Showing 1 - 3 results of 3 for search 'Sohkanen, J', query time: 0.02s Refine Results
  1. 1
    Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends

    Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends by Nielsen, B, Sohkanen, J

    Published 2011
    Journal article
  2. 2
    Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends.

    Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends. by Nielsen, B, Sohkanen, J

    Published 2009
    Working paper
  3. 3
    Properties of tests for mis-specification in non-stationary autoregressions

    Properties of tests for mis-specification in non-stationary autoregressions by Sohkanen, J, Jouni Sohkanen

    Published 2012
    Thesis

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