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person:"Schorfheide, Frank"
~language:"eng"
~person:"Teräsvirta, Timo"
~type_genre:"Article in journal"
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Modellierung
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Schorfheide, Frank
Teräsvirta, Timo
Zhang, Xinyu
23
Spanos, Aris
16
Sargent, Thomas J.
14
Hansen, Lars Peter
13
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Medeiros, Marcelo C.
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Econometric reviews
4
The American economic review
2
Journal of the European Economic Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The review of economic studies
1
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ECONIS (ZBW)
9
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1
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:
2
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 347-364
Persistent link: https://www.econbiz.de/10011649097
Saved in:
3
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1753-1779
Persistent link: https://www.econbiz.de/10011592391
Saved in:
4
Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu
;
Liao, Zhipeng
;
Schorfheide, Frank
- In:
The review of economic studies
83
(
2016
)
4
,
pp. 1511-1543
Persistent link: https://www.econbiz.de/10011656547
Saved in:
5
On the use of holdout samples for model selection
Schorfheide, Frank
;
Wolpin, Kenneth I.
- In:
The American economic review
102
(
2012
)
3
,
pp. 477-481
Persistent link: https://www.econbiz.de/10009706406
Saved in:
6
Monetary policy analysis with potentially misspecified models
Del Negro, Marco
;
Schorfheide, Frank
- In:
The American economic review
99
(
2009
)
4
,
pp. 1415-1450
Persistent link: https://www.econbiz.de/10003896762
Saved in:
7
Testing parameter constancy in stationary vector autoregressive models against continuous change
He, Changli
;
Teräsvirta, Timo
;
González, Andrés
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 225-245
Persistent link: https://www.econbiz.de/10003800734
Saved in:
8
Policy predictions if the model does not fit
Del Negro, Marco
;
Schorfheide, Frank
- In:
Journal of the European Economic Association
3
(
2005
)
2/3
,
pp. 434-443
Persistent link: https://www.econbiz.de/10003016767
Saved in:
9
Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van
;
Teräsvirta, Timo
;
Franses, Philip Hans
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
Saved in:
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