Stationarity and ergodicity of vector STAR models von Kheifets, Igor L., Saikkonen, Pentti J.

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Stationarity and ergodicity of vector STAR models von Kheifets, Igor L, Saikkonen, Pentti J

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A specification strategy for order determination in arma models von de Gooijer, Jan G., Saikkonen, Pentti

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STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION; REGIME SWITCHING ERROR CORRECTION MODELS; PENTTI SAIKKONEN von Saikkonen, Pentti

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Identification and estimation of non-Gaussian structural vector autoregressions von Lanne, Markku, Meitz, Mika, Saikkonen, Pentti

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Testing for observation-dependent regime switching in mixture autoregressive models von Meitz, Mika, Saikkonen, Pentti

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SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS WITH AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY von Meitz, Mika, Saikkonen, Pentti

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Predicting U.S. recessions with dynamic binary response models von Kauppi, Heikki, Saikkonen, Pentti

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SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS von Meitz, Mika, Saikkonen, Pentti

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Subgeometric ergodicity and β-mixing von Meitz, Mika, Saikkonen, Pentti

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Gaussian mixture vector autoregression von Kalliovirta, Leena, Meitz, Mika, Saikkonen, Pentti

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NONCAUSAL VECTOR AUTOREGRESSION von Lanne, Markku, Saikkonen, Pentti

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Forecasting with a noncausal VAR model von Nyberg, Henri, Saikkonen, Pentti

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Testing identification via heteroskedasticity in structural vector autoregressive models von Lütkepohl, Helmut, Meitz, Mika, Netšunajev, Aleksei, Saikkonen, Pentti

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Testing for a Unit Root in Noncausal Autoregressive Models von Saikkonen, Pentti, Sandberg, Rickard

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PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS von Meitz, Mika, Saikkonen, Pentti

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A Multivariate Generalized Orthogonal Factor GARCH Model von Lanne, Markku, Saikkonen, Pentti

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A Gaussian Mixture Autoregressive Model for Univariate Time Series von Kalliovirta, Leena, Meitz, Mika, Saikkonen, Pentti

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Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity von Meitz, Mika, Saikkonen, Pentti

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Stability results for nonlinear error correction models von Saikkonen, Pentti

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