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~person:"Saikkonen, Pentti"
~subject:"Time series analysis"
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41
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39
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32
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Saikkonen, Pentti
Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
115
Gil-Alaña, Luis A.
107
Caporale, Guglielmo Maria
87
Lütkepohl, Helmut
72
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68
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67
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61
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58
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55
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55
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55
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52
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50
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50
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47
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47
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47
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46
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46
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45
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43
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43
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42
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41
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41
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40
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39
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39
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39
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39
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37
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37
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37
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36
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
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7
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6
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5
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ECONIS (ZBW)
39
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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
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
10
Vector autoregressive processes with nonlinear time trends in cointegrating relations
Ripatti, Antti
;
Saikkonen, Pentti
- In:
Macroeconomic dynamics
5
(
2001
)
4
,
pp. 577-597
Persistent link: https://www.econbiz.de/10001625171
Saved in:
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