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~person:"Sentana, Enrique"
~person:"Teräsvirta, Timo"
~subject:"Börsenkurs"
~subject:"VAR-Modell"
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MEDEA: a DSGE model for the Sp...
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Börsenkurs
VAR-Modell
Schätztheorie
132
Estimation theory
130
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55
Time series analysis
53
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38
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36
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Sentana, Enrique
Teräsvirta, Timo
Lütkepohl, Helmut
58
Kilian, Lutz
39
Pesaran, M. Hashem
38
Theodoridis, Konstantinos
37
Mumtaz, Haroon
32
Kapetanios, George
31
Minford, Patrick
30
Schorfheide, Frank
28
Inoue, Atsushi
27
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25
Staszewska-Bystrova, Anna
23
Benati, Luca
22
Canova, Fabio
22
Fève, Patrick
21
Ravazzolo, Francesco
21
Wickens, Michael R.
21
Bali, Turan G.
20
Koop, Gary
20
Carriero, Andrea
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Castelnuovo, Efrem
19
Chan, Joshua
16
Korobilis, Dimitris
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Meenagh, David
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Warne, Anders
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Marcellino, Massimiliano
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Le, Vo Phuong Mai
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Stavrev, Emil
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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Zero-diagonality as a linear structure
Magnus, Jan R.
;
Sentana, Enrique
- In:
Economics letters
196
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
Saved in:
2
Riesgo y rentabilidad en el mercado de valores español
Sentana, Enrique
- In:
Moneda y crédito : revista de economía
(
1995
),
pp. 133-160
Persistent link: https://www.econbiz.de/10001184102
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3
Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168182
Saved in:
4
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
Saved in:
5
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
6
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
7
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 273-326)
.
2013
Persistent link: https://www.econbiz.de/10010252324
Saved in:
8
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010484181
Saved in:
9
Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
Saved in:
10
Semi-parametric estimation and the predictability of stock market returns : some lessons from Japan
Sentana, Enrique
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10001114304
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