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~person:"Saikkonen, Pentti"
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Saikkonen, Pentti
Caporale, Guglielmo Maria
189
Belke, Ansgar
143
Khandker, Shahidur R.
142
Gil-Alaña, Luis A.
135
Narayan, Paresh Kumar
105
Shahbaz, Muhammad
105
Lütkepohl, Helmut
101
Bahmani-Oskooee, Mohsen
97
Islam, Nazrul
97
Johansen, Søren
92
Wagner, Martin
91
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84
Phillips, Peter C. B.
83
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80
Herzer, Dierk
78
Rahman, Mustafizur
77
Rault, Christophe
76
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74
Bhattacharya, Debapriya
73
Hossain, Mahabub
70
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67
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60
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58
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58
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57
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57
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56
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55
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55
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52
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49
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49
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
European University Institute / Department of Economics
4
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Department of Economics, European University Institute
1
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Discussion papers of interdisciplinary research project 373
10
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5
Econometric theory
5
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1
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
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SFB 649 Discussion Papers
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ECONIS (ZBW)
41
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EconStor
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1
Cointegrated vector autoregressive processes with continuous structural changes
Ripatti, Antti
;
Saikkonen, Pentti
-
1998
Persistent link: https://www.econbiz.de/10000683852
Saved in:
2
A lag augmentation test for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Economics letters
63
(
1999
)
1
,
pp. 23-27
Persistent link: https://www.econbiz.de/10001398784
Saved in:
3
Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes
Saikkonen, Pentti
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 235-257
Persistent link: https://www.econbiz.de/10001404807
Saved in:
4
Comparison of tests for the cointegrating rank of a VAR process with a structural shift
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
Journal of econometrics
113
(
2003
)
2
,
pp. 201-229
Persistent link: https://www.econbiz.de/10001738893
Saved in:
5
Break date estimation and
cointegration
testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
Saved in:
6
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 287-310
Persistent link: https://www.econbiz.de/10001651359
Saved in:
7
Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction model
Saikkonen, Pentti
-
2001
Persistent link: https://www.econbiz.de/10001652439
Saved in:
8
A review of systems
cointegration
tests
Hubrich, Kirsten
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Econometric reviews
20
(
2001
)
3
,
pp. 247-318
Persistent link: https://www.econbiz.de/10001606186
Saved in:
9
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:
10
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
Saved in:
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