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Disambiguation of "Saikkonen, Pentti"

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A REVIEW OF SYSTEMS COINTEGRATION TESTS

, , and . Econometric Reviews, 20 (3): 247--318 (2001)

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Pentti Välipakka

Pentti Roiko-Jokela

 

Other publications of authors with the same name

Stability of nonlinear AR-GARCH models, and . Journal of Time Series Analysis, 29 (3): 453--475 (122 05 2008)doi: 10.1111/j.1467-9892.2007.00562.x.Stability results for nonlinear error correction models. Journal of Econometrics, 127 (1): 69--81 (July 2005)Power of the Lagrange multiplier test for testing an autoregressive unit root, and . Economics Letters, 51 (1): 27--35 (April 1996)Asymptotic relative efficiency of the classical test statistics under misspecification. Journal of Econometrics, 42 (3): 351--369 (November 1989)Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break, , and . Journal of Time Series Analysis, 29 (2): 331--358 (61 03 2008)doi: 10.1111/j.1467-9892.2007.00558.x.Forecasting with a noncausal VAR model., and . Comput. Stat. Data Anal., (2014)Why is it so difficult to uncover the risk-return tradeoff in stock returns?, and . Economics Letters, 92 (1): 118--125 (July 2006)Impulse response analysis in infinite order cointegrated vector autoregressive processes, and . Journal of Econometrics, 81 (1): 127--157 (November 1997)Testing cointegration in infinite order vector autoregressive processes, and . Journal of Econometrics, 81 (1): 93--126 (November 1997)Testing for the cointegrating rank of a VAR process with a time trend, and . Journal of Econometrics, 95 (1): 177--198 (March 2000)