Details about Pentti Saikkonen
Access statistics for papers by Pentti Saikkonen.
Last updated 2020-08-30. Update your information in the RePEc Author Service.
Short-id: psa958
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Working Papers
2020
- Subgeometrically ergodic autoregressions
Papers, arXiv.org
2019
- Stationarity and ergodicity of vector STAR models
Papers, arXiv.org 
See also Journal Article in Econometric Reviews (2020)
- Subgeometric ergodicity and $\beta$-mixing
Papers, arXiv.org
2018
- A mixture autoregressive model based on Student's $t$-distribution
Papers, arXiv.org 
Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2018) View citations (1)
- Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models
Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (1)
2017
- Testing for observation-dependent regime switching in mixture autoregressive models
Papers, arXiv.org View citations (1)
2015
- Identification and estimation of non-Gaussian structural vector autoregressions
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (13)
See also Journal Article in Journal of Econometrics (2017)
2013
- Testing for a unit root in noncausal autoregressive models
Research Discussion Papers, Bank of Finland 
See also Journal Article in Journal of Time Series Analysis (2016)
2012
- Forecasting with a noncausal VAR model
Research Discussion Papers, Bank of Finland View citations (2)
See also Journal Article in Computational Statistics & Data Analysis (2014)
- Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity
Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (2)
See also Journal Article in Journal of Multivariate Analysis (2013)
- Supplementary appendix to "noncausal vector autoregression"
MPRA Paper, University Library of Munich, Germany
- Testing for Predictability in a Noninvertible ARMA Model
Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum 
Also in MPRA Paper, University Library of Munich, Germany (2012)
2010
- A note on the geometric ergodicity of a nonlinear AR–ARCH model
Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (2)
See also Journal Article in Statistics & Probability Letters (2010)
- Noncausal Vector Autoregression
MPRA Paper, University Library of Munich, Germany View citations (3)
Also in Research Discussion Papers, Bank of Finland (2009) View citations (6)
See also Journal Article in Econometric Theory (2013)
- Noncausal autoregressions for economic time series
MPRA Paper, University Library of Munich, Germany View citations (7)
See also Journal Article in Journal of Time Series Econometrics (2011)
- Optimal Forecasting of Noncausal Autoregressive Time Series
MPRA Paper, University Library of Munich, Germany View citations (9)
See also Journal Article in International Journal of Forecasting (2012)
- Parameter estimation in nonlinear AR–GARCH models
Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum 
Also in Economics Working Papers, European University Institute (2008) View citations (1) CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2008) View citations (7) Economics Series Working Papers, University of Oxford, Department of Economics (2008) View citations (1)
See also Journal Article in Econometric Theory (2011)
2009
- GMM Estimation with Noncausal Instruments
MPRA Paper, University Library of Munich, Germany View citations (4)
See also Journal Article in Oxford Bulletin of Economics and Statistics (2011)
2008
- Modeling Expectations with Noncausal Autoregressions
Economics Working Papers, European University Institute View citations (8)
Also in MPRA Paper, University Library of Munich, Germany (2008) View citations (3)
- Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term
Economics Working Papers, European University Institute View citations (4)
See also Journal Article in Econometrics Journal (2009)
2007
- Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Economics Series Working Papers, University of Oxford, Department of Economics View citations (9)
Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (2007) View citations (3)
See also Journal Article in Econometric Theory (2008)
- Stability of nonlinear AR-GARCH models
Economics Series Working Papers, University of Oxford, Department of Economics View citations (5)
Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006) View citations (2) SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (2006) View citations (2)
See also Journal Article in Journal of Time Series Analysis (2008)
2006
- Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break
Economics Working Papers, European University Institute 
Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2006) 
See also Journal Article in Journal of Time Series Analysis (2008)
2005
- A Multivariate Generalized Orthogonal Factor GARCH Model
MPRA Paper, University Library of Munich, Germany View citations (4)
See also Journal Article in Journal of Business & Economic Statistics (2007)
- Modeling Conditional Skewness in Stock Returns
Economics Working Papers, European University Institute View citations (1)
