Pentti Saikkonen : Citation Profile

29

H index

53

i10 index

3971

Citations

RESEARCH PRODUCTION:

73

Articles

70

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   40 years (1983 - 2023). See details.
   Cites by year: 99
   Journals where Pentti Saikkonen has often published
   Relations with other researchers
   Recent citing documents: 168.    Total self citations: 53 (1.32 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psa958
   Updated: 2025-07-12    RAS profile: 2025-01-07    
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Relations with other researchers

Works with:

Meitz, Mika (3)

Lütkepohl, Helmut (2)

Netšunajev, Aleksei (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pentti Saikkonen.

Is cited by:

Koukouritakis, Minoas (53)

Hecq, Alain (51)

Lütkepohl, Helmut (51)

Lanne, Markku (47)

Wagner, Martin (45)

Nielsen, Morten (39)

Shahbaz, Muhammad (38)

Kurozumi, Eiji (37)

Jaussaud, Jacques (34)

Tiwari, Aviral (34)

rey, serge (32)

Cites to:

Lütkepohl, Helmut (52)

Lanne, Markku (33)

Johansen, Soren (24)

Perron, Pierre (20)

Phillips, Peter (19)

Meitz, Mika (16)

Rahbek, Anders (15)

Stock, James (12)

Hansen, Bruce (12)

Campbell, John (11)

Engle, Robert (11)

Main data

Where Pentti Saikkonen has published?

Journals with more than one article published# docs
Econometric Theory21
Journal of Econometrics10
Journal of Time Series Analysis10
Econometrics Journal4
Journal of Business & Economic Statistics4
Economics Letters3
Econometric Reviews3
Journal of Financial Econometrics2
Oxford Bulletin of Economics and Statistics2
Statistics & Probability Letters2

Working Papers Series with more than one paper published# docs
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes23
MPRA Paper / University Library of Munich, Germany9
Economics Working Papers / European University Institute7
Papers / arXiv.org6
Bank of Finland Research Discussion Papers / Bank of Finland5
Ko University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum4
Economics Series Working Papers / University of Oxford, Department of Economics3
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2

Recent works citing Pentti Saikkonen (2025 and 2024)

YearTitle of citing document
2024The Relationship Between Inflation, Human Development Index and CO2 in Selected Country Groups. (2024). Engl, Aykut ; Akan, Canan Daidir ; Alkan, Ufuk ; Ate, Mehmet Hanifi. In: Journal of Finance Letters (Maliye ve Finans Yazıları). RePEc:acc:malfin:v:39:y:2024:i:122:p:79-109.

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2024Trade policies and the transmission of international to domestic prices. (2024). von Cramon-Taubadel, Stephan ; Kastens, Lina ; Hoffmann, Clemens ; Vportugal-Perez, Alberto. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344313.

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2024Partially identified heteroskedastic SVARs. (2024). Bastianin, Andrea ; Bacchiocchi, Emanuele ; Kitagawa, Toru ; Mirto, Elisabetta. In: FEEM Working Papers. RePEc:ags:feemwp:343513.

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2024Setting up a Sovereign Wealth Fund to Reduce Currency Crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2417.

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2024The Transition to Renewables: Dampening the Impact of Fossil Fuel Price Shocks on Local Inflation.. (2024). Cornejo, Magdalena ; Hallack, Michelle ; David, Matias. In: Working Papers. RePEc:aoz:wpaper:345.

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2024Testing for Nonlinear Cointegration under Heteroskedasticity. (2024). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

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2024Gaussian and Students $t$ mixture vector autoregressive model with application to the effects of the Euro area monetary policy shock. (2024). Virolainen, Savi. In: Papers. RePEc:arx:papers:2109.13648.

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2024Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2024). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2024The Local to Unity Dynamic Tobit Model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2025Cointegration with Occasionally Binding Constraints. (2025). Wycherley, Sam ; Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2024Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066.

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2024Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions. (2024). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2024Optimization of the Generalized Covariance Estimator in Noncausal Processes. (2024). Jasiak, Joann ; Hecq, Alain ; Cubadda, Gianluca ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2306.14653.

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2024Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050.

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2025Bubble Modeling and Tagging: A Stochastic Nonlinear Autoregression Approach. (2025). Yang, Xuanling ; Zhang, Ting ; Li, Dong. In: Papers. RePEc:arx:papers:2401.07038.

