20022020

Research output per year

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Publications

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2012

A Gaussian Mixture autoregressive model for univariate time series

Kalliovirta, L., Meitz, M. & Saikkonen, P., 14 Aug 2012, Helsinki: Helsinki Center of Economic Research. 44 p. (HECER Discussion Paper ; no. 352)

Research output: Book/ReportBookScientificpeer-review

2010

Noncausal vector autoregression

Lanne, M. & Saikkonen, P., 2010, Helsinki: University of Helsinki. 56 p. (Discussion papers / Helsinki Center of Economic Research; no. No 293)

Research output: Book/ReportBookScientificpeer-review

Optimal forecasting of noncausal autoregressive time series

Lanne, M., Luoto, J. & Saikkonen, P., 2010, Helsinki: Helsinki Center of Economic Research. 28 p. (Discussion papers / Helsinki Center of Economic Research; no. No 286)

Research output: Book/ReportBookScientificpeer-review

2009

GMM estimation with noncausal instruments

Lanne, M. & Saikkonen, P., 2009, Helsinki: Helsinki Center of Economic Research. 14 p. (Discussion papers / Helsinki Center of Economic Research; no. No 274)

Research output: Book/ReportBookScientificpeer-review

2008

Parameter estimation in non-linear AR-GARCH models

Meitz, M. & Saikkonen, P., 2008, Florence: European University Institute, Department of Economics. 58 p. (EUI working papers ECO / European University Institute, Department of Economics; no. No 2008, 25)

Research output: Book/ReportBookScientificpeer-review

Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term

Demetrescu, M., Lutkepohl, H. & Saikkonen, P., 2008, Florence: European University Institute, Department of Economics. 35 p. (EUI working papers ECO / European University Institute, Department of Economics; no. No 2008, 24)

Research output: Book/ReportBookScientificpeer-review

2005

A multivariate generalized orthogonal factor GARCH model

Lanne, M. & Saikkonen, P., 2005, [Helsinki]: Helsinki Center of Economic Research. 50 p. (Discussion papers / Helsinki Center of Economic Research; no. No 63)

Research output: Book/ReportBookScientificpeer-review

Modeling conditional skewness in stock returns

Lanne, M. & Saikkonen, P., 2005, Florence: European University Institute, Department of Economics. 22 p. (EUI working papers ECO / European University Institute, Department of Economics; no. No. 2005/14)

Research output: Book/ReportBookScientificpeer-review

Predicting U.S. recessions with dynamic binary response models

Kauppi, H. & Saikkonen, P., 2005, [Helsinki]: Helsinki Center of Economic Research. 34 p. (Discussion papers / Helsinki Center of Economic Research; no. No 79)

Research output: Book/ReportBookScientificpeer-review

Why is it so difficult to uncover the risk-return tradeoff in stock returns?

Lanne, M. & Saikkonen, P., 2005, Jyväskylä: University of Jyväskylä. 15 p. (Working paper / University of Jyväskylä, School of Business and Economics; no. 294)

Research output: Book/ReportBookScientificpeer-review