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Statistical properties of the asymmetric power ARCH process
He, Changli; Teräsvirta, Timo - 1997
Persistent link: https://www.econbiz.de/10000971492
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Testing parameter constancy in linear models against stochastic stationary parameters
Teräsvirta, Timo; Lin, Chien-fu Jeff - 1995
Persistent link: https://www.econbiz.de/10000910630
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Testing the adequacy of smooth transition autoregressive models
Eitrhem, Øyvind; Teräsvirta, Timo - 1995
Persistent link: https://www.econbiz.de/10000910635
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Modelling the demand for M3 in the unified Germany
Wolters, Jürgen; Teräsvirta, Timo; Lütkepohl, Helmut - 1996
Persistent link: https://www.econbiz.de/10000936487
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Smooth transition models
Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000953743
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Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000955669
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Fourth moment structure of the GARCH (p, q) process
He, Changli; Teräsvirta, Timo - 1997
Persistent link: https://www.econbiz.de/10000960148
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Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan - 1998
Persistent link: https://www.econbiz.de/10000984648
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A simple nonlinear time series model with misleading linear properties
Granger, C. W. J.; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000987484
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A nonlinear time series model of El Niño
Hall, Anthony D.; Skalin, Joakim; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000994162