Pentti Saikkonen : Citation Profile

Are you Pentti Saikkonen?

28

H index

52

i10 index

3661

Citations

RESEARCH PRODUCTION:

73

Articles

69

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   40 years (1983 - 2023). See details.
   Cites by year: 91
   Journals where Pentti Saikkonen has often published
   Relations with other researchers
   Recent citing documents: 178.    Total self citations: 52 (1.4 %)

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   Permalink: http://citec.repec.org/psa958
   Updated: 2023-11-04    RAS profile: 2023-11-07    
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Relations with other researchers

Works with:

Meitz, Mika (6)

Lütkepohl, Helmut (3)

Kheifets, Igor (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)

Lanne, Markku (47)

Lütkepohl, Helmut (46)

Wagner, Martin (43)

Nielsen, Morten (39)

Hecq, Alain (39)

Kurozumi, Eiji (37)

Shahbaz, Muhammad (37)

Tiwari, Aviral (34)

rey, serge (32)

Panagiotidis, Theodore (30)

Cites to:

Lütkepohl, Helmut (45)

Lanne, Markku (33)

Johansen, Soren (23)

Phillips, Peter (19)

Perron, Pierre (17)

Meitz, Mika (16)

Rahbek, Anders (15)

Hansen, Bruce (12)

Engle, Robert (11)

Campbell, John (11)

Stock, James (10)

Main data

Where Pentti Saikkonen has published?

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

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 (2023 and 2022)

YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2022Convergencia del tipo de cambio real, de la tasa de interés y de la tasa de inflación en Argentina. (2022). Descalzi, Ricardo Luis. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4558.

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2022American bilateral trade with emerging economies and its influence on world economic recovery post Covid-19: Analysis through VECM. (2022). , Suchitra ; Rangappa, K B ; Chetan, G K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(633):y:2022:i:4(633):p:41-56.

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2023.

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2022Price Transmission Subject to Security‐based Trade Barriers in the Context of the Israeli‐Palestinian Conflict. (2012). Rubin, Ofir ; Ihle, Rico. In: 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil. RePEc:ags:iaae12:125392.

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2023Does Domestic Food Production Contribute to Improved Life Expectancy? Evidence from Low-Income Food-Deficit Countries (LIFDCS In Africa. (2023). Nzeh, Innocent Chile. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:330864.

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2022Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004.

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2022Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2022Structural Gaussian mixture vector autoregressive model. (2020). Virolainen, Savi. In: Papers. RePEc:arx:papers:2007.04713.

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2023Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2022Inference in mixed causal and noncausal models with generalized Students t-distributions. (2020). Hecq, Alain ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2012.01888.

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2023Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127.

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2022Gaussian and Students $t$ mixture vector autoregressive model. (2021). Virolainen, Savi. In: Papers. RePEc:arx:papers:2109.13648.

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2023Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2022Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380.

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2022Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834.

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2022Evaluation of the credibility of the Brazilian inflation targeting system using mixed causal-noncausal models. (2022). Hecq, Alain ; Voisin, Elisa ; Issler, Joao. In: Papers. RePEc:arx:papers:2205.00924.

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2022Is climate change time reversible?. (2022). Morana, Claudio ; Hecq, Alain ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2205.07579.

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2022Detecting common bubbles in multivariate mixed causal-noncausal models. (2022). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Papers. RePEc:arx:papers:2207.11557.

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2022Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models. (2022). Lee, Jieun. In: Papers. RePEc:arx:papers:2209.05563.

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2022Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework. (2022). Semeraro, Patrizia ; Romeo, Andrea ; Marena, Marina. In: Papers. RePEc:arx:papers:2209.13314.

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2023The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

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2022Spectral estimation for mixed causal-noncausal autoregressive models. (2022). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2211.13830.

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2022Mechanism of information transmission from a spot rate market to crypto-asset markets. (2022). Kaizoji, Taisei ; Yoshihara, Takeshi. In: Papers. RePEc:arx:papers:2211.16176.

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2023Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263.

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2023Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors. (2023). Trapin, Luca ; Sun, LI ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2301.01362.

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2023Quantile Autoregression-based Non-causality Testing. (2023). Jin, Weifeng. In: Papers. RePEc:arx:papers:2301.02937.

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2023Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

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2023Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2023Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880.

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2023Optimization of the Generalized Covariance Estimator in Noncausal Processes. (2023). Jasiak, Joann ; Hecq, Alain ; Cubadda, Gianluca ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2306.14653.

