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~person:"Teräsvirta, Timo"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
~subject:"Seasonal variations"
~subject:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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Bayes-Statistik
Estimation theory
Seasonal variations
Zeitreihenanalyse
Time series analysis
61
Theorie
31
Theory
31
Schätztheorie
18
Nichtlineare Regression
17
Nonlinear regression
17
ARCH model
12
ARCH-Modell
12
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11
Autocorrelation
10
Estimation
7
Forecasting model
7
Prognoseverfahren
7
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7
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Regressionsanalyse
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EU countries
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EU-Staaten
4
Großbritannien
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Share price
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Structural break
4
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4
United Kingdom
4
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61
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Graue Literatur
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67
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61
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61
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44
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44
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5
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English
61
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Teräsvirta, Timo
Gil-Alaña, Luis A.
155
Caporale, Guglielmo Maria
136
Koopman, Siem Jan
109
Franses, Philip Hans
83
McAleer, Michael
79
Phillips, Peter C. B.
75
Gao, Jiti
68
Sibbertsen, Philipp
66
Hyndman, Rob J.
61
Lütkepohl, Helmut
55
Kunst, Robert M.
54
Lucas, André
54
Pesaran, M. Hashem
54
Johansen, Søren
50
Härdle, Wolfgang
49
Marcellino, Massimiliano
49
Dijk, Herman K. van
48
Kapetanios, George
45
Koop, Gary
43
Maravall Herrero, Agustín
42
Nielsen, Morten Ørregaard
41
Feng, Yuanhua
37
Dijk, Dick van
36
Beran, Jan
34
Linton, Oliver
32
Lux, Thomas
32
Ravazzolo, Francesco
32
Swanson, Norman R.
32
Bauwens, Luc
28
Timmermann, Allan
28
Harvey, Andrew C.
27
Brakel, Jan A. van den
26
Robinson, Peter M.
26
Saikkonen, Pentti
26
Fried, Roland
25
Grassi, Stefano
25
Lanne, Markku
25
Medeiros, Marcelo C.
25
Snyder, Ralph D.
25
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Ekonomiska forskningsinstitutet <Stockholm>
16
Norges Bank / Utredningsavdelingen
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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CREATES research paper
18
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17
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8
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4
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2
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2
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2
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2
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1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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1
Discussion papers of interdisciplinary research project 373
1
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1
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ECONIS (ZBW)
61
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1
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
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:
5
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:
6
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:
7
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:
8
Sir Clive Granger' s contributions to nonlinear time series and econometrics
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011624071
Saved in:
9
Modelling and forecasting WIG20 daily returns
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721046
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
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