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Sir Clive Granger' s contributions to nonlinear time series and econometrics
Teräsvirta, Timo - 2017
Persistent link: https://www.econbiz.de/10011624071
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Nonlinear models in macroeconometrics
Teräsvirta, Timo - 2017
Persistent link: https://www.econbiz.de/10011750305
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Nonlinear models for autoregressive conditional heteroskedasticity
Teräsvirta, Timo - 2011
Persistent link: https://www.econbiz.de/10008779686
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Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina; Teräsvirta, Timo - 2015
Persistent link: https://www.econbiz.de/10011373232
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Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.; Teräsvirta, Timo - 2017
Persistent link: https://www.econbiz.de/10011624082
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Panel smooth transition regression models
González, Andrés; Teräsvirta, Timo; Dijk, Dick van; … - 2017
Persistent link: https://www.econbiz.de/10011750368
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Models with multiplicative decomposition of conditional variances and correlations
Amado, Cristina; Silvennoinen, Annastiina; Teräsvirta, Timo - 2018
Persistent link: https://www.econbiz.de/10011864902
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The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772-2016
He, Changli; Kang, Jian; Teräsvirta, Timo; Zhang, Shuhua - 2018
Persistent link: https://www.econbiz.de/10011864964
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Transition from the Taylor rule to the zero lower bound
Hurn, Stan; Johnson, Nicholas J.; Silvennoinen, Annastiina - 2018
Persistent link: https://www.econbiz.de/10011946413
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A Lagrange multiplier test for testing the adequacy of the constant conditional correlation GARCH model
Catani, Paul; Teräsvirta, Timo; Yin, Meiqun - 2014
Persistent link: https://www.econbiz.de/10010237808