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Modeling Expectations with Non...
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Saikkonen, Pentti
341
Lanne, Markku
289
Lütkepohl, Helmut
131
Meitz, Mika
64
Luoto, Jani
58
Trenkler, Carsten
33
Luetkepohl, Helmut
18
Ahoniemi, Katja
16
Nyberg, Henri
16
Ripatti, Antti
15
Choi, In
13
Luoma, Arto
12
Luukkonen, Ritva
11
Lutkepohl, Helmut
9
Vesala, Timo
7
Jokivuolle, Esa
6
Laakkonen, Helinä
6
Demetrescu, Matei
5
Hubrich, Kirstin
5
Maciejowska, Katarzyna
5
Kalliovirta, Leena
4
L tkepohl, Helmut
4
Müller, Christian
4
Pentti, Saikkonen
4
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4
Anttonen, Jetro
3
Kauppi, Heikki
3
Liski, Matti
3
Netšunajev, Aleksei
3
SAIKKONEN, Pentti
3
Saarinen, Erkka
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2
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2
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2
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2
LUETKEPOHL, Helmut
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Liu, Keyan
2
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
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20
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15
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10
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5
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4
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3
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3
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1
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1
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Econometric theory
36
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22
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21
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SFB 373 Discussion Papers
21
Econometric Theory
20
MPRA Paper
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
18
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15
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Economics letters
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7
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Oxford bulletin of economics and statistics
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Journal of Business & Economic Statistics
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International Journal of Forecasting
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Oxford Bulletin of Economics and Statistics
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ECONIS (ZBW)
253
RePEc
180
OLC EcoSci
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EconStor
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111
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
Saved in:
112
Co-integration and the term structure of finnish short-term interest rates
Lanne, Markku
- In:
Finnish economic papers
8
(
1995
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10001181159
Saved in:
113
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
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114
Co-integration and the term structure of Finnish short-term interest rates
Lanne, Markku
-
1994
Persistent link: https://www.econbiz.de/10000898848
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115
Near unit roots and the predictive power of yield spreads for changes in long-term interest rates
Lanne, Markku
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 393-398
Persistent link: https://www.econbiz.de/10001406148
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116
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
Saved in:
117
Cointegrating smooth transition regressions
Saikkonen, Pentti
;
Choi, In
- In:
Econometric theory
20
(
2004
)
2
,
pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
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118
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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119
Asymptotic properties of some tests for cross corelation
Saikkonen, Pentti
- In:
Scandinavian journal of statistics : SJS ; theory and …
10
(
1983
)
4
,
pp. 269-280
Persistent link: https://www.econbiz.de/10002718964
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120
Asymptotically efficient estimation of cointegration regressions
Saikkonen, Pentti
- In:
Econometric theory
7
(
1991
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001111342
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