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person:"Teräsvirta, Timo"
~isPartOf:"CREATES research paper"
~subject:"Saisonale Schwankungen"
~subject:"Schätztheorie"
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Search: subject_exact:"Zykluskomponente"
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Saisonale Schwankungen
Schätztheorie
Time series analysis
18
Zeitreihenanalyse
18
Nichtlineare Regression
7
Nonlinear regression
7
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6
ARCH-Modell
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Estimation theory
6
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Teräsvirta, Timo
Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Proietti, Tommaso
5
Kang, Jian
4
Kristensen, Dennis
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Grassi, Stefano
3
He, Changli
3
Podolskij, Mark
3
Santucci de Magistris, Paolo
3
Zhang, Shuhua
3
Andersen, Torben
2
Ergemen, Yunus Emre
2
Hualde, Javier
2
Kanaya, Shin
2
Kruse, Robinson
2
Nielsen, Bent
2
Rossi, Eduardo
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Yang, Yukai
2
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
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Bunzel, Helle
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Catani, Paul
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Cho, Jin Seo
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Gao, Jiti
1
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CREATES research paper
Working paper series in economics and finance
6
Econometric reviews
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Discussion paper / Tinbergen Institute
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SSE EFI working paper series in economics and finance
3
Econometrics : open access journal
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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
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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
Saved in:
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
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
6
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772-2016
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2018
Persistent link: https://www.econbiz.de/10011864964
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
Saved in:
8
Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010250617
Saved in:
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