Narrow search
Showing 1 - 10 of 15
Cover Image
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti; Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 4, pp. 451-464
Persistent link: https://www.econbiz.de/10001521533
Cover Image
Testing for the Cointegrating Rank of a VAR Process With Structural Shifts
Saikkonen, Pentti; Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 4, pp. 451-464
Persistent link: https://www.econbiz.de/10008217600
Cover Image
Prediction tests for structural stability of multiple time series
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 129-135
Persistent link: https://www.econbiz.de/10001090220
Cover Image
Forecasting vector ARMA processes with systematically missing observations
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 3, pp. 375-390
Persistent link: https://www.econbiz.de/10001009797
Cover Image
Forecasting contemporaneously aggregated vector ARMA processes
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 2 (1984) 3, pp. 201-214
Persistent link: https://www.econbiz.de/10002406069
Cover Image
Threshold autoregressions for strongly autocorrelated time series
Lanne, Markku; Saikkonen, Pentti - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 282-289
Persistent link: https://www.econbiz.de/10001660384
Cover Image
A multivariate generalized orthogonal factor GARCH model
Lanne, Markku; Saikkonen, Pentti - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 61-75
Persistent link: https://www.econbiz.de/10003410162
Cover Image
Threshold Autoregressions for Strongly Autocorrelated Time Series
Lanne, Markku; Saikkonen, Pentti - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 282-289
Persistent link: https://www.econbiz.de/10008216402
Cover Image
Special Section on Consumer Price Research - Testing for a Valid Normalization of Cointegrating Vectors in Vector Autoregressive Processes
Luukkonen, Ritva; Ripatti, Antti; Saikkonen, Pentti - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 2, pp. 195-204
Persistent link: https://www.econbiz.de/10008218550
Cover Image
A Multivariate Generalized Orthogonal Factor GARCH
Lanne, Markku; Saikkonen, Pentti - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 61-75
Persistent link: https://www.econbiz.de/10008222097