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2023Asymptotics for the Generalized Autoregressive Conditional Duration Model. (2023). Cavaliere, Giuseppe ; Vilandt, Frederik ; Rahbek, Anders ; Mikosch, Thomas. In: Papers. RePEc:arx:papers:2307.01779.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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2022Wealth and income inequality in the long run. (2022). Vermeulen, Philip ; Lieberknecht, Philipp. In: Working Papers. RePEc:aut:wpaper:202202.

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2023.

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2022.

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2022Impacto macroeconómico del cambio climático en Colombia. (2022). Toro-Córdoba, Jorge Hernán ; Sanchez-Jabba, Andres ; Ramos-Forero, Jorge ; Pulido, Jose ; Parra-Amado, Daniel ; Osorio-Rodriguez, Daniel ; Ojeda-Joya, Jair ; Granger, Clark ; Bernal, Joaquin ; Granger-Castao, Clark ; Durana-Angel, Carolina ; Clavijo-Ramirez, Felipe ; Agudelo-Rivera, Camila ; Toro-Cordoba, Jorge ; Bernal-Ramirez, Joaquin ; Rodriguez-Novoa, Daniela. In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:y:2022:i:102:p:1-62.

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2022Market integration of domestic and imported seafood: Insights from the Sydney Fish Market. (2022). Pascoe, Sean ; Hoshino, Eriko ; Schrobback, Peggy ; Curtotti, Robert . In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:1:p:216-236.

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2023Stock Markets Response to Real Output Shocks in China: A VARwAL Estimation. (2023). Wu, Kexing ; Ulku, Numan. In: China & World Economy. RePEc:bla:chinae:v:31:y:2023:i:5:p:1-25.

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2022Data?driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?. (2022). Maxand, Simone ; Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:668-693.

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2022Statistical inference of the value function for reinforcement learning in infinite?horizon settings. (2022). Lu, Wenbin ; Zhang, Sheng ; Shi, Chengchun ; Song, Rui. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:3:p:765-793.

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2022Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2022). Schweikert, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:83-104.

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2022On causal and non?causal cointegrated vector autoregressive time series. (2022). Swensen, Anders Rygh ; RyghSwensen, Anders. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:178-196.

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2022A two?step procedure for testing partial parameter stability in cointegrated regression models. (2022). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:219-237.

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2022Modeling normalcy?dominant ordinal time series: An application to air quality level. (2022). Zhu, KE ; Liu, Mengya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:3:p:460-478.

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2022Estimation and inference in adaptive learning models with slowly decreasing gains. (2022). Mayer, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:720-749.

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2022Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852.

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2023Noncausal affine processes with applications to derivative pricing. (2023). Lu, Yang ; Gourieroux, Christian. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:766-796.

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2022The Greek Labour market before and after the pandemic: slack tightness and skills mismatch. (2022). Petroulakis, Filippos ; Zioutou, Pinelopi ; Petroulas, Pavlos ; Papapetrou, Evangelia ; Kosma, Theodora ; Anyfantaki, Sofia ; Antonopoulos, Christos. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:56:p:45-74.

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2022Trends in total factor productivity in Greece and its determinants during the period 2005-2019. (2022). Vasileiadis, Michael ; Pountouraki, Yakinthi ; Peppas, Konstantinos ; Louka, Alexandros ; Vettas, Nikolaos. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:56:p:7-43.

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2022Energy consumption by energy type and exports of goods in Greece: a comparative analysis in relation to the euro area. (2022). Bardakas, Ioanna C. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:56:p:75-92.

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2022The credit channel of monetary transmission in the US: Is it a bank lending channel, a balance sheet channel, or both, or neither?. (2022). Papafilis, Michalis-Panayiotis ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:300.

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2022Betting and financial markets are cointegrated on election night. (2022). Auld, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2263.

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2022Nonparametric prediction with spatial data. (2022). Hidalgo, Javier ; Gupta, Abhimanyu. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:621.

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2022Populists and Fiscal Policy: The Case of Poland. (2022). Wysocki, Maciej ; Freytag, Andreas ; Wojcik, Cezary. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10146.

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2023Dynamic Mixture Vector Autoregressions with Score-Driven Weights. (2023). Umlandt, Dennis ; Neuenkirch, Matthias ; Gretener, Alexander Georges. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10366.

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2022How Money Relates to Value? An Empirical Examination on Gold, Silver and Bitcoin. (2022). Gonalves, Joo Quental. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9662.

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2022Impacto macroeconómico del cambio climático en Colombia. (2022). Parra-Amado, Daniel ; Osorio-Rodriguez, Daniel ; Ojeda-Joya, Jair ; Granger, Clark ; Bernal, Joaquin ; Clavijo-Ramirez, Felipe ; Agudelo-Rivera, Camila ; Bernal-Ramirez, Joaquin ; Granger-Castao, Clark ; Durana-Angel, Carolina. In: Revista ESPE - Ensayos Sobre Política Económica. RePEc:col:000107:020296.

