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Authors / Editors: Saikkonen, Pentti

Number of items: 8.

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 Unpublished.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 Unpublished.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 Unpublished.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 Unpublished.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 Unpublished.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 Unpublished.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 Unpublished.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 Unpublished.

This list was generated on Sat May 26 00:08:41 2012 CEST.
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