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2024The general solution to an autoregressive law of motion. (2024). Franchi, Massimo ; Beare, Brendan ; Howlett, Phil. In: Papers. RePEc:arx:papers:2402.01966.

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2024Common Trends and Long-Run Identification in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2025Identification by non-Gaussianity in structural threshold and smooth transition vector autoregressive models. (2025). Virolainen, Savi. In: Papers. RePEc:arx:papers:2404.19707.

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2024A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models. (2024). Bucci, Andrea. In: Papers. RePEc:arx:papers:2406.02152.

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2024Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity. (2024). Kwiatkowski, Lukasz ; Wr, Justyna. In: Papers. RePEc:arx:papers:2406.03053.

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2024Three Scores and 15 Years (1948-2023) of Raos Score Test: A Brief History. (2024). Bilias, Yannis ; Bera, Anil K. In: Papers. RePEc:arx:papers:2406.19956.

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2024MSTest: An R-Package for Testing Markov Switching Models. (2024). Rodriguez-Rondon, Gabriel ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2411.08188.

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2024Geometric Deep Learning for Realized Covariance Matrix Forecasting. (2024). Zhang, Chao ; Palma, Michele ; Bucci, Andrea. In: Papers. RePEc:arx:papers:2412.09517.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025Sequential Monte Carlo for Noncausal Processes. (2025). Cubadda, Gianluca ; Grassi, Stefano ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2501.03945.

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2025Identification and estimation of structural vector autoregressive models via LU decomposition. (2025). Fujimori, Kou ; Shimokawa, Masato. In: Papers. RePEc:arx:papers:2503.12378.

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2025Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560.

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2025Regularized Generalized Covariance (RGCov) Estimator. (2025). Hecq, Alain ; Neyazi, Aryan Manafi ; Jasiak, Joann ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2504.18678.

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2025Bubble Detection with Application to Green Bubbles: A Noncausal Approach. (2025). Hecq, Alain ; Giancaterini, Francesco ; Jasiak, Joann ; Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2505.14911.

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2025Early and Accurate Recession Detection Using Classifiers on the Anticipation-Precision Frontier. (2025). Michaillat, Pascal. In: Papers. RePEc:arx:papers:2506.09664.

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2025Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition. (2025). Stevanovic, Dalibor ; Guay, Alain. In: Working Papers. RePEc:bbh:wpaper:25-03.

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2025€œThe Impact of Trade Openness on Sectoral Performance in Nigeria: Insights for Sustainable Economic Growth€. (2025). Adeolu, Professor Matthew ; Omoregbee, Godwin ; Akinsulire, Chief Oye ; Babatunde, Ogunjobi Adeyinka. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:1584-1615.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Herwartz, Helmut ; Lange, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

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2024Functional principal component analysis for cointegrated functional time series. (2024). Seo, Wonki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:320-330.

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2024Monetary Policy, Divergence, and the Euro. (2024). Schnabl, Gunther ; Pfeifer, Moritz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11442.

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2025Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques. (2025). Arranz, Miguel Angel ; Rodrguez, Juan Andrs ; Escribano, Lvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:45845.

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202540 Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand since the XIX Century. (2025). Sez, Lvaro Escribano ; Rodrguez, Juan Andres ; Arranz, Miguel Angel. In: UC3M Working papers. Economics. RePEc:cte:werepe:47122.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2081.

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2024Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100.

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2025Time-Varying Shock Transmission in Non-Gaussian Structural Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Strohsal, Till. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2110.

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2025Investment funds and euro disaster risk. (2025). Kaufmann, Christoph ; Georgiadis, Georgios ; Longaric, Pablo Anaya ; Cera, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20253029.

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2024Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

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2024Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824.

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2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

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2024Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x.

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2024Time aggregation of mixed causal–noncausal models. (2024). Telg, Sean. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005032.

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2025Regime dependence in the oil-stock market relationship: The role of oil price uncertainty. (2025). Mahadeo, Scott ; Heinlein, Reinhold. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001284.

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2024Semi-parametric single-index predictive regression models with cointegrated regressors. (2024). GAO, Jiti ; Zhou, Weilun ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002932.

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2024High-dimensional IV cointegration estimation and inference. (2024). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300338x.

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2024The local to unity dynamic Tobit model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001106.

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2024Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation. (2024). Funovits, Bernd. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s030440762400112x.

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2024Semiparametrically optimal cointegration test. (2024). Zhou, BO. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001611.

