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Teräsvirta, Timo
23
Cassel, Claes-M.
7
Eklund, Bruno
7
Löthgren, Mickael
7
He, Changli
6
Skalin, Joakim
6
Lundquist, Peter
5
Gredenhoff, Mikael P.
4
Hagerud, Gustaf E.
4
Brännström, Tomas
3
Jacobson, Tor
3
Karlsson, Sune
3
Medeiros, Marcelo C.
3
Rech, Gianluigi
3
Andersson, Michael K.
2
Dijk, Dick van
2
Eliasson, Ann-Charlotte
2
Granger, C. W. J.
2
Larsson, Rolf
2
Lundbergh, Stefan
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Lyhagen, Johan
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Strikholm, Birgit
2
Tambour, Magnus
2
Vredin, Anders
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Warne, Anders
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Åsbrink, Stefan E.
2
Alexius, Annika
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Batchelor, Roy A.
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Becker, Torbjörn
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Björk, Tomas
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Eitrhem, Øyvind
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Eklöf, Jan A.
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Frey, Bruno S.
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Gerdtham, Ulf-G.
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González, Andrés
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Hall, Anthony D.
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Henrekson, Magnus
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Jansen, Eilev S.
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Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
637
International Monetary Fund (IMF)
260
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
186
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
88
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
83
Econometrisch Instituut, Faculteit der Economische Wetenschappen
59
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58
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57
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52
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49
Econometric Society
49
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46
Department of Econometrics and Business Statistics, Monash Business School
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39
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36
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36
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30
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30
Department of Economics, University of Southern California
29
HAL
29
SOM Research Institute, Faculteit Economie en Bedrijfskunde
29
Department of Agricultural and Resource Economics, University of California-Berkeley
28
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26
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26
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25
London School of Economics and Political Science
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Econometrics Research Program, Department of Economics
24
Economics Department, Michigan State University
24
Institute of Social and Economic Research (ISER), Osaka University
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Working paper series in economics and finance
53
SSE EFI working paper series in economics and finance
20
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ECONIS (ZBW)
81
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1
Bootstrap
testing
for fractional integration
Eklund, Bruno
;
Gredenhoff, Mikael P.
-
1997
Persistent link: https://www.econbiz.de/10000971372
Saved in:
2
Testing
linearity against smooth transition autoregression using a parametric bootstrap
Skalin, Joakim
-
1998
-
Rev. version
Persistent link: https://www.econbiz.de/10000998500
Saved in:
3
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
Saved in:
4
Bartlett corrections in cointegration
testing
Jacobson, Tor
;
Larsson, Rolf
-
1996
Persistent link: https://www.econbiz.de/10000953744
Saved in:
5
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
Saved in:
6
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
7
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
8
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
9
Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000960149
Saved in:
10
On
testing
and forecasting in fractionally integrated time series models
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10001372216
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