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~person:"Saikkonen, Pentti"
~subject:"Econometric model"
~subject:"Theory"
~type_genre:"Non-commercial literature"
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Econometric model
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Theorie
24
Cointegration
19
Kointegration
19
VAR model
16
VAR-Modell
16
Statistical test
7
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7
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6
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Saikkonen, Pentti
Lütkepohl, Helmut
37
Gil-Alaña, Luis A.
25
Nielsen, Morten Ørregaard
19
Johansen, Søren
18
Banerjee, Anindya
17
Heckman, James J.
17
Breitung, Jörg
16
Caporale, Guglielmo Maria
16
Huber, Martin
15
Trenkler, Carsten
15
Wagner, Martin
14
Pesaran, M. Hashem
13
Frölich, Markus
12
Hassler, Uwe
12
Imbens, Guido
11
Marcellino, Massimiliano
11
Berg, Gerard J. van den
10
Sibbertsen, Philipp
10
Dijk, Herman K. van
9
Hecq, Alain W. J.
9
Jusélius, Katarina
9
Phillips, Peter C. B.
9
Sentana, Enrique
9
Strachan, Rodney W.
9
Westerlund, Joakim
9
Lechner, Michael
8
Robinson, Peter M.
8
Urbain, Jean-Pierre
8
Abbring, Jaap H.
7
Dittmann, Ingolf
7
Fiorentini, Gabriele
7
Hall, Stephen G.
7
Almuzara, Martín
6
Chernozhukov, Victor
6
Engsted, Tom
6
Haldrup, Niels
6
Hildebrandt, Lutz
6
Jansson, Michael
6
Kapetanios, George
6
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
European University Institute / Department of Economics
5
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Discussion papers of interdisciplinary research project 373
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
EUI working paper / ECO
5
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1
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ECONIS (ZBW)
24
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21
Testing for the cointegrating rank of a VAR process with level shift at unknown time
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2001
Persistent link: https://www.econbiz.de/10001618757
Saved in:
22
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001543855
Saved in:
23
Comparison of tests for the cointegrative rank of a VAR process with a structural shift
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001470724
Saved in:
24
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:
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