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subject:"Germany"
~person:"Teräsvirta, Timo"
~subject:"Statistical distribution"
~subject:"VAR-Modell"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
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Germany
Statistical distribution
VAR-Modell
Estimation theory
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Schätztheorie
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modelling volatility
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smooth transition GARCH
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1960-1994
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Teräsvirta, Timo
Lütkepohl, Helmut
34
Kilian, Lutz
18
Winker, Peter
16
Staszewska-Bystrova, Anna
15
Einmahl, John H. J.
12
Lechner, Michael
12
Inoue, Atsushi
10
Sentana, Enrique
10
Amengual, Dante
8
Athanasopoulos, George
8
Härdle, Wolfgang
8
Vahid, Farshid
8
Benati, Luca
7
Phillips, Peter C. B.
7
Brecht, Beatrix
6
Breitung, Jörg
6
Butucea, Cristina
6
Cai, Zongwu
6
Daouia, Abdelaati
6
Johansen, Søren
6
Koop, Gary
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Theodoridis, Konstantinos
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Wunsch, Conny
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Binder, Michael
5
Bouezmarni, Taoufik
5
Bruns, Martin
5
Fiorentini, Gabriele
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Gouriéroux, Christian
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Guillén, Osmani Teixeira de Carvalho
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Huber, Martin
5
Issler, João Victor
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Kapetanios, George
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Kitagawa, Toru
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Kleibergen, Frank
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Marcellino, Massimiliano
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Peng, Bin
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Pesaran, M. Hashem
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Stupfler, Gilles
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Winkelmann, Rainer
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Ekonomiska forskningsinstitutet <Stockholm>
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ECONIS (ZBW)
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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:
2
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010484181
Saved in:
3
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
4
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
5
Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut
;
Teräsvirta, Timo
;
Wolters, Jürgen
-
1995
Persistent link: https://www.econbiz.de/10000917361
Saved in:
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