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Modeling expectations with noncausal autoregressions
Lanne, Markku (contributor); Saikkonen, Pentti (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724325
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Why it so difficult to uncover the risk-return tradeoff in stock returns?
Lanne, Markku; Saikkonen, Pentti - In: Economics letters 92 (2006) 1, pp. 118-125
Persistent link: https://www.econbiz.de/10003336529
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GMM estimation with noncausal instruments
Lanne, Markku; Saikkonen, Pentti - 2009
Persistent link: https://www.econbiz.de/10003884526
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A multivariate generalized orthogonal factor GARCH model
Lanne, Markku; Saikkonen, Pentti - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 61-75
Persistent link: https://www.econbiz.de/10003410162
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Optimal forecasting of noncausal autoregressive time series
Lanne, Markku; Luoto, Jani; Saikkonen, Pentti - 2010
Persistent link: https://www.econbiz.de/10003929220
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Noncausal vector autoregression
Lanne, Markku; Saikkonen, Pentti - 2010
Persistent link: https://www.econbiz.de/10003960100
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Testing for predictability in a noninvertible ARMA model
Lanne, Markku; Meitz, Mika; Saikkonen, Pentti - 2012
Persistent link: https://www.econbiz.de/10009505454
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GMM estimation with non-causal instruments
Lanne, Markku; Saikkonen, Pentti - In: Oxford bulletin of economics and statistics 73 (2011) 5, pp. 581-592
Persistent link: https://www.econbiz.de/10009308857
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Identification and estimation of non-Gaussian structural vector autoregressions
Lanne, Markku; Meitz, Mika; Saikkonen, Pentti - 2015
Persistent link: https://www.econbiz.de/10010514606
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Optimal forecasting of noncausal autoregressive time series
Lanne, Markku; Luoto, Jani; Saikkonen, Pentti - In: International journal of forecasting 28 (2012) 3, pp. 623-631
Persistent link: https://www.econbiz.de/10009659890