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Teräsvirta, Timo
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Johannesson, Magnus
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Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
10,005
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1,176
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678
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657
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ECONIS (ZBW)
332
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1
A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984774
Saved in:
2
On stationarity and cointegration of international health expenditure and GDP
Gerdtham, Ulf-G.
;
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984764
Saved in:
3
Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf
;
Lyhagen, Johan
;
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000991637
Saved in:
4
A nonlinear time series model of El Niño
Hall, Anthony D.
;
Skalin, Joakim
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000994162
Saved in:
5
A latent factor model of European exchange rate risk premia
Alexius, Annika
;
Sellin, Peter
-
1997
Persistent link: https://www.econbiz.de/10000958083
Saved in:
6
Testing parameter constancy in stationary vector autoregressive models against continuous change
He, Changli
(
contributor
);
Teräsvirta, Timo
(
contributor
); …
-
2002
-
[Elektronische Ressource], Rev. July 11, 2005
literature. An advantage here is that the asymptotic distribution
theory
is standard. The performance of the tests is compared to …
Persistent link: https://www.econbiz.de/10001693105
Saved in:
7
Modelling asymmetries and moving equilibria in unemployment rates
Skalin, Joakim
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000994465
Saved in:
8
On the effects of imposing or ignoring long memory when forecasting
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10000981126
Saved in:
9
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
10
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
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