20022020

Research output per year

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Personal profile

Fields of Science

  • 112 Statistics and probability

International and National Collaboration Publications and projects within past five years.

Publications

Stationarity and ergodicity of vector STAR models

Kheifets, I. L. & Saikkonen, P. J., 2020, In : Econometric reviews.. 39, 4, p. 407-414 8 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File

Subgeometrically ergodic autoregressions

Meitz, M. & Saikkonen, P., Apr 2019, In : arXiv.org . 34 p., arXiv:1904.07089.

Research output: Contribution to journalArticleScientific

Open Access
File

Subgeometric ergodicity and β-mixing

Meitz, M. & Saikkonen, P., Apr 2019, In : arXiv.org . 15 p., arXiv:1904.07103.

Research output: Contribution to journalArticleScientific

Open Access
File

Testing identification via heteroskedasticity in structural vector autoregressive models

Lütkepohl, H., Meitz, M. H., Netšunajev, A. & Saikkonen, P. J., Oct 2018, In : DIW Discussion Papers. 2018, 1764, 26 p.

Research output: Contribution to journalArticleScientific

Open Access

Identification and Estimation of Non-Gaussian Structural Vector Autoregressions

Lanne, M., Meitz, M. & Saikkonen, P., Feb 2017, In : Journal of Econometrics. 196, 2, p. 288-304 17 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File

Projects

Prizes

Econometric Theory Plura Scripsit Award

Pentti Saikkonen (Recipient), 11 Nov 1996

Prize: Prizes and awards

Econometric Theory Plurima Scripsit Award

Pentti Saikkonen (Recipient), 16 Oct 2001

Prize: Prizes and awards

Eino H. Laurila National Income Medal

Pentti Saikkonen (Recipient), 23 Jan 2012

Prize: Prizes and awards

Fellow of Journal of Econometrics

Pentti Saikkonen (Recipient), 12 Feb 2007

Prize: Prizes and awards

Member of The Finnish Academy of Science and Letters

Pentti Saikkonen (Recipient), 15 Apr 2011

Prize: Prizes and awards

Activities

Econometric Theory (Journal)

Pentti Saikkonen (Editor)
1 Jan 201931 Dec 2019

Activity: Publication peer-review and editorial work typesEditor of research journal

A Celebration of Peter Phillips' Forty Years at Yale

Pentti Saikkonen (Speaker: Presenter)
19 Oct 201820 Oct 2018

Activity: Participating in or organising an event typesOrganisation and participation in conferences, workshops, courses, seminars

Pro gradun ohjaus (Savi Virolainen)

Pentti Saikkonen (Supervisor)
May 2018

Activity: Examination typesSupervision of other thesis (Master's, Licentiate)

Department of Economics and Finance, City University of Hong Kong

Pentti Saikkonen (Visiting researcher)
16 Aug 20183 Sep 2018

Activity: Visiting an external institution typesAcademic visit to other institution

Empirical Economics (Journal)

Pentti Saikkonen (Reviewer)
27 Apr 2018

Activity: Publication peer-review and editorial work typesPeer review of manuscripts