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2024Empirical risk minimization for time series: Nonparametric performance bounds for prediction. (2024). Llorens-Terrazas, Jordi ; Brownlees, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001945.

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2024Specification tests for non-Gaussian structural vector autoregressions. (2024). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001490.

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2024Consistent causal inference for high-dimensional time series. (2024). Cordoni, Francesco ; Sancetta, Alessio. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002537.

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2025Inference in mixed causal and noncausal models with generalized Student’s t-distributions. (2025). Hecq, Alain ; Giancaterini, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:1-12.

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2025Delayed Monetary Policy Effects in a Multi-Regime Cointegrated VAR(MRCIVAR). (2025). Semmler, Willi ; Chen, PU ; Maurer, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:105-134.

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2025Panel cointegrating polynomial regression analysis and an illustration with the environmental kuznets curve. (2025). Wagner, Martin ; de Jong, Robert M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:135-165.

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2024Setting up a sovereign wealth fund to reduce currency crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000864.

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2024Unraveling the structural sources of oil production and their impact on CO2 emissions. (2024). Wang, Shu ; Herwartz, Helmut ; Theilen, Bernd. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001968.

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2024Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models. (2024). Hasanli, Mubariz. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002184.

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2024Transition to a green economy, oil prices and the current account. (2024). Juhro, Solikin ; Anugrah, Donni ; Garg, Bhavesh ; Narayan, Paresh Kumar. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006248.

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2025Does Natural Gas Matter for Financial Stability? A SVAR-X Analysis on the European Financial System and Financial Intermediaries. (2025). Marzioni, Stefano ; Spallone, Marco ; Paccione, Cosimo ; Mur, Pina. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002397.

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2024Towards a greener future: How green technology innovation and energy efficiency are transforming sustainability. (2024). Rasool, Zeeshan ; Nazar, Raima ; Anser, Muhammad Khalid ; Song, Aifeng. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223032851.

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2024Impact of oil price, economic globalization, and inflation on economic output: Evidence from Latin American oil-producing countries using the quantile-on-quantile approach. (2024). Murshed, Muntasir ; Işık, cem ; Alvarado, Rafael ; Ahmad, Munir ; Hossain, Mohammad Razib ; Cuesta, Lizeth ; Iik, Cem ; Tillaguango, Brayan ; Rehman, Abdul. In: Energy. RePEc:eee:energy:v:302:y:2024:i:c:s0360544224015597.

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2024From funds to footprints: Unravelling the asymmetric association between nuclear energy technology and environmental quality. (2024). Adebayo, Tomiwa Sunday ; Ali, Sajid ; Dai, Luote ; Huang, Anzhong. In: Energy. RePEc:eee:energy:v:309:y:2024:i:c:s0360544224027804.

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2025News sentiment, climate conditions, and New Zealand electricity market: A real-time bidding policy perspective. (2025). Sbai, Erwann ; Tao, Miaomiao ; Sheng, Mingyue Selena ; Wang, Guanghao. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225004268.

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2024Estimating the precise form of uncovered interest parity under the Stock–Watson dynamic OLS approach. (2024). Wu, Yimin. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s154461232400953x.

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2024Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds. (2024). Chen, Steven Shu-Hsiu. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012054.

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2024Assessing deforestation in the Brazilian forests: An econometric inquiry into the load capacity curve for deforestation. (2024). Ayad, Hicham ; Abdelkader, Salim Bourchid ; Hassoun, Salaheddine Sari ; Abddel-Jalil, Osama Azmi. In: Forest Policy and Economics. RePEc:eee:forpol:v:159:y:2024:i:c:s1389934123002307.

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2024Digital technology innovation and corporate resilience. (2024). Zhang, Jingjing ; Chen, Changrun. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001145.

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2024Dollar reserves and U.S. yields: Identifying the price impact of official flows. (2024). Rebucci, Alessandro ; Ahmed, Rashad. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001016.

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2025Macroeconomic responses to financial stress shocks: Evidence from the US and the Eurozone. (2025). Giannellis, Nikolaos ; Tzanaki, Maria-Anna. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000969.

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2024Predicting recessions using VIX–yield curve cycles. (2024). Hansen, Anne Lundgaard. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:409-422.

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2024Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28.

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2024(Structural) VAR models with ignored changes in mean and volatility. (2024). Demetrescu, Matei ; Salish, Nazarii. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854.

