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Cointegrated vector autoregressive processes with continuous structural changes
Ripatti, Antti; Saikkonen, Pentti - 1998
Persistent link: https://www.econbiz.de/10000683852
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Noncausal vector autoregression
Lanne, Markku; Saikkonen, Pentti - 2009
Persistent link: https://www.econbiz.de/10003867806
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Forecasting with a noncausal VAR model
Nyberg, Henri; Saikkonen, Pentti - 2012
Persistent link: https://www.econbiz.de/10009660674
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Cointegrated vector autoregressive process with continuous structural changes
Ripatti, Antti; Saikkonen, Pentti - 1998
Persistent link: https://www.econbiz.de/10000997841
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On the estimation of Euler equations in the presence of a potential regime shift
Saikkonen, Pentti; Ripatti, Antti - 1999
Persistent link: https://www.econbiz.de/10001378521
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Testing for a unit root in noncausal autoregressive models
Saikkonen, Pentti; Sandberg, Rickard - 2013
Persistent link: https://www.econbiz.de/10010206171