Narrow search
Showing 1 - 10 of 53
Cover Image
Near unit roots, cointegration, and the term structure of interest rates
Lanne, Markku - In: Journal of applied econometrics 15 (2000) 5, pp. 513-529
Persistent link: https://www.econbiz.de/10001533584
Cover Image
Essays on inference in time series models with near unit roots : applications to interest rates
Lanne, Markku - 1997
Persistent link: https://www.econbiz.de/10000974874
Cover Image
Bayesian model selection and forecasting in noncausal autoregressive models
Lanne, Markku; Luoma, Arto; Luoto, Jani - 2009
Persistent link: https://www.econbiz.de/10003884523
Cover Image
GMM estimation with noncausal instruments
Lanne, Markku; Saikkonen, Pentti - 2009
Persistent link: https://www.econbiz.de/10003884526
Cover Image
Noncausal vector autoregression
Lanne, Markku; Saikkonen, Pentti - 2009
Persistent link: https://www.econbiz.de/10003867806
Cover Image
Joint modeling of call and put implied volatility
Ahoniemi, Katja; Lanne, Markku - In: International journal of forecasting 25 (2009) 2, pp. 239-258
Persistent link: https://www.econbiz.de/10003870046
Cover Image
Has US inflation really become harder to forecast?
Lanne, Markku; Luoto, Jani - 2010
Persistent link: https://www.econbiz.de/10008688504
Cover Image
Optimal forecasting of noncausal autoregressive time series
Lanne, Markku; Luoto, Jani; Saikkonen, Pentti - 2010
Persistent link: https://www.econbiz.de/10003929220
Cover Image
Autoregression-based estimation of the new Keynesian Phillips Curve
Lanne, Markku; Luoto, Jani - 2011
Persistent link: https://www.econbiz.de/10008905450
Cover Image
Forecasting US macroeconomic and financial time series with noncausal AR models : a comparison
Lanne, Markku; Nyberg, Henri; Saarinen, Erkka - 2011
Persistent link: https://www.econbiz.de/10008905455