AAAAAA

   
Results: 1-11 |
Results: 11
Vector autoregressive processes with nonlinear time trends in cointegrating relations
Authors: Ripatti, A Saikkonen, P
Citation: A. Ripatti et P. Saikkonen, Vector autoregressive processes with nonlinear time trends in cointegrating relations, MACROECON D, 5(4), 2001, pp. 577-597
Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Authors: Saikkonen, P
Citation: P. Saikkonen, Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations, ECONOMET TH, 17(2), 2001, pp. 296-326
Statistical inference in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Authors: Saikkonen, P
Citation: P. Saikkonen, Statistical inference in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations, ECONOMET TH, 17(2), 2001, pp. 327-356
Unit root tests for time series with a structural break when the break point is known
Authors: Lutkepohl, H Muller, C Saikkonen, P
Citation: H. Lutkepohl et al., Unit root tests for time series with a structural break when the break point is known, INT SYMP EC, 2001, pp. 327-348
On the estimation of Euler equations in the presence of a potential regimeshift
Authors: Saikkonen, P Ripatti, A
Citation: P. Saikkonen et A. Ripatti, On the estimation of Euler equations in the presence of a potential regimeshift, MANCH SCH, 68, 2000, pp. 92-121
Testing for the cointegrating rank of a VAR process with structural shifts
Authors: Saikkonen, P Lutkepohl, H
Citation: P. Saikkonen et H. Lutkepohl, Testing for the cointegrating rank of a VAR process with structural shifts, J BUS ECON, 18(4), 2000, pp. 451-464
Testing for the cointegrating rank of a VAR process with a time trend
Authors: Lutkepohl, H Saikkonen, P
Citation: H. Lutkepohl et P. Saikkonen, Testing for the cointegrating rank of a VAR process with a time trend, J ECONOMET, 95(1), 2000, pp. 177-198
Testing for the cointegrating rank of a VAR process with an intercept
Authors: Saikkonen, P Lutkepohl, H
Citation: P. Saikkonen et H. Lutkepohl, Testing for the cointegrating rank of a VAR process with an intercept, ECONOMET TH, 16(3), 2000, pp. 373-406
Testing for a valid normalization of cointegrating vectors in vector autoregressive processes
Authors: Luukkonen, R Ripatti, A Saikkonen, P
Citation: R. Luukkonen et al., Testing for a valid normalization of cointegrating vectors in vector autoregressive processes, J BUS ECON, 17(2), 1999, pp. 195-204
Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Authors: Saikkonen, P Lutkepohl, H
Citation: P. Saikkonen et H. Lutkepohl, Local power of likelihood ratio tests for the cointegrating rank of a VAR process, ECONOMET TH, 15(1), 1999, pp. 50-78
A lag augmentation test for the cointegrating rank of a VAR process
Authors: Lutkepohl, H Saikkonen, P
Citation: H. Lutkepohl et P. Saikkonen, A lag augmentation test for the cointegrating rank of a VAR process, ECON LETT, 63(1), 1999, pp. 23-27
Risultati: 1-11 |