Narrow search
Showing 1 - 10 of 346
Cover Image
Stability of regime switching error correction models under linear cointegration
Saikkonen, Pentti - In: Econometric theory 24 (2008) 1, pp. 294-318
Persistent link: https://www.econbiz.de/10003894159
Cover Image
Cointegrating smooth transition regressions
Saikkonen, Pentti; Choi, In - In: Econometric theory 20 (2004) 2, pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
Cover Image
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
Cover Image
Asymptotically efficient estimation of cointegration regressions
Saikkonen, Pentti - In: Econometric theory 7 (1991) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10001111342
Cover Image
Estimation and testing of cointegrated systems by an autoregressive approximation
Saikkonen, Pentti - In: Econometric theory 8 (1992) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001126812
Cover Image
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
Cover Image
Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti - In: Econometric theory 17 (2001) 2, pp. 296-326
Persistent link: https://www.econbiz.de/10001568399
Cover Image
Statistical inference in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti - In: Econometric theory 17 (2001) 2, pp. 327-356
Persistent link: https://www.econbiz.de/10001568400
Cover Image
Continuous weak convergence and stochastic equicontinuity results for integrated processes with an application to the estimation of a regression model
Saikkonen, Pentti - In: Econometric theory 9 (1993) 2, pp. 155-188
Persistent link: https://www.econbiz.de/10001143743
Cover Image
Comparing asymptotic properties of some tests used in the specification of time series models
Saikkonen, Pentti - 1985
Persistent link: https://www.econbiz.de/10000713420