20022020

Research output per year

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Publications

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2014

MODELING THE EURO–USD EXCHANGE RATE WITH THE GAUSSIAN MIXTURE AUTOREGRESSIVE MODEL

Kalliovirta, L., Meitz, M. & Saikkonen, P., 2014, Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays in Honour of Professor Seppo Pynnönen . Knif, J. & Pape, B. (eds.). Vaasa: University of Vaasa, p. 171-194 23 p. (Acta Wasaensia ; vol. 296)(Acta Wasaensia. Statistics; vol. 7).

Research output: Chapter in Book/Report/Conference proceedingChapterScientific

2003

On mixture autoregressive models

Lanne, M. & Saikkonen, P., 2003, Statistics, econometrics and society: essays in honour of Leif Nordberg. Höglund, R., Jäntti, M. & Rosenqvist, G. (eds.). Tilastokeskus, p. 69-89 (Tutkimuksia / Tilastokeskus; no. 238).

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

2002

Unit root tests in the presence of innovational outliers

Lanne, M., Lütkepohl, H. & Saikkonen, P., 2002, Contributions to modern econometrics: from data analysis to economic policy. Klein, I. & Mittnik, S. (eds.). Kluwer Academic, p. 151-167 (Dynamic modeling in econometrics in economics and finance; no. 4).

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review