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The net barter terms of trade: A smooth transition approach
Persson, Anna; Teräsvirta, Timo - In: International journal of finance & economics : IJFE 8 (2003) 1, pp. 81
Persistent link: https://www.econbiz.de/10007468104
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AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE
He, Changli; Teräsvirta, Timo - In: Econometric theory 20 (2004) 5, pp. 904-926
Persistent link: https://www.econbiz.de/10006962814
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Teräsvirta, Timo; van Dijk, Dick; Medeiros, Marcelo C. - In: International journal of forecasting 21 (2005) 4, pp. 781-784
Persistent link: https://www.econbiz.de/10006957812
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Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination
Teräsvirta, Timo; van Dijk, Dick; Medeiros, Marcelo C. - In: International journal of forecasting 21 (2005) 4, pp. 755-774
Persistent link: https://www.econbiz.de/10006957814
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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/10007761415