See also Journal Article in The European Journal of Finance (2007)
2004
- A Skewed GARCH-in-Mean Model: An Application to U.S. Stock Returns
Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (2)
- Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift
Economics Working Papers, European University Institute View citations (11)
- Residual Autocorrelation Testing for Vector Error Correction Models
Economics Working Papers, European University Institute View citations (2)
See also Journal Article in Journal of Econometrics (2006)
2002
- Comparison of Unit Root Tests for Time Series with Level Shifts
MPRA Paper, University Library of Munich, Germany View citations (191)
Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1999) View citations (6)
See also Journal Article in Journal of Time Series Analysis (2002)
- Nonlinear GARCH models for highly persistent volatility
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
See also Journal Article in Econometrics Journal (2005)
2001
- Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000) 
See also Journal Article in Journal of Financial Econometrics (2003)
- Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction model
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
- Test procedures for unit roots in time series with level shifts at unknown time
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (19)
See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
- Testing for the cointegrating rank of a VAR process with level shift at unknown time
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
See also Journal Article in Econometrica (2004)
- Testing for the cointegrating rank of a VAR process with structural shifts
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 
See also Journal Article in Journal of Business & Economic Statistics (2000)
- Unit root tests in the presence of innovational outliers
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
2000
- Cointegrating smooth transition regressions with applications to the Asian currency crisis
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift
Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (41)
Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000) View citations (38)
See also Journal Article in Journal of Econometrics (2003)
- Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (13)
See also Journal Article in Econometrics Journal (2001)
- Reducing size distortions of parametric stationarity tests
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
See also Journal Article in Journal of Time Series Analysis (2003)
- Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time
Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (1)
Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1999) View citations (3)
See also Journal Article in Econometric Theory (2002)
- Threshold Autoregression for Strongly Autocorrelated Time Series
University of Helsinki, Department of Economics, Department of Economics
See also Journal Article in Journal of Business & Economic Statistics (2002)
1999
- On the estimation of Euler equations in the presence of a potential regime shift
Research Discussion Papers, Bank of Finland View citations (3)
See also Journal Article in Manchester School (2000)
- Testing for unit roots in time series with level shifts
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
- Unit root tests for time series with a structural break: When the break point is known
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (2)
1998
- A review of systemscointegration tests
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
See also Journal Article in Econometric Reviews (2001)
- Cointegrated vector autoregressive processes with continuous structural changes
Research Discussion Papers, Bank of Finland View citations (1)
- Testing for the cointegrating rank of a VAR process with an intercept
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 
See also Journal Article in Econometric Theory (2000)
1997
- Local power of likelihood ratio tests for the cointegrating rank of a VAR process
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 
See also Journal Article in Econometric Theory (1999)
- Order selection in testing for the cointegrating rank of a VAR process
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- Testing for the Cointegrating Rank of a VAR Process with a Time Trend
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
See also Journal Article in Journal of Econometrics (2000)
- Trend adjustment prior to testing for the cointegrating rank of a VAR process
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (2)
1995
- Asymptotic Inference on Nonlinear Functions of the Coefficients of Infinite Order Cointegated VAR Processes
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (3)
See also Journal Article in Journal of Econometrics (1997)
Journal Articles
2020
- Stationarity and ergodicity of vector STAR models
Econometric Reviews, 2020, 39, (4), 407-414 
See also Working Paper (2019)
2017
- Identification and estimation of non-Gaussian structural vector autoregressions
