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~person:"Teräsvirta, Timo"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Schätztheorie"
~subject:"Theory"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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Bayesian inference
Estimation theory
Konjunktur
Schätztheorie
Theory
Time series analysis
61
Zeitreihenanalyse
61
Theorie
31
Nichtlineare Regression
17
Nonlinear regression
17
ARCH model
12
ARCH-Modell
12
Autokorrelation
11
Autocorrelation
10
Estimation
7
Forecasting model
7
Prognoseverfahren
7
Schätzung
7
Modellierung
6
Neural networks
6
Neuronale Netze
6
Regression analysis
6
Regressionsanalyse
6
Scientific modelling
6
Statistical test
6
Statistischer Test
6
Capital income
5
Correlation
5
Kapitaleinkommen
5
Korrelation
5
Saisonale Schwankungen
5
Seasonal variations
5
Volatility
5
Volatilität
5
Börsenkurs
4
EU countries
4
EU-Staaten
4
Großbritannien
4
Share price
4
Structural break
4
Strukturbruch
4
United Kingdom
4
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Free
22
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Book / Working Paper
41
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Graue Literatur
Working Paper
43
Arbeitspapier
41
Non-commercial literature
41
Article in journal
33
Aufsatz in Zeitschrift
33
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
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1
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1
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English
41
Author
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Teräsvirta, Timo
Koopman, Siem Jan
89
Gil-Alaña, Luis A.
71
Phillips, Peter C. B.
65
Caporale, Guglielmo Maria
58
Franses, Philip Hans
57
Sibbertsen, Philipp
56
Gao, Jiti
52
Lütkepohl, Helmut
52
Lucas, André
46
Dijk, Herman K. van
45
Härdle, Wolfgang
44
Pesaran, M. Hashem
42
Hyndman, Rob J.
41
Koop, Gary
41
Maravall Herrero, Agustín
39
Johansen, Søren
38
Kunst, Robert M.
38
Marcellino, Massimiliano
35
Feng, Yuanhua
34
McAleer, Michael
34
Beran, Jan
31
Kapetanios, George
30
Nielsen, Morten Ørregaard
29
Swanson, Norman R.
29
Ravazzolo, Francesco
28
Bauwens, Luc
26
Dijk, Dick van
25
Fried, Roland
25
Linton, Oliver
25
Lux, Thomas
25
Timmermann, Allan
24
Weihs, Claus
24
Harvey, Andrew C.
22
Saikkonen, Pentti
22
Blasques, Francisco
21
Chan, Joshua
21
Grassi, Stefano
21
Hallin, Marc
21
Robinson, Peter M.
21
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Institution
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Ekonomiska forskningsinstitutet <Stockholm>
11
Norges Bank / Utredningsavdelingen
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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SSE EFI working paper series in economics and finance
12
CREATES research paper
8
Working paper series in economics and finance
6
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
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
Economics working paper
1
NCER working paper series
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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ECONIS (ZBW)
41
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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
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
Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010250617
Saved in:
10
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Bredahl Kock, Anders
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009267762
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