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Reducing size distortions of parametric stationarity tests
Lanne, Markku; Saikkonen, Pentti - 2000
and show by simulation that the modified test works reasonably well whenn the persistence is moderate and there is no time …
Persistent link: https://www.econbiz.de/10009582386
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Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction model
Saikkonen, Pentti - 2001
stability theory developed for Markov chains. Stationarity, existence of second moments of the stationary distribution, and …
Persistent link: https://www.econbiz.de/10009616775