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~person:"Saikkonen, Pentti"
~subject:"Structural break"
~subject:"Time series analysis"
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Structural break
Time series analysis
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111
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107
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41
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39
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39
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32
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32
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Saikkonen, Pentti
Franses, Philip Hans
135
Phillips, Peter C. B.
126
Koopman, Siem Jan
115
Gil-Alaña, Luis A.
109
Caporale, Guglielmo Maria
88
Lütkepohl, Helmut
75
Pesaran, M. Hashem
72
Härdle, Wolfgang
69
Koop, Gary
69
Teräsvirta, Timo
61
McAleer, Michael
60
Sibbertsen, Philipp
58
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Granger, C. W. J.
53
Swanson, Norman R.
53
Hassler, Uwe
50
Hyndman, Rob J.
50
Kunst, Robert M.
50
Dijk, Herman K. van
47
Lucas, André
47
Engle, Robert F.
46
Taylor, Robert
46
Timmermann, Allan
46
Hallin, Marc
45
Marcellino, Massimiliano
45
Perron, Pierre
44
Bauwens, Luc
43
Ghysels, Eric
43
Proietti, Tommaso
43
Hendry, David F.
41
Gao, Jiti
40
Stock, James H.
40
Kapetanios, George
39
Mills, Terence C.
39
Robinson, Peter M.
39
Feng, Yuanhua
37
Johansen, Søren
37
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37
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
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6
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6
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ECONIS (ZBW)
43
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1
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000996285
Saved in:
2
Cointegrated vector autoregressive processes with continuous structural changes
Ripatti, Antti
;
Saikkonen, Pentti
-
1998
Persistent link: https://www.econbiz.de/10000683852
Saved in:
3
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
4
Testing cointegration in infinite order vector autoregressive processes
Saikkonen, Pentti
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 93-126
Persistent link: https://www.econbiz.de/10001336800
Saved in:
5
Point optimal tests for testing the order of differencing in ARIMA models
Saikkonen, Pentti
- In:
Econometric theory
9
(
1993
)
3
,
pp. 343-362
Persistent link: https://www.econbiz.de/10001151130
Saved in:
6
Infinite-order cointegrated vector autoregressive processes
Saikkonen, Pentti
- In:
Econometric theory
12
(
1996
)
5
,
pp. 814-844
Persistent link: https://www.econbiz.de/10001214299
Saved in:
7
Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992267
Saved in:
8
Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
18
(
2002
)
2
,
pp. 313-348
Persistent link: https://www.econbiz.de/10001661298
Saved in:
9
Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
-
2001
Persistent link: https://www.econbiz.de/10001609552
Saved in:
10
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
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