Authors: Saikkonen, Pentti

Citation: Saikkonen, Pentti, Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes, Econometric reviews , 18(3), 1999, pp. 235-257

Authors: Saikkonen, Pentti Lütkepohl, Helmut

Citation: Saikkonen, Pentti et Lütkepohl, Helmut, Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time, Econometric theory (Online) , 18(2), 2002, pp. 313-348