Browsing by Author "Lanne, Markku"

Now showing items 1-7 of 7

1999-10-29Buch

Comparison of Unit Root Tests for Time Series with Level Shifts

Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
2005-09-30Buch

Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes

Lanne, Markku; Saikkonen, Pentti
2005-10-07Buch

Nonlinear GARCH Models for Highly Persistent Volatility

Lanne, Markku; Saikkonen, Pentti
2005-09-16Buch

Reducing Size Distortions of Parametric Stationarity Tests

Lanne, Markku; Saikkonen, Pentti
2001-06-20Buch

Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time

Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
2001-01-26Buch

Unit Root Tests for Time Series with Level Shifts

A Comparison of Different Proposals

Lanne, Markku; Lütkepohl, Helmut
2001-08-15Buch

Unit Root Tests in the Presence of Innovational Outliers

Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti