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person:"Newbold, Paul"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Proietti, Tommaso"
~person:"Teräsvirta, Timo"
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Newbold, Paul
Proietti, Tommaso
Teräsvirta, Timo
Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
15
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14
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14
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12
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12
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12
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12
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11
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11
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11
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11
Xiao, Zhijie
11
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10
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10
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10
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9
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9
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9
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9
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8
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8
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8
Maasoumi, Esfandiar
8
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8
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8
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Journal of econometrics
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ECONIS (ZBW)
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1
Annals issue: econometric models of climate change
Hillebrand, Eric
(
ed.
);
Pretis, Felix
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012439936
Saved in:
2
Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 142-153
Persistent link: https://www.econbiz.de/10009764416
Saved in:
3
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
Saved in:
4
A time series model for an exchange rate in a target zone with applications
Lundbergh, Stefan
;
Teräsvirta, Timo
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 579-609
Persistent link: https://www.econbiz.de/10003298619
Saved in:
5
Annals of econometrics: Long memory and nonlinear time series
Davidson, James E. H.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001703499
Saved in:
6
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 417-435
Persistent link: https://www.econbiz.de/10001703535
Saved in:
7
Unit root tests with a break in innovation variance
Kim, Tae-hwan
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 365-387
Persistent link: https://www.econbiz.de/10001689187
Saved in:
8
The strength of evidence for unit autoregressive roots and structural breaks : a Bayesian perspective
Marriott, John Arthur Ransome
;
Newbold, Paul
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001497668
Saved in:
9
Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 173-192
Persistent link: https://www.econbiz.de/10001400095
Saved in:
10
Testing parameter constancy in linear models against stochastic stationary parameters
Lin, Chien-fu Jeff
;
Teräsvirta, Timo
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 193-213
Persistent link: https://www.econbiz.de/10001382111
Saved in:
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