| Comparison of unit root tests for time series with level shifts M Lanne, H Lütkepohl, P Saikkonen Journal of time series analysis 23 (6), 667-685, 2002 | 430 | 2002 |
| Structural vector autoregressions with Markov switching M Lanne, H Lütkepohl, K Maciejowska Journal of Economic Dynamics and Control 34 (2), 121-131, 2010 | 275 | 2010 |
| Identification and estimation of non-Gaussian structural vector autoregressions M Lanne, M Meitz, P Saikkonen Journal of Econometrics 196 (2), 288-304, 2017 | 213 | 2017 |
| Identifying monetary policy shocks via changes in volatility M Lanne, H Lütkepohl Journal of Money, Credit and Banking 40 (6), 1131-1149, 2008 | 213 | 2008 |
| Test procedures for unit roots in time series with level shifts at unknown time M Lanne, H Lütkepohl, P Saikkonen Oxford Bulletin of Economics and Statistics 65 (1), 91-115, 2003 | 187 | 2003 |
| Testing the predictability of stock returns M Lanne Review of Economics and Statistics 84 (3), 407-415, 2002 | 170 | 2002 |
| Generalized forecast error variance decomposition for linear and nonlinear multivariate models M Lanne, H Nyberg Oxford Bulletin of Economics and Statistics 78 (4), 595-603, 2016 | 165 | 2016 |
| A multivariate generalized orthogonal factor GARCH model M Lanne, P Saikkonen Journal of Business & Economic Statistics 25 (1), 61-75, 2007 | 159 | 2007 |
| Structural vector autoregressions with nonnormal residuals M Lanne, H Lütkepohl Journal of Business & Economic Statistics 28 (1), 159-168, 2010 | 149 | 2010 |
| Trends and breaks in per-capita carbon dioxide emissions, 1870-2028 M Lanne, M Liski The Energy Journal 25 (4), 41-65, 2004 | 134 | 2004 |
| Noncausal vector autoregression M Lanne, P Saikkonen Econometric Theory 29 (3), 447-481, 2013 | 127 | 2013 |
| Noncausal autoregressions for economic time series M Lanne, P Saikkonen Journal of Time Series Econometrics 3 (3), 2011 | 118 | 2011 |
| Modeling the US short-term interest rate by mixture autoregressive processes M Lanne, P Saikkonen Journal of Financial Econometrics 1 (1), 96-125, 2003 | 94 | 2003 |
| GMM estimation of non-Gaussian structural vector autoregression M Lanne, J Luoto Journal of Business & Economic Statistics 39 (1), 69-81, 2021 | 86 | 2021 |
| Non‐linear GARCH models for highly persistent volatility M Lanne, P Saikkonen The Econometrics Journal 8 (2), 251-276, 2005 | 84 | 2005 |
| Nonlinear dynamics of interest rate and inflation M Lanne Journal of Applied Econometrics 21 (8), 1157-1168, 2006 | 82 | 2006 |
| Overnight stock returns and realized volatility K Ahoniemi, M Lanne International Journal of Forecasting 29 (4), 592-604, 2013 | 80 | 2013 |
| A mixture multiplicative error model for realized volatility M Lanne Journal of Financial Econometrics 4 (4), 594-616, 2006 | 80 | 2006 |
| Optimal forecasting of noncausal autoregressive time series M Lanne, J Luoto, P Saikkonen International Journal of Forecasting 28 (3), 623-631, 2012 | 78 | 2012 |
| Near unit roots, cointegration, and the term structure of interest rates M Lanne Journal of Applied Econometrics 15 (5), 513-529, 2000 | 77 | 2000 |
