Lanne, Markku and Lütkepohl, 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.
Lanne, Markku and Saikkonen, Pentti (2005): A Multivariate Generalized Orthogonal Factor GARCH Model.
Lanne, Markku and Saikkonen, Pentti (2009): Modeling Expectations with Noncausal Autoregressions.
Lanne, Markku and Saikkonen, Pentti (2009): GMM Estimation with Noncausal Instruments.
Lanne, Markku and Luoto, Jani and Saikkonen, Pentti (2010): Optimal Forecasting of Noncausal Autoregressive Time Series.
Lanne, Markku and Saikkonen, Pentti (2010): Noncausal Vector Autoregression.
Lanne, Markku and Saikkonen, Pentti (2010): Noncausal autoregressions for economic time series.
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.
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by 
.
![[up]](/style/images/multi_up.png)
Up a level