Ritva Luukkonen

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All published works

Action	Title	Year	Authors
+	TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION	1996	Pentti Saikkonen Ritva Luukkonen
+	Power of the Lagrange multiplier test for testing an autoregressive unit root	1996	Ritva Luukkonen Pentti Saikkonen
+	Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models	1993	Pentti Saikkonen Ritva Luukkonen
+	Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models	1993	Pentti Saikkonen Ritva Luukkonen
+	Estimating multivariate autoregressive moving average models by fitting long autoregressions	1989	Pentti Saikkonen Ritva Luukkonen
+	Testing linearity against smooth transition autoregressive models	1988	Ritva Luukkonen Pentti Saikkonen Timo Teräsvirta
+	Testing linearity in univariate, time series models	1988	Ritva Luukkonen Pentti Saikkonen Timo Teräsvirta

Common Coauthors

Coauthor	Papers Together
Pentti Saikkonen	7
Timo Teräsvirta	2

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Testing for a Moving Average Unit Root	1990	Katsuto Tanaka	2
+	Computation of the exact likelihood function of an arima process	1977	Warren T. Dent	2
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	2
+	Asymptotic Properties of the Maximum-Likelihood and Nonlinear Least-Squares Estimators for Noninvertible Moving Average Models	1989	Katsuto Tanaka Stephen Satchell	2
+	Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle	1983	J. D. Sargan Alok Bhargava	2
+	Hypothesis testing when a nuisance parameter is present only under the alternative	1987	Robert B. Davies	2
+	A Tukey nonadditivity-type test for time series nonlinearity	1985	Daniel M. Keenan	2
+	WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*	1986	T. W. Anderson Akimichi Takemura	2
+ PDF Chat	Robust Tests for Spherical Symmetry and Their Application to Least Squares Regression	1980	Maxwell L. King	2
+	Locally Best Invariant Tests of the Error Covariance Matrix of the Linear Regression Model	1985	Maxwell L. King Grant Hillier	2
+	A Note on a Lagrange Multiplier Test for Testing an Autoregressive Unit Root	1993	Pentti Saikkonen	1
+	Small-Sample Properties of ARCH Estimators and Tests	1985	Robert F. Engle David F. Hendry D. Trumble	1
+	ARCH and Bilinear Time Series Models: Comparison and Combination	1986	Andrew Weiss	1
+ PDF Chat	Towards a theory of point optimal testing	1987	Maxwell L. King	1
+	On tests for non‐linearity in time series analysis	1986	Wai‐Sum Chan H. Tong	1
+	Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models	1993	Pentti Saikkonen Ritva Luukkonen	1
+	ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS	1986	Kung‐Sik Chan H. Tong	1
+ PDF Chat	Convergence to Stochastic Integrals for Dependent Heterogeneous Processes	1992	Bruce E. Hansen	1
+	DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS	1983	A. Ian McLeod W. K. Li	1
+	Useful invariance results for generalized regression models	1980	Trevor Breusch	1
+	EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS	1959	J. Durbin	1
+	The information matrices of the parameters of multiple mixed time series	1978	H. Joseph Newton	1
+	Small-sample properties of the maximum likelihood estimator in the first-order moving average model	1981	Jonathan D. Cryer Johannes Ledolter	1
+	A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS	1986	Richard Ashley Douglas M. Patterson Melvin J. Hinich	1
+	REGRESSION, AUTOREGRESSION MODELS	1986	E. J. Hannan L. Kavalieris	1
+	Bias of some commonly-used time series estimates	1983	Dag Tjøstheim Jostein Paulsen	1
+	The asymptotic theory of linear time-series models	1973	E. J. Hannan	1
+	Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models	1979	Robert Kohn	1
+ PDF Chat	A Maximal Inequality and Dependent Strong Laws	1975	D. L. McLeish	1
+	Fast Evaluation of the Distribution of the Durbin-Watson and other Invariant Test Statistics in Time Series Regression	1990	Thomas S. Shively Craig F. Ansley Robert Kohn	1
+	Likelihood Function of Stationary Multiple Autoregressive Moving Average Models	1979	Steven C. Hillmer George C. Tiao	1
+	ESTIMATION OF MULTIVARIATE TIME SERIES	1987	B. L. Shea	1
+	THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1	1983	E. J. Hannan L. Kavalieris	1
+	Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root	1981	David A. Dickey Wayne A. Fuller	1
+	Testing for the Constancy of Parameters over Time	1989	Jukka Nyblom	1
+	Testing for unit roots in autoregressive-moving average models of unknown order	1984	Saïd E. Saïd David A. Dickey	1
+	Continuous Weak Convergence and Stochastic Equicontinuity Results for Integrated Processes with an Application to the Estimation of a Regression Model	1993	Pentti Saikkonen	1
+	Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function	1987	Junji Nakano Sigani Tagami	1
+	A NOTE ON THE MAXIMUM LIKELIHOOD ESTIMATION OF REGRESSION MODELS WITH FIRST ORDER MOVING AVERAGE ERRORS WITH ROOTS ON THE UNIT CIRCLE	1983	M. Hashem Pesaran	1
+	An efficient method for the estimation of multivariate moving averge models	1988	Pentti Saikkonen Ritva Luukkone	1
+	An algorithm for the exact likelihood of a mixed autoregressive-moving average process	1979	Craig F. Ansley	1
+	Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models	1991	Benedikt M. Pötscher	1
+	Asymptotic properties of time domain gaussian estimators	1978	Robert Kohn	1
+	Identification of Nonzero Elements in the Polynomial Matrices of Mixed <i>Varma</i> Processes	1987	Sergio G. Koreisha Tarmo Pukkila	1
+	The Asymptotic Powers of Certain Tests Based on Multiple Correlations	1956	E. J. Hannan	1
+	The Order of Differencing in ARIMA Models	1984	Victor Solo	1
+	Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression	1990	Thomas S. Shively Craig F. Ansley Robert Kohn	1
+	Journal of the Royal Statistical Society.	1921		1
+	Some aspects of parameter inference for nearly nonstationary and nearly non invertible ARMA models (II).	1984	Juha Ahtola George C. Tiao	1
+	Vector linear time series models	1976	William Dunsmuir E. J. Hannan	1