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person:"Gredenhoff, Mikael P."
type_genre:"Collection of articles written by one author"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Choi, In"
~person:"Teräsvirta, Timo"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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Collection of articles written by one author
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Gredenhoff, Mikael P.
Choi, In
Teräsvirta, Timo
Koopman, Siem Jan
31
Kleibergen, Frank
18
Lucas, André
17
Nielsen, Morten Ørregaard
15
Gooijer, Jan G. de
14
Kiviet, J. F.
14
Blasques, Francisco
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Haan, Laurens de
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Magnus, Jan R.
9
Boswijk, Herman Peter
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Bun, Maurice J. G.
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8
Gorgi, Paolo
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Jansson, Michael
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Kristensen, Dennis
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Dijk, Herman K. van
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Franses, Philip Hans
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Ooms, Marius
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Podolskij, Mark
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Vries, Casper G. de
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Cattaneo, Matias D.
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Daníelsson, Jón
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Kruse, Robinson
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Bos, Charles S.
5
Christensen, Bent Jesper
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Christensen, Kim
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Christopeit, Norbert
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Cramer, Jan S.
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De Luca, Giuseppe
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Hounyo, Ulrich
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Lin, Yicong
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Massmann, Michael
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Peracchi, Franco
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Ridder, Geert
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ECONIS (ZBW)
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
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3
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
4
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
5
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
6
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
7
A Lagrange multiplier test for testing the adequacy of the constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
-
2014
Persistent link: https://www.econbiz.de/10010237808
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8
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
9
Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010250617
Saved in:
10
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
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