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subject:"Time series analysis"
type_genre:"Sammelwerk"
~person:"Teräsvirta, Timo"
~subject:"Estimation theory"
~subject:"USA"
~type_genre:"Book review"
~type_genre:"Graue Literatur"
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Time series analysis
Estimation theory
USA
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11
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8
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8
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6
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Teräsvirta, Timo
Härdle, Wolfgang
104
Phillips, Peter C. B.
96
Gao, Jiti
76
Linton, Oliver
67
Chernozhukov, Victor
65
Pesaran, M. Hashem
64
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57
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51
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48
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47
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46
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44
Kapetanios, George
43
Nielsen, Morten Ørregaard
40
Koopman, Siem Jan
38
Lechner, Michael
38
Sentana, Enrique
38
Swanson, Norman R.
36
Chen, Xiaohong
35
Johansen, Søren
35
Croux, Christophe
34
Franses, Philip Hans
34
Marcellino, Massimiliano
34
Weidner, Martin
34
Cai, Zongwu
31
Magnus, Jan R.
30
McAleer, Michael
30
Wolf, Michael
30
Fernández-Val, Iván
29
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29
Andrews, Donald W. K.
28
Kilian, Lutz
28
Kitagawa, Toru
28
Horowitz, Joel
27
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27
Peng, Bin
27
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26
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26
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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
Saved in:
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
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
6
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
7
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:
8
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:
9
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:
10
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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