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2024Wage – price dynamics and financial market in a disequilibrium macro model: A Keynes – Kaldor – Minsky modeling of recession and inflation using VECM. (2024). Semmler, Willi ; Chen, PU. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:433-452.

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2024Calibration and validation of macroeconomic simulation models by statistical causal search. (2024). Pallante, Gianluca ; Moneta, Alessio ; Martinoli, Mario. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s0167268124004001.

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2024A short term credibility index for central banks under inflation targeting: An application to Brazil. (2024). Issler, João ; Hecq, Alain ; Voisin, Elisa. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000445.

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2024FinTech and sustainable financing for low carbon energy transitions: A biodiversity and natural resource perspective in BRICS economies. (2024). Cong, Phan The ; Bach, Pham Xuan ; Zeng, LI ; Fu, HU ; Mahmoud, Haitham A ; Thanh, Dinh Thi ; Wong, Wing-Keung. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011972.

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2024Exploring the impact of fintech, natural resources, energy consumption, and international trade on economic growth in China: A dynamic ARDL approach. (2024). Li, Jingyi ; Liu, Tianyin ; Ling, Fong Khai. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006779.

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2024Estimating the Fed’s unconventional policy shocks. (2024). Jarociński, Marek ; Jarociski, Marek. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000011.

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2024Populists and fiscal policy: The case of Poland. (2024). Wysocki, Maciej ; Freytag, Andreas ; Wojcik, Cezary. In: European Journal of Political Economy. RePEc:eee:poleco:v:83:y:2024:i:c:s0176268024000582.

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2024Asymmetric nexus between shadow economy and financial instability: Does institutional quality matter?. (2024). Ramakrishnan, Suresh ; Faisal, Faisal ; Ghazi, Hamid ; Ali, Adnan ; Ur, Sami. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001388.

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2024The windfall of green finance: Advancing environmental sustainability through wind energy. (2024). Ali, Sajid ; Meo, Muhammad Saeed ; Wang, Mingsen ; Zhong, Daojun. In: Renewable Energy. RePEc:eee:renene:v:227:y:2024:i:c:s0960148124006517.

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2025Budgeting for bio-resilience: Unraveling the asymmetric impact of bioenergy technology budgets on environmental quality. (2025). Wang, Canghong ; Meo, Muhammad Saeed ; Nazar, Raima ; Ali, Sajid. In: Renewable Energy. RePEc:eee:renene:v:239:y:2025:i:c:s0960148124021426.

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2024Environmental consequences of trade-induced uncertainty: Evidence from econometric estimation. (2024). Ali, Sajid ; Nazar, Raima ; Anser, Muhammad Khalid ; Wan, Lihong. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009644.

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2025Exploring the dynamic nexus of factors shaping crop production. (2025). Rivel, Prince Dorian ; Bernard, Jean Baptiste. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:210:y:2025:i:c:s1364032124008888.

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2024Fueling the fire? How government support drives technological progress and complexity. (2024). Broekel, Tom ; Entner, Doris ; Nast, Carolin. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:6:s0048733324000544.

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2024Environmental sustainability and health outcomes: Do ICT diffusion and technological innovation matter?. (2024). OMRI, Anis ; Kahia, Montassar ; Kahouli, Bassem. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:1-11.

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2024The Federal Reserve’s Quantitative Easing policy and volatility spillovers: Evidence from Australia. (2024). de Mello, Lurion ; Yahyaei, Hamid ; Singh, Abhay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003897.

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2024Evaluating the nonlinear association between PM10 and emergency department visits. (2024). Santi, Luca ; Sanmarchi, Francesco ; Golinelli, Davide ; Bucci, Andrea. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:93:y:2024:i:c:s0038012124000867.

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2024Between policy swings and financial shockwaves: Asymmetric impact of economic policy uncertainty on financial stability in high-volatility nations. (2024). Nazar, Raima ; Ali, Sajid ; Rasool, Zeeshan ; Wu, Jie. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s003801212400199x.

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2024Strategic socioeconomic planning to address ecological footprints in an uncertain economic landscape. (2024). Anser, Muhammad Khalid ; Nazar, Raima ; Ali, Sajid ; Zhang, Jubao ; Ma, Juan. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002477.

