Projects per year
International and National Collaboration
Publications and projects within past five years.
Profiles
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Markku Lanne
- Faculty of Social Sciences - Professor
- Economics
- Financial and Macroeconometrics
- Doctoral Programme in Economics - Supervisor for doctoral programme
Person: UH, U4 Research and teaching staff
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Jani Luoto
- Economics - Professor
- Financial and Macroeconometrics
- Doctoral Programme in Economics - Supervisor for doctoral programme
Person: UH, U4 Research and teaching staff
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Mika Meitz
- Economics - Professor
- Financial and Macroeconometrics
- Doctoral Programme in Economics - Supervisor for doctoral programme
Person: UH, U4 Research and teaching staff
Research Units
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Financial and Macroeconometrics
Helsinki Center of Economic Research (HECER)
Organisational unit: Research group
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Structural Analysis of Non-Gaussian Macroeconomic and Financial Time Series
Lanne, M., Saikkonen, P., Meitz, M., Luoto, J., Funovits, B. & Palmén, O.
01/09/2017 → 31/08/2021
Project: Research project
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Identifiability and Estimation in Structural Vector Autoregressive Moving Average Time Series Models
01/12/2018 → 31/12/2020
Project: University of Helsinki Three-Year Research Project
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Epälineaariset ja ei-normaaliset aikasarjamallit ja niiden makrotaloudelliset ja rahoitussovellukset
01/01/2014 → 31/08/2017
Project: Research project
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Ei-normaaliset aikasarjamallit ja niiden makrotaloudelliset ja rahoitussovellukset
01/01/2011 → 31/12/2013
Project: Research project
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Rahoitus- ja makroekonometria sekä makrotalouden ja rahoitusmarkkinoiden väliset yhteydet
28/10/2010 → 31/12/2011
Project: Research project
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A mixture autoregressive model based on Student's t-distribution
Meitz, M., Preve, D. & Saikkonen, P., 26 Apr 2021, (E-pub ahead of print) In: Communications in Statistics: Theory and Methods. 17 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
GMM Estimation of Non-Gaussian Structural Vector Autoregression
Lanne, M. & Luoto, J., 2021, In: Journal of Business and Economic Statistics. 39, 1, p. 69-81 13 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
Identifiability of Structural Singular Vector Autoregressive Models
Funovits, B. & Braumann, A., Jun 2021, In: Journal of Time Series Analysis. 42, 4, p. 431-441Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile -
Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, M. & Saikkonen, P., May 2021, In: Journal of Econometrics. 222, 1, p. 601-624 24 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile -
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, H., Meitz, M., Netsunajev, A. & Saikkonen, P., Jan 2021, In: Econometrics Journal. 24, 1, p. 1-22 22 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile
Activities
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Pre-examiner of Doctoral Thesis
Markku Lanne (Pre-examiner)
12 Mar 2021 → 11 May 2021Activity: Examination types › Pre-examiner of doctoral thesis
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Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus University
Markku Lanne (Visiting researcher)
18 Feb 2020 → 6 Mar 2020Activity: Visiting an external institution types › Academic visit to other institution
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Journal of Econometrics (Journal)
Bernd Funovits (Reviewer)
Oct 2020Activity: Publication peer-review and editorial work types › Peer review of manuscripts
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IEEE Transactions on Information Theory (Journal)
Bernd Funovits (Reviewer)
Nov 2020Activity: Publication peer-review and editorial work types › Peer review of manuscripts
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Identification and Estimation of Possibly Non-Invertible Structural VARMA Models: WHF Parametrization
Bernd Funovits (Speaker)
28 Jan 2020Activity: Talk or presentation types › Invited talk
Prizes
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Alfred Kordelinin säätiön kannustuspalkinto
Lanne, Markku (Recipient), 6 Nov 2011
Prize: Prizes and awards