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person:"Teräsvirta, Timo"
~person:"Nielsen, Bent"
~subject:"Saisonale Schwankungen"
~subject:"Schätztheorie"
~type_genre:"Working Paper"
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Search: subject_exact:"Zykluskomponente"
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Saisonale Schwankungen
Schätztheorie
Time series analysis
80
Zeitreihenanalyse
80
Theorie
38
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38
Estimation theory
28
Nichtlineare Regression
17
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17
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English
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Teräsvirta, Timo
Nielsen, Bent
Franses, Philip Hans
45
Gao, Jiti
37
Koopman, Siem Jan
35
Maravall Herrero, Agustín
27
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Lütkepohl, Helmut
21
Sibbertsen, Philipp
19
Lucas, André
16
Ooms, Marius
16
Peng, Bin
16
Kapetanios, George
15
Koop, Gary
14
Taylor, Robert
14
Gouriéroux, Christian
13
Hyndman, Rob J.
13
Härdle, Wolfgang
13
Kunst, Robert M.
13
Pesaran, M. Hashem
13
Swanson, Norman R.
13
Gómez, Víctor
11
Caporale, Guglielmo Maria
10
Dijk, Herman K. van
10
Gil-Alaña, Luis A.
10
Hoek, Henk
10
Linton, Oliver
10
Proietti, Tommaso
10
Beran, Jan
9
Blasques, Francisco
9
Breitung, Jörg
9
Brännäs, Kurt
9
Croux, Christophe
9
Dong, Chaohua
9
Li, Degui
9
Martin, Gael M.
9
Miller, J. Isaac
9
Mélard, Guy
9
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ECONIS (ZBW)
32
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Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
-
2023
Persistent link: https://www.econbiz.de/10014281994
Saved in:
2
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:
3
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:
4
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
5
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012099330
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
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