Concepedia

Pentti Saikkonen

PS

71

Publications

7.4K

Citations

42

H-Index

1983

Active since

Affiliations

University of Helsinki(Current)

Statistics Finland

European University Institute

Finnish Institute of Occupational Health

Humboldt-Universität zu Berlin

Pentti Saikkonen is an author at University of Helsinki specializing in econometrics, business, and statistics.

Top concepts

Publications per year

1983–2021

70

Publications

71

Testing linearity against smooth transition autoregressive models

Ritva Luukkonen, Pentti Saikkonen, Timo Teräsvirta · Biometrika · 1988 · 1.3K citations

, , +7

Asymptotically Efficient Estimation of Cointegration Regressions

Pentti Saikkonen · Econometric Theory · 1991 · 1.2K citations

, , +14

Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation

Pentti Saikkonen · Econometric Theory · 1992 · 477 citations

, , +13

Predicting U.S. Recessions with Dynamic Binary Response Models

Heikki Kauppi, Pentti Saikkonen · The Review of Economics and Statistics · 2008 · 311 citations

, , +20

Testing for the Cointegrating Rank of a VAR Process With Structural Shifts

Pentti Saikkonen, Helmut Lütkepohl · Journal of Business and Economic Statistics · 2000 · 247 citations · Full text

, , +18

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