Pentti Saikkonen

Research activity per year

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A mixture autoregressive model based on Student's t-distribution
Meitz, M., Preve, D. & Saikkonen, P., 17 Jan 2023, In: Communications in Statistics: Theory and Methods. 52, 2, p. 499-515 17 p.
Research output: Contribution to journal › Article › Scientific › peer-review

Open Access
File
Subgeometrically ergodic autoregressions
Meitz, M. & Saikkonen, P., 2022, In: Econometric Theory. 38, 5, p. 959-985 27 p.
Research output: Contribution to journal › Article › Scientific › peer-review
SUBGEOMETRIC ERGODICITY AND beta-MIXING
Meitz, M. & Saikkonen, P., 16 Sep 2021, In: Journal of Applied Probability. 58, 3, p. 594–608 15 p., 0021900220001084.
Research output: Contribution to journal › Article › Scientific › peer-review

Open Access
File
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 Access
File
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 Access
File

Econometric Theory Plura Scripsit Award
Saikkonen, Pentti (Recipient), 11 Nov 1996
Prize: Prizes and awards
Econometric Theory Plurima Scripsit Award
Saikkonen, Pentti (Recipient), 16 Oct 2001
Prize: Prizes and awards
Eino H. Laurila National Income Medal
Saikkonen, Pentti (Recipient), 23 Jan 2012
Prize: Prizes and awards
Fellow of Journal of Econometrics
Saikkonen, Pentti (Recipient), 12 Feb 2007
Prize: Prizes and awards
Member of The Finnish Academy of Science and Letters
Saikkonen, Pentti (Recipient), 15 Apr 2011
Prize: Prizes and awards

Econometric Theory (Journal)
Pentti Saikkonen (Reviewer)
1 Jan 2020 → 31 Dec 2020
Activity: Publication peer-review and editorial work types › Editor of research journal
Econometric Theory (Journal)
Pentti Saikkonen (Editor)
1 Jan 2019 → 31 Dec 2019
Activity: Publication peer-review and editorial work types › Editor of research journal
A Celebration of Peter Phillips' Forty Years at Yale
Pentti Saikkonen (Speaker: Presenter)
19 Oct 2018 → 20 Oct 2018
Activity: Participating in or organising an event types › Organisation and participation in conferences, workshops, courses, seminars
Empirical Economics (Journal)
Pentti Saikkonen (Reviewer)
27 Apr 2018
Activity: Publication peer-review and editorial work types › Peer review of manuscripts
Department of Economics and Finance, City University of Hong Kong
Pentti Saikkonen (Visiting researcher)
16 Aug 2018 → 3 Sep 2018
Activity: Visiting an external institution types › Academic visit to other institution

Personal profile