Pentti Saikkonen
Author
Alternate names P. Saikkonen, Pentti Saikkonen, Pentti J. Saikkonen
Institution University of Helsinki
Past institutions University of Helsinki, Statistics Finland, Bank of Finland, Helsinki Institute of Physics, University of Oxford +4 more
H-index: 47
I10-index: 82
Works count: 182
Citations count: 8,794
Testing linearity against smooth transition autoregressive models
1988 · Ritva Luukkonen, Pentti Saikkonen, et al. · Biometrika
Asymptotically Efficient Estimation of Cointegration Regressions
1991 · Pentti Saikkonen · Econometric Theory
Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation
1992 · Pentti Saikkonen · Econometric Theory