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~person:"Choi, In"
~person:"Magnus, Jan R."
~person:"Saikkonen, Pentti"
~subject:"ARCH model"
~subject:"Statistical theory"
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Choi, In
Magnus, Jan R.
Saikkonen, Pentti
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Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
2
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1291-1320
Persistent link: https://www.econbiz.de/10003748759
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3
Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti
- In:
Econometric theory
17
(
2001
)
2
,
pp. 296-326
Persistent link: https://www.econbiz.de/10001568399
Saved in:
4
Statistical inference in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti
- In:
Econometric theory
17
(
2001
)
2
,
pp. 327-356
Persistent link: https://www.econbiz.de/10001568400
Saved in:
5
Canonical cointegrating regression and testing for cointegration in the presence of /(1) and /(2) variables
Choi, In
- In:
Econometric theory
13
(
1997
)
6
,
pp. 850-876
Persistent link: https://www.econbiz.de/10001236161
Saved in:
6
Worldwide institutional and individual rankings in statistical theory by journal publications over the period 1980 - 1986
Phillips, Peter C. B.
- In:
Econometric theory
4
(
1988
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001049391
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