved in:
2
Residual autocorrelation testing for vector error correction models
Brüggemann, Ralf
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 579-604
Persistent link: https://www.econbiz.de/10003374345
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