Journal of Econometrics, 2017, 196, (2), 288-304 View citations (36)
See also Working Paper (2015)
2016
- Gaussian mixture vector autoregression
Journal of Econometrics, 2016, 192, (2), 485-498 View citations (14)
- Testing for a Unit Root in Noncausal Autoregressive Models
Journal of Time Series Analysis, 2016, 37, (1), 99-125 View citations (6)
See also Working Paper (2013)
2015
- A Gaussian Mixture Autoregressive Model for Univariate Time Series
Journal of Time Series Analysis, 2015, 36, (2), 247-266 View citations (16)
2014
- Forecasting with a noncausal VAR model
Computational Statistics & Data Analysis, 2014, 76, (C), 536-555 View citations (6)
See also Working Paper (2012)
2013
- Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
Journal of Multivariate Analysis, 2013, 114, (C), 227-255 View citations (8)
See also Working Paper (2012)
- NONCAUSAL VECTOR AUTOREGRESSION
Econometric Theory, 2013, 29, (3), 447-481 View citations (29)
See also Working Paper (2010)
- Testing for Linear and Nonlinear Predictability of Stock Returns
Journal of Financial Econometrics, 2013, 11, (4), 682-705 View citations (2)
2012
- Optimal forecasting of noncausal autoregressive time series
International Journal of Forecasting, 2012, 28, (3), 623-631 View citations (34)
See also Working Paper (2010)
2011
- GMM Estimation with Non‐causal Instruments
Oxford Bulletin of Economics and Statistics, 2011, 73, (5), 581-592 
See also Working Paper (2009)
- Noncausal Autoregressions for Economic Time Series
Journal of Time Series Econometrics, 2011, 3, (3), 1-32 View citations (47)
See also Working Paper (2010)
- PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS
Econometric Theory, 2011, 27, (6), 1236-1278 View citations (14)
See also Working Paper (2010)
2010
- A note on the geometric ergodicity of a nonlinear AR-ARCH model
Statistics & Probability Letters, 2010, 80, (7-8), 631-638 View citations (2)
See also Working Paper (2010)
- TESTS FOR NONLINEAR COINTEGRATION
Econometric Theory, 2010, 26, (3), 682-709 View citations (27)
2009
- Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Econometrics Journal, 2009, 12, (3), 414-435 View citations (6)
See also Working Paper (2008)
2008
- ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS
Econometric Theory, 2008, 24, (5), 1291-1320 View citations (37)
See also Working Paper (2007)
- Introduction to Modern Time Series Analysis by Gebhard Kirchgässner, Jürgen Wolters
International Statistical Review, 2008, 76, (1), 151-152
- Predicting U.S. Recessions with Dynamic Binary Response Models
The Review of Economics and Statistics, 2008, 90, (4), 777-791 View citations (98)
- STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION
Econometric Theory, 2008, 24, (1), 294-318 View citations (18)
- Stability of nonlinear AR‐GARCH models
Journal of Time Series Analysis, 2008, 29, (3), 453-475 View citations (16)
See also Working Paper (2007)
- Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break
Journal of Time Series Analysis, 2008, 29, (2), 331-358 View citations (17)
See also Working Paper (2006)
2007
- A Multivariate Generalized Orthogonal Factor GARCH Model
Journal of Business & Economic Statistics, 2007, 25, 61-75 View citations (61)
See also Working Paper (2005)
- Modeling Conditional Skewness in Stock Returns
The European Journal of Finance, 2007, 13, (8), 691-704 View citations (12)
See also Working Paper (2005)
2006
- BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING
Econometric Theory, 2006, 22, (1), 15-68 View citations (13)
- Residual autocorrelation testing for vector error correction models
Journal of Econometrics, 2006, 134, (2), 579-604 View citations (22)
See also Working Paper (2004)
- Why is it so difficult to uncover the risk-return tradeoff in stock returns?
Economics Letters, 2006, 92, (1), 118-125 View citations (31)
2005
- Non-linear GARCH models for highly persistent volatility
Econometrics Journal, 2005, 8, (2), 251-276 View citations (22)
See also Working Paper (2002)
- Stability results for nonlinear error correction models
Journal of Econometrics, 2005, 127, (1), 69-81 View citations (25)
2004
- COINTEGRATING SMOOTH TRANSITION REGRESSIONS
Econometric Theory, 2004, 20, (2), 301-340 View citations (64)
- Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
Econometrica, 2004, 72, (2), 647-662 View citations (56)
See also Working Paper (2001)
- Testing linearity in cointegrating smooth transition regressions
Econometrics Journal, 2004, 7, (2), 341-365 View citations (77)
2003
- Comparison of tests for the cointegrating rank of a VAR process with a structural shift
Journal of Econometrics, 2003, 113, (2), 201-229 View citations (23)
See also Working Paper (2000)
- Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
Journal of Financial Econometrics, 2003, 1, (1), 96-125 View citations (26)
See also Working Paper (2001)
- Reducing size distortions of parametric stationarity tests
Journal of Time Series Analysis, 2003, 24, (4), 423-439 View citations (5)
See also Working Paper (2000)
- Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time
