Yliopiston etusivulle
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In English
Helsingin yliopisto
Valtiotieteellinen tiedekunta
Professor Pentti Saikkonen
Information:
Home Page
Publications
Working Papers
Contact Information:
Address
Department of Mathematics and Statistics
P.O Box 68
(Gustaf Hällströmin katu 2 b)
00014 University of Helsinki
Finland
E-Mail
firstname.surname@helsinki.fi
Phone:
+358-(0)9-191 51406
Fax:
+358-(0)9-191 51400
LInks
RUESG
Research Group in Financial and Macroeconometrics
HECER - Helsinki Center of Economic Research
Department of Mathematics and Statistics
Working Papers
Modeling expectations with noncausal autoregressions
Parameter estimation in nonlinear AR--GARCH models
Noncausal vector autoregression
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