Pentti Saikkonen


Latest publications

  1. Testing identification via heteroskedasticity in structural vector autoregressive models

    Lütkepohl, H., Meitz, M. H., Netšunajev, A. & Saikkonen, P. J., Oct 2018, In : DIW Discussion Papers. 2018, 1764, 26 p.

    Research output: Contribution to journalArticleScientific

  2. Testing for observation-dependent regime switching in mixture autoregressive models

    Meitz, M. H. & Saikkonen, P. J., Oct 2017, In : HECER discussion papers. 420, 56 p.

    Research output: Contribution to journalArticleScientific

  3. Identification and Estimation of Non-Gaussian Structural Vector Autoregressions

    Lanne, M., Meitz, M. & Saikkonen, P., Feb 2017, In : Journal of Econometrics. 196, 2, p. 288-304 17 p.

    Research output: Contribution to journalArticleScientificpeer-review

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Latest activities

  1. A Celebration of Peter Phillips' Forty Years at Yale

    Pentti Saikkonen (Speaker: Presenter)
    19 Oct 201820 Oct 2018

    Activity: Participating in or organising an event typesOrganisation and participation in conferences, workshops, courses, seminars

  2. Department of Economics and Finance, City University of Hong Kong

    Pentti Saikkonen (Visiting researcher)
    16 Aug 20183 Sep 2018

    Activity: Visiting an external institution typesAcademic visit to other institution

  3. Pro gradun ohjaus (Savi Virolainen)

    Pentti Saikkonen (Supervisor)
    May 2018

    Activity: Examination typesSupervision of other thesis (Master's, Licentiate)

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Latest prizes

  1. Eino H. Laurila National Income Medal

    Pentti Saikkonen (Recipient), 23 Jan 2012

    Prize: Prizes and awards

  2. Member of The Finnish Academy of Science and Letters

    Pentti Saikkonen (Recipient), 15 Apr 2011

    Prize: Prizes and awards

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