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Another look at Swedish business cycles, 1861 - 1988
Skalin, Joakim; Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000953721
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Smooth transition models
Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000953743
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Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000955669
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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
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Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias; Teräsvirta, Timo; Åsbrink, Stefan E. - 1996
Persistent link: https://www.econbiz.de/10000947704
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A nonlinear time series model of El Niño
Hall, Anthony D.; Skalin, Joakim; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000994162
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Nonlinear error correction and the UK demand for broad money, 1878 - 1993
Teräsvirta, Timo; Eliasson, Ann-Charlotte - 1998
Persistent link: https://www.econbiz.de/10000994464
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Modelling asymmetries and moving equilibria in unemployment rates
Skalin, Joakim; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000994465
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Nonlinear error correction and the UK demand for broad money, 1878 - 1993
Teräsvirta, Timo; Eliasson, Ann-Charlotte - 1998 - Rev. version
Persistent link: https://www.econbiz.de/10000998499
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Properties of moments of a family of GARCH processes
He, Changli; Teräsvirta, Timo - 1997
Persistent link: https://www.econbiz.de/10000971355