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Publications information icon

GMM Estimation of Non-Gaussian Structural Vector Autoregression

Peer-reviewed
Open access
DOI
10.1080/07350015.2019.1629940
Lanne, Markku; Luoto, Jani
Journal of Business and Economic Statistics2021Publications information icon

Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks

Peer-reviewed
Open access
DOI
10.1080/07350015.2022.2134872
Lanne, Markku; Liu, Keyan; Luoto, Jani
Journal of Business and Economic Statistics2023Publications information icon

Noncausal Vector Autoregression

Peer-reviewed
DOI
10.1017/S0266466612000448
Lanne, Markku; Saikkonen, Pentti
Econometric Theory2013Publications information icon

Noncausal vector autoregression

Lanne, Markku; Saikkonen, Pentti
Suomen tilastoseuran vuosikirja2011Publications information icon

Non-Gaussian Structural Vector Autoregression with Unknown Break Points

Liu, Keyan
Social Sciences Research Network (SSRN)2024Publications information icon

Noncausal Bayesian Vector Autoregression

Peer-reviewed
Open access
DOI
10.1002/jae.2497
Lanne, Markku; Luoto, Jani Pentti
Journal of Applied Econometrics2016Publications information icon

Gaussian mixture vector autoregression

Peer-reviewed
Open access
DOI
10.1016/j.jeconom.2016.02.012
Kalliovirta, Leena Kaarina; Meitz, Mika Harri; Saikkonen, Pentti Juhani
Journal of econometrics2016Publications information icon

Noncausal Bayesian Vector Autoregression

Lanne, Markku; Luoto, Jani
CREATES Research Papers2014Publications information icon

Gaussian mixture vector autoregression

Kalliovirta, Leena; Meitz, Mika; Saikkonen, Pentti
HECER discussion papers2014Publications information icon

A Statistically Identified Structural Vector Autoregression with Endogenously Switching Volatility Regime

Peer-reviewed
Open access
DOI
10.1080/07350015.2024.2322090
Virolainen, S
Journal of Business and Economic Statistics2024

GMM Estimation of Non-Gaussian Structural Vector Autoregression

Peer-reviewed
Open access
DOI
10.1080/07350015.2019.1629940
2021

Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks

Peer-reviewed
Open access
DOI
10.1080/07350015.2022.2134872
2023

Noncausal Vector Autoregression

Peer-reviewed
DOI
10.1017/S0266466612000448
2013

Noncausal vector autoregression

2011

Non-Gaussian Structural Vector Autoregression with Unknown Break Points

2024

Noncausal Bayesian Vector Autoregression

Peer-reviewed
Open access
DOI
10.1002/jae.2497
2016

Gaussian mixture vector autoregression

Peer-reviewed
Open access
DOI
10.1016/j.jeconom.2016.02.012
2016

Noncausal Bayesian Vector Autoregression

2014

Gaussian mixture vector autoregression

2014

A Statistically Identified Structural Vector Autoregression with Endogenously Switching Volatility Regime

Peer-reviewed
Open access
DOI
10.1080/07350015.2024.2322090
2024