E-LIB Suche - Ergebnisse für: Saikkonen, Pentti

1

SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS WITH AUTOREGRESSIV..:

Meitz, Mika ; Saikkonen, Pentti
Econometric Theory. , 2023

Link: https://doi.org/10.1017/..

2

Subgeometric ergodicity and β-mixing:

Meitz, Mika ; Saikkonen, Pentti
Journal of Applied Probability. 58 (2021) 3 - p. 594-608 , 2021

Link: https://doi.org/10.1017/..

3

A mixture autoregressive model based on Student's t–distrib..:

Meitz, Mika ; Preve, Daniel ; Saikkonen, Pentti
Communications in Statistics - Theory and Methods. 52 (2021) 2 - p. 499-515 , 2021

Link: https://doi.org/10.1080/..

4

Testing for observation-dependent regime switching in mixtu..:

Meitz, Mika ; Saikkonen, Pentti
Journal of Econometrics. 222 (2021) 1 - p. 601-624 , 2021

Link: https://doi.org/10.1016/..

5

SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS:

Meitz, Mika ; Saikkonen, Pentti
Econometric Theory. 38 (2020) 5 - p. 959-985 , 2020

Link: https://doi.org/10.1017/..

6

Testing identification via heteroskedasticity in structural..:

Lütkepohl, Helmut ; Meitz, Mika ; Netšunajev, Aleksei.
The Econometrics Journal. 24 (2020) 1 - p. 1-22 , 2020

Link: https://doi.org/10.1093/..

7

Stationarity and ergodicity of vector STAR models:

Kheifets, Igor L. ; Saikkonen, Pentti J.
Econometric Reviews. 39 (2019) 4 - p. 407-414 , 2019

Link: https://doi.org/10.1080/..

8

Identification and estimation of non-Gaussian structural ve..:

Lanne, Markku ; Meitz, Mika ; Saikkonen, Pentti
Journal of Econometrics. 196 (2017) 2 - p. 288-304 , 2017

Link: https://doi.org/10.1016/..

9

Gaussian mixture vector autoregression:

Kalliovirta, Leena ; Meitz, Mika ; Saikkonen, Pentti
Journal of Econometrics. 192 (2016) 2 - p. 485-498 , 2016

Link: https://doi.org/10.1016/..

10

Testing for a Unit Root in Noncausal Autoregressive Models:

Saikkonen, Pentti ; Sandberg, Rickard
Journal of Time Series Analysis. 37 (2015) 1 - p. 99-125 , 2015

Link: https://doi.org/10.1111/..

11

Forecasting with a noncausal VAR model:

Nyberg, Henri ; Saikkonen, Pentti
Computational Statistics & Data Analysis. 76 (2014) - p. 536-555 , 2014

Link: https://doi.org/10.1016/..

12

Essays in nonlinear time series econometrics:

Haldrup, Niels ; Meitz, Mika ; Saikkonen, Pentti , 2014

Link: http://dx.doi.org/10.109..

13

A Gaussian Mixture Autoregressive Model for Univariate Time..:

Kalliovirta, Leena ; Meitz, Mika ; Saikkonen, Pentti
Journal of Time Series Analysis. 36 (2014) 2 - p. 247-266 , 2014

Link: https://doi.org/10.1111/..

14

NONCAUSAL VECTOR AUTOREGRESSION:

Lanne, Markku ; Saikkonen, Pentti
Econometric Theory. 29 (2013) 3 - p. 447-481 , 2013

Link: https://www.jstor.org/st..

15

NONCAUSAL VECTOR AUTOREGRESSION:

Lanne, Markku ; Saikkonen, Pentti
Econometric Theory. 29 (2013) 3 - p. 447-481 , 2013

Link: http://dx.doi.org/10.101..