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Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - In: Oxford bulletin of economics and statistics 65 (2003) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10001741975
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Threshold autoregressions for strongly autocorrelated time series
Lanne, Markku; Saikkonen, Pentti - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 282-289
Persistent link: https://www.econbiz.de/10001660384
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Nonlinear GARCH models for highly persistent volatility
Lanne, Markku; Saikkonen, Pentti - 2002
Persistent link: https://www.econbiz.de/10001668610
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Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku; Lütkepohl, Helmut - In: Economics letters 75 (2002) 1, pp. 109-114
Persistent link: https://www.econbiz.de/10001650898
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Why is it so difficult to uncover the risk-return tradeoff in stock returns?
Lanne, Markku; Saikkonen, Pentti - 2005
Persistent link: https://www.econbiz.de/10002700275
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Unit root tests in the presence of innovational outliers
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - In: Contributions to modern econometrics : from data …, (pp. 151-167). 2002
Persistent link: https://www.econbiz.de/10001905248
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Trading Nokia : the roles of the Helsinki vs the New York stock exchanges
Jokivuolle, Elsa; Lanne, Markku - 2004
Persistent link: https://www.econbiz.de/10002571582
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Nob-linear GARCH models for highly persistent volatility
Lanne, Markku; Saikkonen, Pentti - In: The econometrics journal 8 (2005) 2, pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
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Modeling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku; Saikkonen, Pentti - In: Journal of financial econometrics : official journal of … 1 (2003) 1, pp. 96-125
Persistent link: https://www.econbiz.de/10002220969
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Trading Nokia : the roles of the Helsinki vs the New York stock exchanges
Jokivuolle, Elsa (contributor); Lanne, Markku (contributor) - 2004
Persistent link: https://www.econbiz.de/10002882996