Pentti Saikkonen
Hat mitgewirkt an:
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Stability Results for Nonlinear Vector Autoregressions with an Application to a Nonlinear Error Correction Model
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Trend Adjustment Prior to Testing for the Cointegrating Rank of a VAR Process
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Reducing Size Distortions of Parametric Stationarity Tests
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Nonlinear GARCH Models for Highly Persistent Volatility