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Time series analysis
164
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Teräsvirta, Timo
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CREATES research paper
Journal of econometrics
1,161
Economics letters
680
International journal of forecasting
666
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
560
Applied economics
471
Econometric theory
468
Discussion paper / Tinbergen Institute
418
Journal of forecasting
387
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379
Econometric reviews
355
Applied economics letters
329
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
328
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318
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305
NBER Working Paper
297
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288
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
282
Working paper / National Bureau of Economic Research, Inc.
249
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
241
Discussion paper series / IZA
232
Journal of applied econometrics
232
Working paper / Department of Econometrics and Business Statistics, Monash University
231
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190
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169
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162
Oxford bulletin of economics and statistics
155
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150
Journal of empirical finance
147
Journal of economic dynamics & control
144
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138
Journal of macroeconomics
127
International review of economics & finance : IREF
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ECONIS (ZBW)
201
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1
First and second order non-linear cointegration models
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849457
Saved in:
2
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
3
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
4
Nonlinear models for autoregressive conditional heteroskedasticity
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10008779686
Saved in:
5
Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10008779696
Saved in:
6
Realized GARCH : a complete model of returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuowei
;
Shek, Howard Howan
-
2010
Persistent link: https://www.econbiz.de/10003941851
Saved in:
7
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
Saved in:
8
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
Saved in:
9
The selection of ARIMA models with or without regressors
Johansen, Søren
;
Riani, Marco
;
Atkinson, Anthony C.
-
2012
Persistent link: https://www.econbiz.de/10009660743
Saved in:
10
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667400
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