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2023A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523.

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2022Exploring the Relationship between Energy Consumption and Economic Growth in Lower Middle and High Income Economies using Panel data Techniques. (2022). Fraz, Tayyab Raza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-6.

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2022The Impact of Financial, Economic and Environmental Factors on Energy Efficiency, Intensity, and Dependence: The Moderating Role of Governance and Institutional Quality. (2022). Chughtai, Sumayya ; Ijaz, Syeda Tayyaba. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-3.

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2022Relationship Between Geopolitical Risk In Major Oil Producing Countries and Oil Price. (2022). Thomas, Wai Kee ; Alpha, Tin Hei. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-14.

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2022Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations. (2022). Skrobotov, Anton ; Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s016518892200063x.

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2022Directed acyclic graph based information shares for price discovery. (2022). Zema, Sebastiano Michele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001397.

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2022Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US. (2022). Rohloff, Hannes ; Herwartz, Helmut ; Wang, Shu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001622.

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2022Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study. (2022). Pallante, Gianluca ; Moneta, Alessio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002342.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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2023Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362.

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2022Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model. (2022). Yan, Hong ; Huang, Zhuo ; Liang, Fang ; Wang, Tianyi. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s026499932200027x.

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2022Identification of structural multivariate GARCH models. (2022). Hafner, Christian ; Maxand, Simone ; Herwartz, Helmut. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:212-227.

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2022Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models. (2022). Petrova, Katerina. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:154-182.

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2022Are exchange rates less important for trade in a more globalized world? Evidence for the new EU members. (2022). Horvath, Roman ; Fiera, Boris. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000169.

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2022Macroprudential policies, economic growth and banking crises. (2022). Wijnandts, Jean-Charles ; Candelon, Bertrand ; ben Naceur, Sami ; Belkhir, Mohamed. In: Emerging Markets Review. RePEc:eee:ememar:v:53:y:2022:i:c:s156601412200053x.

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2022Do energy efficiency improvements reduce energy use? Empirical evidence on the economy-wide rebound effect in Europe and the United States. (2022). Stern, David ; Moneta, Alessio ; Bruns, Stephan ; Berner, Anne. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s014098832200113x.

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2022Do green bonds have environmental benefits?. (2022). Mohsin, Muhammad ; Chen, Huangen ; Taghizadeh-Hesary, Farhad ; Chang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004856.

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2022The asymmetric nexus of solar energy and environmental quality: Evidence from Top-10 solar energy-consuming countries. (2022). Ali, Sajid ; Nazar, Raima ; Liu, Zhen ; Saydaliev, Hayot Berk ; Yu, Jinna. In: Energy. RePEc:eee:energy:v:247:y:2022:i:c:s0360544222002845.

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2022Escape underway: Malthusian pressures in late imperial Moscow. (2022). Kufenko, Vadim ; Khaustova, Ekaterina ; Geloso, Vincent. In: Explorations in Economic History. RePEc:eee:exehis:v:85:y:2022:i:c:s0014498322000316.

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2022Re-investigating the insurance-growth nexus using common factors. (2022). Basse, Tobias ; Wegener, Christoph ; Gonzalez, Miguel Rodriguez. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002907.

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2022Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas. (2022). Gil-Alana, Luis Alberiko ; Alagidede, Imhotep Paul ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004980.

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2022Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model. (2022). Roestel, Jan ; Herwartz, Helmut. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000531.

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2022From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?. (2022). Chen, Chien-Fu ; Chiang, Shu-Hen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000762.

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2022Mind the Basel gap. (2022). Lof, Matthijs ; Jylha, Petri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000841.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022A geometric framework for covariance dynamics. (2022). Park, Frank C ; Han, Chulwoo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002703.

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2022Uncovered return parity: Equity returns and currency returns. (2022). Dunbar, Geoffrey R ; Djeutem, Edouard . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001097.

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2022Does technological advancement impede ecological footprint level? The role of natural resources prices volatility, foreign direct investment and renewable energy in China. (2022). Zhang, DI ; Wang, Lijun ; Xu, LI. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000125.

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2022Quantile Granger causality between US stock market indices and precious metal prices. (2022). Mighri, Zouheir ; Wang, Yihan ; Sarwar, Suleman ; Ragoubi, Hanen. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000460.

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2022Does the yield curve signal recessions? New evidence from an international panel data analysis. (2022). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:9-22.

