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Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind; Teräsvirta, Timo - 1993
Persistent link: https://www.econbiz.de/10000882121
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Testing the constancy of regression parameters against continuous change
Lin, Chien-fu Jeff; Teräsvirta, Timo - 1993
Persistent link: https://www.econbiz.de/10000866664
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Determining the number of hidden units in a single hidden-layer neural network model
Teräsvirta, Timo; Lin, Chien-fu Jeff - 1993
Persistent link: https://www.econbiz.de/10000868350
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Superiority comparisons between mixed regression estimators
Teräsvirta, Timo - 1987
Persistent link: https://www.econbiz.de/10000758834
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Power properties of linearity tests for time series
Teräsvirta, Timo - 1990
Persistent link: https://www.econbiz.de/10000168174
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Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000168182
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Evaluating GARCH models
Lundbergh, Stefan; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000168183
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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