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Teräsvirta, Timo
Gil-Alaña, Luis A.
378
Caporale, Guglielmo Maria
337
Phillips, Peter C. B.
307
Wooden, Mark
265
Koopman, Siem Jan
238
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234
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232
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212
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186
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174
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162
Gao, Jiti
160
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160
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156
Narayan, Paresh Kumar
153
Kapetanios, George
152
Anderson, Kym
151
Burgess, John
143
Dixon, Peter B.
138
Harding, Ann
138
Pesaran, M. Hashem
138
Lütkepohl, Helmut
137
Gupta, Rangan
136
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132
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129
Valadkhani, Abbas
128
Schneider, Friedrich
127
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126
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115
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ECONIS (ZBW)
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Unit roots, nonlinearities and structural breaks
Haldrup, Niels
;
Kruse, Robinson
;
Teräsvirta, Timo
; …
-
2012
Persistent link: https://www.econbiz.de/10009524063
Saved in:
2
Unit roots, non-linearities and structural breaks
Haldrup, Niels
;
Kruse, Robinson
;
Teräsvirta, Timo
; …
- In:
Handbook of research methods and applications in …
,
(pp. 61-94)
.
2013
Persistent link: https://www.econbiz.de/10010206847
Saved in:
3
Modelling asymmetries and moving equilibria in unemployment rates
Skalin, Joakim
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000994465
Saved in:
4
Modeling asymmetries and moving equilibria in unemployment rates
Skalin, Joakim
;
Teräsvirta, Timo
- In:
Macroeconomic dynamics
6
(
2002
)
2
,
pp. 202-241
Persistent link: https://www.econbiz.de/10001659485
Saved in:
5
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
6
Building multivariate time-varying smooth transition correlation GARCH models, with an application to the four largest Australian banks
Hall, Anthony
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometrics : open access journal
11
(
2023
)
1
,
pp. 1-37
recommended model building approach. The modelling cycle is illustrated using daily return series for
Australia
's four largest …
Persistent link: https://www.econbiz.de/10014281494
Saved in:
7
Power properties of linearity tests for time series
Teräsvirta, Timo
-
1990
Persistent link: https://www.econbiz.de/10000168174
Saved in:
8
Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168182
Saved in:
9
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168183
Saved in:
10
A simple variable selection techniques for nonlinear models
Rech, Gianluigi
;
Teräsvirta, Timo
;
Tschernig, Rolf
-
1999
Persistent link: https://www.econbiz.de/10000168492
Saved in:
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