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2022Testing the neo-fisherian hypothesis in Brazil. (2022). Carvalho, Andre R ; Marques, Andre M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:407-419.

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2022The pathway toward pollution mitigation in EU28 region: Does hydropower growth make a difference?. (2022). Abdul-Rahim, A S ; Alsaleh, Mohd. In: Renewable Energy. RePEc:eee:renene:v:185:y:2022:i:c:p:291-301.

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2022Higher oil prices, are they good or bad for renewable energy consumption: The case of Iran?. (2022). Suleymanov, Elchin ; Aliyev, Javid ; Maharramov, Shahin ; Mikayilov, Jeyhun I ; Mukhtarov, Shahriyar. In: Renewable Energy. RePEc:eee:renene:v:186:y:2022:i:c:p:411-419.

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2023The key roles of renewable energy and economic growth in disaggregated environmental degradation: Evidence from highly developed, heterogeneous and cross-correlated countries. (2023). Arauzo-Carod, Josep-Maria ; Kostakis, Ioannis. In: Renewable Energy. RePEc:eee:renene:v:206:y:2023:i:c:p:1315-1325.

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2022Non-linear cointegration between oil and stock prices: The role of interest rates. (2022). Perez-Soba, Ines ; Marquez-De, Elena ; Martinez-Caete, Ana R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001343.

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2023The motifs of risk transmission in multivariate time series: Application to commodity prices. (2023). Spelta, Alessandro ; Pagnottoni, Paolo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012122002609.

