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person:"Jerger, Jürgen"
type_genre:"Hochschulschrift"
~isPartOf:"Econometric reviews"
~person:"Herwartz, Helmut"
~person:"Reitz, Stefan"
~person:"Teräsvirta, Timo"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
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Jerger, Jürgen
Herwartz, Helmut
Reitz, Stefan
Teräsvirta, Timo
Kumbhakar, Subal
4
McAleer, Michael
4
Ullah, Aman
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Asai, Manabu
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ECONIS (ZBW)
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1
Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
Demetrescu, Matei
;
Leppin, Julian Sebastian
;
Reitz, Stefan
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 177-196
Persistent link: https://www.econbiz.de/10012483806
Saved in:
2
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
3
Heteroskedasticity robust panel unit root testing under variance breaks in pooled regressions
Herwartz, Helmut
;
Siedenburg, Florian
;
Yabibal Mulualem …
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 727-750
Persistent link: https://www.econbiz.de/10011589870
Saved in:
4
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
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