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Browsing by Author "Lanne, Markku"

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    • 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
      DINI-Zertifikat 2019OpenAIRE validatedORCID Consortium
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