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Browsing by Author "Lanne, Markku"
Now showing items 1-7 of 7
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1999-10-29BuchComparison of Unit Root Tests for Time Series with Level Shifts Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
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2005-09-30BuchModeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes Lanne, Markku; Saikkonen, Pentti
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2005-10-07BuchNonlinear GARCH Models for Highly Persistent Volatility Lanne, Markku; Saikkonen, Pentti
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2005-09-16BuchReducing Size Distortions of Parametric Stationarity Tests Lanne, Markku; Saikkonen, Pentti
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2001-06-20BuchTest Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
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2001-01-26BuchUnit Root Tests for Time Series with Level Shifts Lanne, Markku; Lütkepohl, Helmut
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2001-08-15BuchUnit Root Tests in the Presence of Innovational Outliers Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti