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~isPartOf:"CREATES research paper"
~isPartOf:"SSE EFI working paper series in economics and finance"
~isPartOf:"The econometrics journal"
~person:"Teräsvirta, Timo"
~subject:"Statistischer Test"
~subject:"VAR-Modell"
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CREATES research paper
SSE EFI working paper series in economics and finance
The econometrics journal
Econometric reviews
1
Energy economics
1
Journal of econometrics
1
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ECONIS (ZBW)
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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
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2
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:
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
A sequential procedure for determining the number of regimes in a threshold autoregressive model
Strikholm, Birgit
;
Teräsvirta, Timo
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10003390166
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