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2024The development planning of the Italian Mezzogiorno: A statistical-mathematical analysis by a Real Business Cycle model. (2024). Vota, Luca ; Ferrentino, Rosa. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:96:y:2024:i:c:s0038012124002210.

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2024Transition towards environmental sustainability through financial inclusion, and digitalization in China: Evidence from novel quantile-on-quantile regression and wavelet coherence approach. (2024). Zhang, Wei ; Bakhsh, Satar ; Anas, Muhammad ; Ali, Kishwar. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006984.

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2024Energy as the new frontier: Dynamic panel data analysis revealing energys transformative role in economic growth and technological progress. (2024). Skare, Marinko ; Stjepanovic, Sasa ; Porada-Rocho, Magorzata ; Ozturk, Ilhan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008600.

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More than 100 citations found, this list is not complete...

Pentti Saikkonen has edited the books:

YearTitleTypeCited

Works by Pentti Saikkonen:

YearTitleTypeCited
2008Parameter estimation in nonlinear AR-GARCH models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper20
2011PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS.(2011) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2008Parameter Estimation in Nonlinear AR-GARCH Models.(2008) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 20		paper
2010Parameter estimation in nonlinear AR–GARCH models.(2010) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2008Parameter estimation in nonlinear AR-GARCH models.(2008) In: Economics Series Working Papers.
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This paper has nother version. Agregated cites: 20		paper
2015Identification and estimation of non-Gaussian structural vector autoregressions In: CREATES Research Papers.
[Full Text][Citation analysis]		paper122
2017Identification and estimation of non-Gaussian structural vector autoregressions.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		article
2001Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]		paper26
2003Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes.(2003) In: Journal of Financial Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 26		article
2000Modeling the US short-term interest rate by mixture autoregressive processes.(2000) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2017Testing for observation-dependent regime switching in mixture autoregressive models In: Papers.
[Full Text][Citation analysis]		paper6
2021Testing for observation-dependent regime switching in mixture autoregressive models.(2021) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 6		article
2018A mixture autoregressive model based on Students $t$-distribution In: Papers.
[Full Text][Citation analysis]		paper1
2023A mixture autoregressive model based on Student’s t–distribution.(2023) In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2019Stationarity and ergodicity of vector STAR models In: Papers.
[Full Text][Citation analysis]		paper5
2020Stationarity and ergodicity of vector STAR models.(2020) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2020Subgeometrically ergodic autoregressions In: Papers.
[Full Text][Citation analysis]		paper1
2022SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS.(2022) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2019Subgeometric ergodicity and $\beta$-mixing In: Papers.
[Full Text][Citation analysis]		paper0
2023Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity In: Papers.
[Full Text][Citation analysis]		paper0
1999Testing for a Valid Normalization of Cointegrating Vectors in Vector Autoregressive Processes. In: Journal of Business & Economic Statistics.
[Citation analysis]		article17
2000Testing for the Cointegrating Rank of a VAR Process with Structural Shifts. In: Journal of Business & Economic Statistics.
[Citation analysis]		article225
2001Testing for the cointegrating rank of a VAR process with structural shifts.(2001) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 225		paper
2002Threshold Autoregressions for Strongly Autocorrelated Time Series. In: Journal of Business & Economic Statistics.
[Citation analysis]		article16
2000Threshold Autoregression for Strongly Autocorrelated Time Series..(2000) In: University of Helsinki, Department of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2007A Multivariate Generalized Orthogonal Factor GARCH Model In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article83
2005A Multivariate Generalized Orthogonal Factor GARCH Model.(2005) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		paper
2008Introduction to Modern Time Series Analysis by Gebhard Kirchgässner, Jürgen Wolters In: International Statistical Review.
[Full Text][Citation analysis]		article0
1996TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
2000Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article28
2002Comparison of unit root tests for time series with level shifts In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article223
2002Comparison of Unit Root Tests for Time Series with Level Shifts.(2002) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 223		paper
1999Comparison of unit root tests for time series with level shifts.(1999) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 223		paper
2003Reducing size distortions of parametric stationarity tests In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article6
2000Reducing size distortions of parametric stationarity tests.(2000) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2008Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article25
2006Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break.(2006) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2006Testing for the cointegrating rank of a VAR process with level shift and trend break.(2006) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2008Stability of nonlinear AR‐GARCH models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article16
2006Stability of nonlinear AR-GARCH models.(2006) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2006Stability of nonlinear AR-GARCH models.(2006) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2007Stability of nonlinear AR-GARCH models.(2007) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2015A Gaussian Mixture Autoregressive Model for Univariate Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article20
2016Testing for a Unit Root in Noncausal Autoregressive Models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article10
2013Testing for a unit root in noncausal autoregressive models.(2013) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1983ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
1986ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
2000On the Estimation of Euler Equations in the Presence of a Potential Regime Shift In: Manchester School.
[Full Text][Citation analysis]		article7
1999On the estimation of Euler equations in the presence of a potential regime shift.(1999) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2003Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article85
2001Test procedures for unit roots in time series with level shifts at unknown time.(2001) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2011GMM Estimation with Non‐causal Instruments In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article7
2009GMM Estimation with Noncausal Instruments.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2011Noncausal Autoregressions for Economic Time Series In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article77
2010Noncausal autoregressions for economic time series.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 77		paper
1995Problems with the Asymptotic Theory of Maximum Likelihood Estimation in Integrated and Cointegrated Systems In: Econometric Theory.
[Full Text][Citation analysis]		article35
1996Infinite-Order Cointegrated Vector Autoregressive Processes In: Econometric Theory.
[Full Text][Citation analysis]		article31
1999LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS In: Econometric Theory.
[Full Text][Citation analysis]		article30
1997Local power of likelihood ratio tests for the cointegrating rank of a VAR process.(1997) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2000TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT In: Econometric Theory.
[Full Text][Citation analysis]		article201
1998Testing for the cointegrating rank of a VAR process with an intercept.(1998) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 201		paper
2001CONSISTENT ESTIMATION IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS In: Econometric Theory.
[Full Text][Citation analysis]		article14
2001STATISTICAL INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS In: Econometric Theory.
[Full Text][Citation analysis]		article8
2002TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME In: Econometric Theory.
[Full Text][Citation analysis]		article192
2000Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 192		paper
1999Testing for a unit root in a time series with a level shift at unknown time.(1999) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 192		paper
2004COINTEGRATING SMOOTH TRANSITION REGRESSIONS In: Econometric Theory.
[Full Text][Citation analysis]		article104
2006BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING In: Econometric Theory.
[Full Text][Citation analysis]		article15
2008STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]		article25
2008ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article49
2007Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models.(2007) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
2007Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models.(2007) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
2010TESTS FOR NONLINEAR COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]		article40
2013NONCAUSAL VECTOR AUTOREGRESSION In: Econometric Theory.
[Full Text][Citation analysis]		article54
2010Noncausal Vector Autoregression.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2009Noncausal vector autoregression.(2009) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
1991Asymptotically Efficient Estimation of Cointegration Regressions In: Econometric Theory.
[Full Text][Citation analysis]		article638
1992Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation In: Econometric Theory.
[Full Text][Citation analysis]		article233
1993Estimation of Cointegration Vectors with Linear Restrictions In: Econometric Theory.
[Full Text][Citation analysis]		article25
1993Continuous Weak Convergence and Stochastic Equicontinuity Results for Integrated Processes with an Application to the Estimation of a Regression Model In: Econometric Theory.
[Full Text][Citation analysis]		article8
1993Point Optimal Tests for Testing the Order of Differencing in ARIMA Models In: Econometric Theory.
[Full Text][Citation analysis]		article18
1993A Note on a Lagrange Multiplier Test for Testing an Autoregressive Unit Root In: Econometric Theory.
[Full Text][Citation analysis]		article0
2018Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper14
2021Testing identification via heteroskedasticity in structural vector autoregressive models.(2021) In: The Econometrics Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2021Testing identification via heteroskedasticity in structural vector autoregressive models.(2021) In: EconStor Open Access Articles and Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2004Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time In: Econometrica.
[Full Text][Citation analysis]		article68
2001Testing for the cointegrating rank of a VAR process with level shift at unknown time.(2001) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2004A Skewed GARCH-in-Mean Model: An Application to U.S. Stock Returns In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]		paper3
2000Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper73
2003Comparison of tests for the cointegrating rank of a VAR process with a structural shift.(2003) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		article
2000Comparison of tests for the cointegrating rank of a VAR process with a structural shift.(2000) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2009Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term In: Econometrics Journal.
[Full Text][Citation analysis]		article12
2008Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term.(2008) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2001Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process In: Econometrics Journal.
[Citation analysis]		article110