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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]		paper19
2011PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS.(2011) In: Econometric Theory.
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This paper has another version. Agregated cites: 19		article
2008Parameter Estimation in Nonlinear AR-GARCH Models.(2008) In: Economics Working Papers.
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This paper has another version. Agregated cites: 19		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 another version. Agregated cites: 19		paper
2008Parameter estimation in nonlinear AR-GARCH models.(2008) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 19		paper
2015Identification and estimation of non-Gaussian structural vector autoregressions In: CREATES Research Papers.
[Full Text][Citation analysis]		paper85
2017Identification and estimation of non-Gaussian structural vector autoregressions.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85		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: The Journal of Financial Econometrics.
[Citation analysis]
This paper has another 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 another version. Agregated cites: 26		paper
2017Testing for observation-dependent regime switching in mixture autoregressive models In: Papers.
[Full Text][Citation analysis]		paper5
2021Testing for observation-dependent regime switching in mixture autoregressive models.(2021) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2018A mixture autoregressive model based on Students $t$-distribution In: Papers.
[Full Text][Citation analysis]		paper0
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 another version. Agregated cites: 0		article
2019Stationarity and ergodicity of vector STAR models In: Papers.
[Full Text][Citation analysis]		paper1
2020Stationarity and ergodicity of vector STAR models.(2020) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2020Subgeometrically ergodic autoregressions In: Papers.
[Full Text][Citation analysis]		paper0
2022SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS.(2022) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		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]		article210
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 another version. Agregated cites: 210		paper
2002Threshold Autoregressions for Strongly Autocorrelated Time Series. In: Journal of Business & Economic Statistics.
[Citation analysis]		article14
2000Threshold Autoregression for Strongly Autocorrelated Time Series..(2000) In: University of Helsinki, Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 14		paper
2007A Multivariate Generalized Orthogonal Factor GARCH Model In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article72
2005A Multivariate Generalized Orthogonal Factor GARCH Model.(2005) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72		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]		article25
2002Comparison of unit root tests for time series with level shifts In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article211
2002Comparison of Unit Root Tests for Time Series with Level Shifts.(2002) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 211		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 another version. Agregated cites: 211		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 another 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 another 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 another version. Agregated cites: 25		paper
2008Stability of nonlinear AR?GARCH models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article15
2006Stability of nonlinear AR-GARCH models.(2006) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		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 another version. Agregated cites: 15		paper
2007Stability of nonlinear AR-GARCH models.(2007) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2015A Gaussian Mixture Autoregressive Model for Univariate Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article18
2016Testing for a Unit Root in Noncausal Autoregressive Models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article10
.() In: .
[Full Text][Citation analysis]
This paper has another 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
.() In: .
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This paper has another 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]		article84
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 another version. Agregated cites: 84		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 another version. Agregated cites: 7		paper
2011Noncausal Autoregressions for Economic Time Series In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article65
2010Noncausal autoregressions for economic time series.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		paper
1995Problems with the Asymptotic Theory of Maximum Likelihood Estimation in Integrated and Cointegrated Systems In: Econometric Theory.
[Full Text][Citation analysis]		article33
1996Infinite-Order Cointegrated Vector Autoregressive Processes In: Econometric Theory.
[Full Text][Citation analysis]		article30
1999LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS In: Econometric Theory.
[Full Text][Citation analysis]		article28
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 another version. Agregated cites: 28		paper
2000TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT In: Econometric Theory.
[Full Text][Citation analysis]		article186
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 another version. Agregated cites: 186		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]		article184
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 another version. Agregated cites: 184		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 another version. Agregated cites: 184		paper
2004COINTEGRATING SMOOTH TRANSITION REGRESSIONS In: Econometric Theory.
[Full Text][Citation analysis]		article99
2006BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING In: Econometric Theory.
[Full Text][Citation analysis]		article14
2008STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]		article19
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]		article45
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 another version. Agregated cites: 45		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 another version. Agregated cites: 45		paper
2010TESTS FOR NONLINEAR COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]		article36
2013NONCAUSAL VECTOR AUTOREGRESSION In: Econometric Theory.
[Full Text][Citation analysis]		article45
2010Noncausal Vector Autoregression.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 45		paper
.() In: .
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This paper has another version. Agregated cites: 45		paper
1991Asymptotically Efficient Estimation of Cointegration Regressions In: Econometric Theory.
[Full Text][Citation analysis]		article594
1992Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation In: Econometric Theory.
[Full Text][Citation analysis]		article209
1993Estimation of Cointegration Vectors with Linear Restrictions In: Econometric Theory.
[Full Text][Citation analysis]		article24
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]		paper6
2021Testing identification via heteroskedasticity in structural vector autoregressive models.(2021) In: The Econometrics Journal.
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This paper has another version. Agregated cites: 6		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 another version. Agregated cites: 6		article
2004Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time In: Econometrica.
[Full Text][Citation analysis]		article66
2001Testing for the cointegrating rank of a VAR process with level shift at unknown time.(2001) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 66		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]		paper68
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 another version. Agregated cites: 68		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 another version. Agregated cites: 68		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.
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This paper has another version. Agregated cites: 12		paper
2001Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process In: Econometrics Journal.
[Citation analysis]		article104
2000Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process.(2000) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 104		paper
2004Testing linearity in cointegrating smooth transition regressions In: Econometrics Journal.
[Full Text][Citation analysis]		article86
2005Non-linear GARCH models for highly persistent volatility In: Econometrics Journal.
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2002Nonlinear GARCH models for highly persistent volatility.(2002) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 25		paper
2014Forecasting with a noncausal VAR model In: Computational Statistics & Data Analysis.
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1996Power of the Lagrange multiplier test for testing an autoregressive unit root In: Economics Letters.
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1999A lag augmentation test for the cointegrating rank of a VAR process In: Economics Letters.
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2006Why is it so difficult to uncover the risk-return tradeoff in stock returns? In: Economics Letters.
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2005Stability results for nonlinear error correction models In: Journal of Econometrics.
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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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2016Gaussian mixture vector autoregression In: Journal of Econometrics.
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1989Asymptotic relative efficiency of the classical test statistics under misspecification In: Journal of Econometrics.
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1997Impulse response analysis in infinite order cointegrated vector autoregressive processes In: Journal of Econometrics.
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1995Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes.(1995) In: SFB 373 Discussion Papers.
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1997Testing cointegration in infinite order vector autoregressive processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article68
2000Testing for the cointegrating rank of a VAR process with a time trend In: Journal of Econometrics.
[Full Text][Citation analysis]		article209
1997Testing for the Cointegrating Rank of a VAR Process with a Time Trend.(1997) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 209		paper
2012Optimal forecasting of noncausal autoregressive time series In: International Journal of Forecasting.
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2010Optimal Forecasting of Noncausal Autoregressive Time Series.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 41		paper
2013Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article6
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]
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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.
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This paper has another 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]		paper15
2007Modeling Conditional Skewness in Stock Returns.(2007) In: The European Journal of Finance.
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This paper has another version. Agregated cites: 15		article
2008Modeling Expectations with Noncausal Autoregressions In: Economics Working Papers.
[Full Text][Citation analysis]		paper7
2008Modeling Expectations with Noncausal Autoregressions.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 7		paper
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.
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This paper has another version. Agregated cites: 0		paper
2013Testing for Linear and Nonlinear Predictability of Stock Returns In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article3
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]		article19
2001A REVIEW OF SYSTEMS COINTEGRATION TESTS In: Econometric Reviews.
[Full Text][Citation analysis]		article67
1998A review of systemscointegration tests.(1998) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 67		paper
2008Predicting U.S. Recessions with Dynamic Binary Response Models In: The Review of Economics and Statistics.
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In: .
[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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