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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
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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
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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
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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
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Structural vector autoregressions with nonnormal residuals
Lanne, Markku; Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 159-168
Persistent link: https://www.econbiz.de/10003992825
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A Prior for Impulse Responses in Bayesian Structural VAR Models
Lanne, Markku; Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 115-128
Persistent link: https://www.econbiz.de/10008371882
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GMM estimation of non-Gaussian structural vector autoregression
Lanne, Markku; Luoto, Jani - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 69-81
Persistent link: https://www.econbiz.de/10012424500
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Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku; Liu, Keyan; Luoto, Jani - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
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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
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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