Lanne, Markku and Saikkonen, Pentti (2005): A Multivariate Generalized Orthogonal Factor GARCH Model. Unpublished.
Lanne, Markku and Saikkonen, Pentti (2009): GMM Estimation with Noncausal Instruments. Unpublished.
Lanne, Markku and Saikkonen, Pentti (2009): Modeling Expectations with Noncausal Autoregressions. Unpublished.
Lanne, Markku and Saikkonen, Pentti (2010): Noncausal autoregressions for economic time series. Unpublished.
Lanne, Markku and Saikkonen, Pentti (2010): Noncausal Vector Autoregression. Unpublished.
Lanne, Markku; Luoto, Jani and Saikkonen, Pentti (2010): Optimal Forecasting of Noncausal Autoregressive Time Series. Unpublished.
Lanne, Markku and Saikkonen, Pentti (2012): Supplementary appendix to "noncausal vector autoregression". Unpublished.
Lanne, Markku; Meitz, Mika and Saikkonen, Pentti (2012): Testing for predictability in a noninvertible ARMA model. Unpublished.