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Test Procedures for Unit Roots...
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1
Unit Root Tests in the Presence of Innovational Outliers
Lanne, M.
;
Lütkepohl, H.
;
Saikkonen, P.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794917
Saved in:
2
Comparison of Unit Root Tests for Time Series with Level Shifts
Lanne, M.
;
Lütkepohl, H.
;
Saikkonen, P.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796272
Saved in:
3
Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
Lanne, M.
;
Saikkonen, P.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838277
Saved in:
4
Reducing Size Distortions of Parametric Stationarity Tests
Lanne, M.
;
Saikkonen, P.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794903
Saved in:
5
Nonlinear GARCH Models for Highly Persistent Volatility
Lanne, M.
;
Saikkonen, P.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794994
Saved in:
6
Testing for Unit Roots in Time Series with Level Shifts
Saikkonen, P.
;
Lütkepohl, H.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005260486
Saved in:
7
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
Lütkepohl, H.
;
Saikkonen, P.
;
Trenkler, C.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838246
Saved in:
8
Order Selection in Testing for the Cointegration Rank of a VAR Process
Lütkepohl, H.
;
Saikkonen, P.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794883
Saved in:
9
Testing for the Cointegrating Rank of a VAR Process with an Intercept
Saikkonen, P.
;
Lütkepohl, H.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794935
Saved in:
10
Trend Adjustment Prior to Testing for the Cointegrating Rank of a VAR Process
Saikkonen, P.
;
Lütkepohl, H.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794982
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