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Journal of econometrics
SSE/EFI Working Paper Series in Economics and Finance
68
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A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
McClelland, Andrew
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 106-126
Persistent link: https://www.econbiz.de/10009702297
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2
Modelling circular time series
Harvey, Andrew C.
;
Hurn, Stan
;
Palumbo, Dario
;
Thiele, …
- In:
Journal of econometrics
239
(
2024
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10015073958
Saved in:
3
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Journal of econometrics
239
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10015073960
Saved in:
4
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
Saved in:
5
Testing constancy of the error covariance matrix in vector models
Eklund, Bruno
;
Teräsvirta, Timo
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 753-780
Persistent link: https://www.econbiz.de/10003569963
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6
Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 142-153
Persistent link: https://www.econbiz.de/10009764416
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7
A time series model for an exchange rate in a target zone with applications
Lundbergh, Stefan
;
Teräsvirta, Timo
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 579-609
Persistent link: https://www.econbiz.de/10003298619
Saved in:
8
Annals of econometrics: Long memory and nonlinear time series
Davidson, James E. H.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001703499
Saved in:
9
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 417-435
Persistent link: https://www.econbiz.de/10001703535
Saved in:
10
Testing the constancy of regression parameters against continuous structural change
Lin, Chien-fu Jeff
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 211-228
Persistent link: https://www.econbiz.de/10001162303
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