Oxford Bulletin of Economics and Statistics, 2003, 65, (1), 91-115 View citations (61)
See also Working Paper (2001)
2002
- Comparison of unit root tests for time series with level shifts
Journal of Time Series Analysis, 2002, 23, (6), 667-685 View citations (31)
See also Working Paper (2002)
- TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME
Econometric Theory, 2002, 18, (2), 313-348 View citations (167)
See also Working Paper (2000)
- Threshold Autoregressions for Strongly Autocorrelated Time Series
Journal of Business & Economic Statistics, 2002, 20, (2), 282-89 View citations (10)
See also Working Paper (2000)
2001
- A REVIEW OF SYSTEMS COINTEGRATION TESTS
Econometric Reviews, 2001, 20, (3), 247-318 View citations (66)
See also Working Paper (1998)
- CONSISTENT ESTIMATION IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS
Econometric Theory, 2001, 17, (2), 296-326 View citations (6)
- Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Econometrics Journal, 2001, 4, (2), 8 View citations (65)
See also Working Paper (2000)
- STATISTICAL INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS
Econometric Theory, 2001, 17, (2), 327-356 View citations (7)
2000
- On the Estimation of Euler Equations in the Presence of a Potential Regime Shift
Manchester School, 2000, 68, (s1), 92-121 View citations (1)
See also Working Paper (1999)
- TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT
Econometric Theory, 2000, 16, (3), 373-406 View citations (165)
See also Working Paper (1998)
- Testing for the Cointegrating Rank of a VAR Process with Structural Shifts
Journal of Business & Economic Statistics, 2000, 18, (4), 451-64 View citations (185)
See also Working Paper (2001)
- Testing for the cointegrating rank of a VAR process with a time trend
Journal of Econometrics, 2000, 95, (1), 177-198 View citations (147)
See also Working Paper (1997)
- Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process
Journal of Time Series Analysis, 2000, 21, (4), 435-456 View citations (3)
1999
- A lag augmentation test for the cointegrating rank of a VAR process
Economics Letters, 1999, 63, (1), 23-27 View citations (4)
- LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS
Econometric Theory, 1999, 15, (1), 50-78 View citations (35)
See also Working Paper (1997)
- Testing for a Valid Normalization of Cointegrating Vectors in Vector Autoregressive Processes
Journal of Business & Economic Statistics, 1999, 17, (2), 195-204 View citations (16)
- Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes
Econometric Reviews, 1999, 18, (3), 235-257 View citations (10)
1997
- Impulse response analysis in infinite order cointegrated vector autoregressive processes
Journal of Econometrics, 1997, 81, (1), 127-157 View citations (26)
See also Working Paper (1995)
- Testing cointegration in infinite order vector autoregressive processes
Journal of Econometrics, 1997, 81, (1), 93-126 View citations (67)
1996
- Infinite-Order Cointegrated Vector Autoregressive Processes
Econometric Theory, 1996, 12, (5), 814-844 View citations (25)
- Power of the Lagrange multiplier test for testing an autoregressive unit root
Economics Letters, 1996, 51, (1), 27-35
- TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION
Journal of Time Series Analysis, 1996, 17, (5), 481-496
1995
- Dependent versions of a central limit theorem for the squared length of a sample mean
Statistics & Probability Letters, 1995, 22, (3), 185-194
- Problems with the Asymptotic Theory of Maximum Likelihood Estimation in Integrated and Cointegrated Systems
Econometric Theory, 1995, 11, (5), 888-911 View citations (25)
1993
- A Note on a Lagrange Multiplier Test for Testing an Autoregressive Unit Root
Econometric Theory, 1993, 9, (3), 494-498 View citations (1)
- Continuous Weak Convergence and Stochastic Equicontinuity Results for Integrated Processes with an Application to the Estimation of a Regression Model
Econometric Theory, 1993, 9, (2), 155-188 View citations (8)
- Estimation of Cointegration Vectors with Linear Restrictions
Econometric Theory, 1993, 9, (1), 19-35 View citations (21)
- Point Optimal Tests for Testing the Order of Differencing in ARIMA Models
Econometric Theory, 1993, 9, (3), 343-362 View citations (17)
1992
- Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation
Econometric Theory, 1992, 8, (1), 1-27 View citations (166)
1991
- Asymptotically Efficient Estimation of Cointegration Regressions
Econometric Theory, 1991, 7, (1), 1-21 View citations (528)
1989
- Asymptotic relative efficiency of the classical test statistics under misspecification
Journal of Econometrics, 1989, 42, (3), 351-369 View citations (22)
1986
- ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS
Journal of Time Series Analysis, 1986, 7, (2), 133-155
1983
- ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS
Journal of Time Series Analysis, 1983, 4, (1), 69-78
Edited books
2014
- Essays in Nonlinear Time Series Econometrics
OUP Catalogue, Oxford University Press View citations (1)
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