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Number of items: 9.

2002

Lanne, Markku and L├╝tkepohl, Helmut and Saikkonen, Pentti (2002): Comparison of Unit Root Tests for Time Series with Level Shifts. Published in: Journal of Time Series Analysis , Vol. 23, (2002): pp. 667-685.

May 2005

Lanne, Markku and Saikkonen, Pentti (2005): A Multivariate Generalized Orthogonal Factor GARCH Model.

May 2009

Lanne, Markku and Saikkonen, Pentti (2009): Modeling Expectations with Noncausal Autoregressions.

September 2009

Lanne, Markku and Saikkonen, Pentti (2009): GMM Estimation with Noncausal Instruments.

February 2010

Lanne, Markku and Luoto, Jani and Saikkonen, Pentti (2010): Optimal Forecasting of Noncausal Autoregressive Time Series.

April 2010

Lanne, Markku and Saikkonen, Pentti (2010): Noncausal Vector Autoregression.

August 2010

Lanne, Markku and Saikkonen, Pentti (2010): Noncausal autoregressions for economic time series.

2012

Lanne, Markku and Saikkonen, Pentti (2012): Supplementary appendix to "noncausal vector autoregression".

Lanne, Markku and Meitz, Mika and Saikkonen, Pentti (2012): Testing for predictability in a noninvertible ARMA model.

This list was generated on Fri Oct 18 14:37:11 2019 CEST.
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