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VAR model
Theorie
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73
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70
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48
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45
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43
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unit root
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vector autoregressive process
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Saikkonen, Pentti
44
Lütkepohl, Helmut
28
Trenkler, Carsten
13
Meitz, Mika
9
Lanne, Markku
5
Kalliovirta, Leena
2
Nyberg, Henri
2
Ripatti, Antti
2
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1
Luukkonen, Ritva
1
Netsunajev, Aleksei
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
European University Institute / Department of Economics
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6
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4
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ECONIS (ZBW)
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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:
2
Testing for a valid normalization of cointegrating vectors in vector autoregressive processes
Luukkonen, Ritva
;
Ripatti, Antti
;
Saikkonen, Penti
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 195-204
Persistent link: https://www.econbiz.de/10001410679
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
Stability results for nonlinear error correction models
Saikkonen, Pentti
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10002756922
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5
Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
16
(
2000
)
3
,
pp. 373-406
Persistent link: https://www.econbiz.de/10001507493
Saved in:
6
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:
7
Testing for the cointegrating rank of a VAR process with a time trend
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 177-198
Persistent link: https://www.econbiz.de/10001432560
Saved in:
8
Comparison of tests for the cointegrative rank of a VAR process with a structural shift
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001470724
Saved in:
9
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:
10
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001543855
Saved in:
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