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GMM estimation with noncausal instruments
Lanne, Markku; Saikkonen, Pentti - 2009
Persistent link: https://www.econbiz.de/10003884526
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Optimal forecasting of noncausal autoregressive time series
Lanne, Markku; Luoto, Jani; Saikkonen, Pentti - 2010
Persistent link: https://www.econbiz.de/10003929220
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Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
Meitz, Mika; Saikkonen, Pentti - 2011
Persistent link: https://www.econbiz.de/10008905452
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Modeling expectations with noncausal autoregressions
Lanne, Markku (contributor); Saikkonen, Pentti (contributor) - 2008
Persistent link: https://www.econbiz.de/10003693570
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Noncausal vector autoregression
Lanne, Markku; Saikkonen, Pentti - 2010
Persistent link: https://www.econbiz.de/10003960100
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Testing for predictability in a noninvertible ARMA model
Lanne, Markku; Meitz, Mika; Saikkonen, Pentti - 2012
Persistent link: https://www.econbiz.de/10009505454
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A Gaussian mixture autoregressive model for univariate time series
Kalliovirta, Leena; Meitz, Mika; Saikkonen, Pentti - 2012
Persistent link: https://www.econbiz.de/10009627445
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Gaussian mixture vector autoregression
Kalliovirta, Leena; Meitz, Mika; Saikkonen, Pentti - 2014
Persistent link: https://www.econbiz.de/10010438222
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A mixture autoregressive model based on Student's t-distribution
Meitz, Mika; Preve, Daniel; Saikkonen, Pentti - 2018
Persistent link: https://www.econbiz.de/10011866239
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Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika; Saikkonen, Pentti - 2017
Persistent link: https://www.econbiz.de/10011751367