Suchergebnisse - Saikkonen, Pentti
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1Test procedure for unit roots in time series with level shifts at unknown timeVeröffentlicht 2001Buch
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4Comparison of tests for the cointegrating rank of a VAR process with a structural shiftVeröffentlicht 2000Buch
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5
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6Unit root tests for time series with a structural break when the break point is knownVeröffentlicht 1999Buch
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7Testing for a unit root in a time series with a level shift at unknown timeVeröffentlicht 1999Buch
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8
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10Infinite order cointegrated vector autoregressive processes: estimation and inferenceVeröffentlicht 1994Buch
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11Comparing asymptotic properties of some tests used in the specification of time series modelsVeröffentlicht 1985Buch
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12Testing for the cointegrating rank of a VAR process with level shift at unknown timeVeröffentlicht 2001Buch
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13Test procedures for unit roots in time series with level shifts at unknown timeVeröffentlicht 2001Buch
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14Modeling the U.S. short-term interest rate by mixture autoregressive processesVeröffentlicht 2000Buch
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15Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR processVeröffentlicht 2000Buch
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