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Publication name
Authors
Publication channel
Year
Testing for a unit root in
noncausal
autoregressive
model
s
Peer-reviewed
Open access
DOI
10.1111/jtsa.12141
Saikkonen, Pentti; Sandberg, Rickard
Journal of Time Series Analysis
2016
Bayesian
model
selection and forecasting in
noncausal
autoregressive
model
s
Peer-reviewed
DOI
10.1002/jae.1217
Lanne, Markku; Luoto, Jani; Luoma, Arto
Journal of applied econometrics
2012
Forecasting
noncausal
autoregressive
time series
Lanne, Markku
Suomen tilastoseuran vuosikirja
2011
Optimal forecasting of
noncausal
autoregressive
time series
Peer-reviewed
DOI
10.1016/j.ijforecast.2011.08.003
Lanne, Markku; Luoto, Jani; Saikkonen, Pentti
International Journal of Forecasting
2012
A
Noncausal
Autoregressive
Model
with Time-Varying Parameters:An Application to U. S. Inflation
Lanne, Markku; Luoto, Jani
DIW Discussion Papers
2013
Testing for a unit root in
noncausal
autoregressive
model
s
Peer-reviewed
Saikkonen, Pentti; Sandberg, Rickard
Bank of Finland research discussion papers
2013
An
autoregressive
model
based on the generalized hyperbolic distribution
Peer-reviewed
Open access
DOI
10.1111/sjos.12427
Karttunen, Henri
Scandinavian Journal of Statistics
2020
An efficient branch-and-bound strategy for subset vector
autoregressive
model
selection
Peer-reviewed
DOI
10.1016/j.jedc.2007.08.001
Gatu, Cristian; Kontoghiorghes, Erricos J.; Gilli, Manfred; Winker, Peter
Journal of Economic Dynamics and Control
2008
Edge-preserving adaptive
autoregressive
model
for Poisson noise reduction
Peer-reviewed
DOI
10.1097/MNM.0000000000001377
Takalo, Reijo; Hytti, Heli; Ihalainen, Heimo; Sohlberg, Antti
Nuclear medicine communications
2021
Forecasting with a
Noncausal
VAR
Model
Peer-reviewed
DOI
10.1016/j.csda.2013.10.014
Nyberg, Henri; Saikkonen, Pentti
Computational Statistics & Data Analysis
2014
Testing for a unit root in
noncausal
autoregressive
model
s
Peer-reviewed
Open access
DOI
10.1111/jtsa.12141
2016
Bayesian
model
selection and forecasting in
noncausal
autoregressive
model
s
Peer-reviewed
DOI
10.1002/jae.1217
2012
Forecasting
noncausal
autoregressive
time series
2011
Optimal forecasting of
noncausal
autoregressive
time series
Peer-reviewed
DOI
10.1016/j.ijforecast.2011.08.003
2012
A
Noncausal
Autoregressive
Model
with Time-Varying Parameters:An Application to U. S. Inflation
2013
Testing for a unit root in
noncausal
autoregressive
model
s
Peer-reviewed
2013
An
autoregressive
model
based on the generalized hyperbolic distribution
Peer-reviewed
Open access
DOI
10.1111/sjos.12427
2020
An efficient branch-and-bound strategy for subset vector
autoregressive
model
selection
Peer-reviewed
DOI
10.1016/j.jedc.2007.08.001
2008
Edge-preserving adaptive
autoregressive
model
for Poisson noise reduction
Peer-reviewed
DOI
10.1097/MNM.0000000000001377
2021
Forecasting with a
Noncausal
VAR
Model
Peer-reviewed
DOI
10.1016/j.csda.2013.10.014
2014
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