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Disambiguation of "SAIKKONEN, PENTTI"

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Reducing size distortions of parametric stationarity tests

, and . Journal of Time Series Analysis, 24 (4): 423--439 (182 Jul 2003)doi: 10.1111/1467-9892.00314.

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Pentti Välipakka

Pentti Roiko-Jokela

 

Other publications of authors with the same name

Stability results for nonlinear error correction models. Journal of Econometrics, 127 (1): 69--81 (July 2005)Stability of nonlinear AR-GARCH models, and . Journal of Time Series Analysis, 29 (3): 453--475 (122 05 2008)doi: 10.1111/j.1467-9892.2007.00562.x.Power of the Lagrange multiplier test for testing an autoregressive unit root, and . Economics Letters, 51 (1): 27--35 (April 1996)Asymptotic relative efficiency of the classical test statistics under misspecification. Journal of Econometrics, 42 (3): 351--369 (November 1989)Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break, , and . Journal of Time Series Analysis, 29 (2): 331--358 (61 03 2008)doi: 10.1111/j.1467-9892.2007.00558.x.Residual autocorrelation testing for vector error correction models, , and . Journal of Econometrics, 134 (2): 579--604 (October 2006)Comparison of tests for the cointegrating rank of a VAR process with a structural shift, , and . Journal of Econometrics, 113 (2): 201--229 (April 2003)A lag augmentation test for the cointegrating rank of a VAR process, and . Economics Letters, 63 (1): 23--27 (April 1999)Reducing size distortions of parametric stationarity tests, and . Journal of Time Series Analysis, 24 (4): 423--439 (182 07 2003)doi: 10.1111/1467-9892.00314.Comparison of unit root tests for time series with level shifts, , and . Journal of Time Series Analysis, 23 (6): 667--685 (305 11 2002)doi: 10.1111/1467-9892.00285.