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Time series analysis
62
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39
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Teräsvirta, Timo
23
Löthgren, Mickael
8
Cassel, Claes-M.
7
Eklund, Bruno
7
He, Changli
6
Skalin, Joakim
6
Lundquist, Peter
5
Gredenhoff, Mikael P.
4
Hagerud, Gustaf E.
4
Karlsson, Sune
4
Brännström, Tomas
3
Jacobson, Tor
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
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Tambour, Magnus
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Vredin, Anders
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Warne, Anders
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Becker, Torbjörn
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Giordani, Paolo
1
Globerman, Steven
1
González, Andrés
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Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
1,176
eSocialSciences
865
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
508
Indien / Registrar General
348
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263
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257
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245
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185
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172
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146
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World Institute for Development Economic Research (UNU/WIDER), United Nations University
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Indian Council of Social Science Research
46
Indian Society of Agricultural Economics
40
London School of Economics (LSE)
40
International Water Management Institute (IWMI)
39
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Working paper series in economics and finance
58
SSE EFI working paper series in economics and finance
21
Research report
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ECONIS (ZBW)
88
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1
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
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2
Bartlett corrections in cointegration testing
Jacobson, Tor
;
Larsson, Rolf
-
1996
Persistent link: https://www.econbiz.de/10000953744
Saved in:
3
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
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4
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
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5
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
6
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
7
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:
8
On testing and forecasting in fractionally integrated time series models
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10001372216
Saved in:
9
Robust testing for fractional integration using the bootstrap
Eklund, Bruno
;
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000978987
Saved in:
10
An investigation of Ricardian equivalence in a common trends model
Becker, Torbjörn
-
1995
Persistent link: https://www.econbiz.de/10000920343
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