Browsing All of EconStor by Author Saikkonen, Pentti

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Year of Publication	Title	Author(s)
1997	Order selection in testing for the cointegrating rank of a VAR process	Lütkepohl, Helmut; Saikkonen, Pentti
1997	Local power of likelihood ratio tests for the cointegrating rank of a VAR process	Saikkonen, Pentti; Lütkepohl, Helmut
1997	Trend adjustment prior to testing for the cointegrating rank of a VAR process	Saikkonen, Pentti; Lütkepohl, Helmut
1998	Cointegrated vector autoregressive processes with continuous structural changes	Ripatti, Antti; Saikkonen, Pentti
1998	A review of systemscointegration tests	Hubrich, Kirstin; Lütkepohl, Helmut; Saikkonen, Pentti
1998	Testing for the cointegrating rank of a VAR process with an intercept	Saikkonen, Pentti; Lütkepohl, Helmut
1999	Unit root tests for time series with a structural break: When the break point is known	Lütkepohl, Helmut; Müller, Christian; Saikkonen, Pentti
1999	On the estimation of Euler equations in the presence of a potential regime shift	Saikkonen, Pentti; Ripatti, Antti
1999	Testing for unit roots in time series with level shifts	Saikkonen, Pentti; Lütkepohl, Helmut
1999	Testing for a unit root in a time series with a level shift at unknown time	Saikkonen, Pentti; Lütkepohl, Helmut
1999	Comparison of unit root tests for time series with level shifts	Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
2000	Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process	Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
2000	Comparison of tests for the cointegrating rank of a VAR process with a structural shift	Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
2000	Reducing size distortions of parametric stationarity tests	Lanne, Markku; Saikkonen, Pentti
2000	Cointegrating smooth transition regressions with applications to the Asian currency crisis	Saikkonen, Pentti; Choi, In
2000	Modeling the US short-term interest rate by mixture autoregressive processes	Lanne, Markku; Saikkonen, Pentti
2001	Testing for the cointegrating rank of a VAR process with structural shifts	Saikkonen, Pentti; Lütkepohl, Helmut
2001	Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction model	Saikkonen, Pentti
2001	Test procedures for unit roots in time series with level shifts at unknown time	Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
2001	Testing for the cointegrating rank of a VAR process with level shift at unknown time	Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten

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