Articoli di "SAIKKONEN, Pentti"

Articolo Anno: 2008

Modeling Expectations with Noncausal Autoregressions

LANNE, Markku - SAIKKONEN, Pentti

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 20, pp. 1-42

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Articolo Anno: 2008

Parameter Estimation in Nonlinear AR-GARCH Models

SAIKKONEN, Pentti - Meitz, Mika

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 25, pp. 1-58

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Articolo Anno: 2008

Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term

LUETKEPOHL, Helmut - SAIKKONEN, Pentti - Demetrescu, Matei

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 24, pp. 1-35

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Articolo Anno: 2006

Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break

LUETKEPOHL, Helmut - SAIKKONEN, Pentti - TRENKLER, Carsten

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 29, pp. 1-31

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Articolo Anno: 2005

Modeling Conditional Skewness in Stock Returns

LANNE, Markku - SAIKKONEN, Pentti

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 14, pp. 1-22

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