Leena Kalliovirta

University of Helsinki - Department of Statistics

Finland

SCHOLARLY PAPERS

3

DOWNLOADS

189

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Forecasting Milk Prices With VAR Models – Application to Farm Gate Price in Finland

Number of pages: 21 Posted: 31 Oct 2019
Leena Kalliovirta, Olli Niskanen and Anna-Maija Heikkilä
University of Helsinki - Department of Statistics, affiliation not provided to SSRN and Natural Resources Institute Finland (LUKE)
Downloads 141 (277,368)

Abstract:

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VAR models, milk price, future oil price, forecasting

2.

Nonlinearity and Cross-Country Dependence of Income Inequality

Number of pages: 30 Posted: 19 May 2014
Tuomas Malinen and Leena Kalliovirta
HECER, University of Helsinki and University of Helsinki - Department of Statistics
Downloads 48 (522,306)

Abstract:

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top 1% income share, GMAR, developed economies

3.

A Gaussian Mixture Autoregressive Model for Univariate Time Series

Journal of Time Series Analysis, Vol. 36, Issue 2, pp. 247-266, 2015
Number of pages: 20 Posted: 13 Feb 2015
Leena Kalliovirta, Mika Meitz and Pentti Saikkonen
University of Helsinki - Department of Statistics, University of Helsinki - Department of Political and Economic Studies and University of Helsinki - Department of Statistics
Downloads 0 (876,149)
Citation 2

Abstract:

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ergodicity, Markov chain, nonlinear autoregression, regime switching, stationarity