Saikkonen, Pentti
Saikkonen, Pentti Juhani
Pentti Saikkonen
Saikkonen, Pentti, 1952-
VIAF ID: 56261274 ( Personal )
Permalink: http://viaf.org/viaf/56261274
Preferred Forms
- 100 0 _ ‡a Pentti Saikkonen
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- 100 1 _ ‡a Saikkonen, Pentti
- 100 1 0 ‡a Saikkonen, Pentti
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- 100 1 _ ‡a Saikkonen, Pentti
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- 100 1 _ ‡a Saikkonen, Pentti
- 100 1 _ ‡a Saikkonen, Pentti Juhani
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4xx's: Alternate Name Forms (8)
5xx's: Related Names (6)
- 510 2 _ ‡a Helsingin yliopisto, Matematiikan ja tilastotieteen laitos
- 510 2 _ ‡a Helsingin yliopisto ‡b Matematiikan ja tilastotieteen laitos ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Helsinki Center for Economic Research (HECER)
- 510 2 _ ‡a Helsinki Center of Economic Research
- 510 2 _ ‡a Helsinki Center of Economic Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Matematiikan ja Tilastotieteen Laitos (Helsinki)
Works
Title | Sources |
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Cointegrated vector autoregressive processes with continous structural changes | |
Cointegrating smooth transition regressions with application to the Asian currency crisis | |
Comparing asymptotic properties of some tests used in the specification of time series models | |
Essays in nonlinear time series econometrics | |
Modeling the US short term interest rate by mixture autoregressive processes | |
Nonlinear GARCH Models for Highly Persistent Volatility | |
On the estimation of Euler equations in the presence of a potential regime shift, 1999: | |
Reducing Size Distortions of Parametric Stationarity Tests | |
A Review of systemscointegration tests | |
Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction model | |
Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time | |
Testing for the cointegrating rank of a VAR process with an intercept | |
Testing identification via heteroskedasticity in structural vector autoregressive models | |
Unit root tests in the presence of innovational outliers |