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Pentti Saikkonen

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Nationality
  
Finnish

Education
  
University of Helsinki

Name
  
Pentti Saikkonen


Fields
  
Statistics, Econometrics

Born
  
12 February 1952 (age 72) (
1952-02-12
)
Lahti, Finland

Alma mater
  
University of Helsinki

Institution
  
University of Helsinki

Pentti Juhani Saikkonen (born 12 February 1952) is a Finnish statistician specializing in time series analysis. Since 2004 he is a professor of statistics at the University of Helsinki.

A native of Lahti, Saikkonen attended the University of Helsinki, where he earned his licentiate in 1981, and his doctorate in 1986.

Selected publications

  • Lanne, Markku; Lütkepohl, Helmut; ——— (2002). "Comparison of Unit Root Tests for Time Series with Level Shifts". Journal of Time Series Analysis. 23 (6): 667–685. doi:10.1111/1467-9892.00285. 
  • ——— (1991). "Asymptotically Efficient Estimation of Cointegration Regressions". Econometric Theory. 7 (1): 1–21. doi:10.1017/S0266466600004217. 
  • Luukkonen, Ritva; ———; Teräsvirta, Timo (1988). "Testing Linearity Against Smooth Transition Autoregressive Models". Biometrika. 75 (3): 491–499. doi:10.1093/biomet/75.3.491. 

    • References

    Pentti Saikkonen Wikipedia
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