2000Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process.(2000) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110		paper
2004Testing linearity in cointegrating smooth transition regressions In: Econometrics Journal.
[Full Text][Citation analysis]		article90
2005Non-linear GARCH models for highly persistent volatility In: Econometrics Journal.
[Full Text][Citation analysis]		article28
2002Nonlinear GARCH models for highly persistent volatility.(2002) In: SFB 373 Discussion Papers.
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This paper has nother version. Agregated cites: 28		paper
2014Forecasting with a noncausal VAR model In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article11
2012Forecasting with a noncausal VAR model.(2012) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
1996Power of the Lagrange multiplier test for testing an autoregressive unit root In: Economics Letters.
[Full Text][Citation analysis]		article0
1999A lag augmentation test for the cointegrating rank of a VAR process In: Economics Letters.
[Full Text][Citation analysis]		article3
2006Why is it so difficult to uncover the risk-return tradeoff in stock returns? In: Economics Letters.
[Full Text][Citation analysis]		article33
2005Stability results for nonlinear error correction models In: Journal of Econometrics.
[Full Text][Citation analysis]		article32
2006Residual autocorrelation testing for vector error correction models In: Journal of Econometrics.
[Full Text][Citation analysis]		article29
2004Residual Autocorrelation Testing for Vector Error Correction Models.(2004) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 29		paper
2016Gaussian mixture vector autoregression In: Journal of Econometrics.
[Full Text][Citation analysis]		article23
1989Asymptotic relative efficiency of the classical test statistics under misspecification In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
1997Impulse response analysis in infinite order cointegrated vector autoregressive processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article32
1995Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes.(1995) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 32		paper
1997Testing cointegration in infinite order vector autoregressive processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article71
2000Testing for the cointegrating rank of a VAR process with a time trend In: Journal of Econometrics.
[Full Text][Citation analysis]		article219
1997Testing for the Cointegrating Rank of a VAR Process with a Time Trend.(1997) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 219		paper
2012Optimal forecasting of noncausal autoregressive time series In: International Journal of Forecasting.
[Full Text][Citation analysis]		article46
2010Optimal Forecasting of Noncausal Autoregressive Time Series.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2013Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article7
2012Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity.(2012) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
1995Dependent versions of a central limit theorem for the squared length of a sample mean In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2010A note on the geometric ergodicity of a nonlinear AR-ARCH model In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article2
2010A note on the geometric ergodicity of a nonlinear AR–ARCH model.(2010) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2004Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift In: Economics Working Papers.
[Full Text][Citation analysis]		paper16
2005Modeling Conditional Skewness in Stock Returns In: Economics Working Papers.
[Full Text][Citation analysis]		paper16
2007Modeling Conditional Skewness in Stock Returns.(2007) In: The European Journal of Finance.
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This paper has nother version. Agregated cites: 16		article
2008Modeling Expectations with Noncausal Autoregressions In: Economics Working Papers.
[Full Text][Citation analysis]		paper7
2008Modeling Expectations with Noncausal Autoregressions.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2006Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2012Testing for Predictability in a Noninvertible ARMA Model In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper0
2012Testing for predictability in a noninvertible ARMA model.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Testing for Linear and Nonlinear Predictability of Stock Returns In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article4
2012Supplementary appendix to noncausal vector autoregression In: MPRA Paper.
[Full Text][Citation analysis]		paper0
1999Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes In: Econometric Reviews.
[Full Text][Citation analysis]		article21
2001A REVIEW OF SYSTEMS COINTEGRATION TESTS In: Econometric Reviews.
[Full Text][Citation analysis]		article68
1998A review of systemscointegration tests.(1998) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2008Predicting U.S. Recessions with Dynamic Binary Response Models In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article132
1998Cointegrated vector autoregressive processes with continuous structural changes In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]		paper0
1995Asymptotic Inference on Nonlinear Functions of the Coefficients of Infinite Order Cointegated VAR Processes In: SFB 373 Discussion Papers.
[Citation analysis]		paper0
1997Trend adjustment prior to testing for the cointegrating rank of a VAR process In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper2
1997Order selection in testing for the cointegrating rank of a VAR process In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper1
1999Testing for unit roots in time series with level shifts In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper1
1999Unit root tests for time series with a structural break: When the break point is known In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper2
2000Cointegrating smooth transition regressions with applications to the Asian currency crisis In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2001Unit root tests in the presence of innovational outliers In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper1
2001Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction model In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper4

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