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~isPartOf:"CREATES research paper"
~person:"Teräsvirta, Timo"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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Bayes-Statistik
Estimation theory
Zeitreihenanalyse
Time series analysis
18
Nichtlineare Regression
7
Nonlinear regression
7
ARCH model
6
ARCH-Modell
6
Schätztheorie
6
Autocorrelation
4
Autokorrelation
4
Correlation
4
Estimation
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Prognoseverfahren
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Schätzung
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Multivariate Analyse
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2
Regressionsanalyse
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Saisonkomponente
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Graue Literatur
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18
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18
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English
18
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Teräsvirta, Timo
Johansen, Søren
15
Nielsen, Morten Ørregaard
15
Kruse, Robinson
12
Grassi, Stefano
8
Podolskij, Mark
8
Proietti, Tommaso
8
Santucci de Magistris, Paolo
7
Haldrup, Niels
6
Cavaliere, Giuseppe
5
Ergemen, Yunus Emre
5
Hansen, Peter Reinhard
5
Taylor, Robert
5
Christensen, Kim
4
Hillebrand, Eric
4
Kang, Jian
4
Kristensen, Dennis
4
Nielsen, Bent
4
Nonejad, Nima
4
Silvennoinen, Annastiina
4
Voev, Valeri
4
Amado, Cristina
3
Bennedsen, Mikkel
3
Bredahl Kock, Anders
3
Christensen, Bent Jesper
3
Christoffersen, Peter F.
3
He, Changli
3
Hounyo, Ulrich
3
Kanaya, Shin
3
Lange, Theis
3
Lunde, Asger
3
Rahbek, Anders
3
Rossi, Eduardo
3
Yang, Yukai
3
Zhang, Shuhua
3
Andersen, Torben
2
Bauwens, Luc
2
Dahl, Christian M.
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
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CREATES research paper
SSE EFI working paper series in economics and finance
17
Working paper series in economics and finance
8
Discussion paper / Tinbergen Institute
4
Arbeidsnotat / Norges Bank
2
Arbeidsnotat / Norges Bank / Norges Bank
2
Discussion paper / Department of Economics, University of California San Diego
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
CORE discussion papers : DP
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers of interdisciplinary research project 373
1
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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
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
Sir Clive Granger' s contributions to nonlinear time series and econometrics
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011624071
Saved in:
8
Modelling and forecasting WIG20 daily returns
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721046
Saved in:
9
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:
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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