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Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model

He, Changli; Kang, Jian; Teräsvirta, Timo; Zhang, Shuhua - 2019

Persistent link: https://www.econbiz.de/10012316892

Strong superiority of heterogeneous linear estimators

Teräsvirta, Timo - 1983

Persistent link: https://www.econbiz.de/10002914199

Modelling conditional correlations of asset returns : a smooth transition approach

Silvennoinen, Annastiina; Teräsvirta, Timo - 2012

Persistent link: https://www.econbiz.de/10009502490

Modeling conditional correlations of asset returns : a smooth transition approach

Silvennoinen, Annastiina; Teräsvirta, Timo - In: Econometric reviews 34 (2015) 1/5, pp. 174-197

Persistent link: https://www.econbiz.de/10011373298

Modelling volatility by variance decomposition

Amado, Cristina; Teräsvirta, Timo - In: Journal of econometrics 175 (2013) 2, pp. 142-153

Persistent link: https://www.econbiz.de/10009764416

Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations

Amado, Cristina; Teräsvirta, Timo - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 69-87

Persistent link: https://www.econbiz.de/10010380478

Non-linear error correction and the UK demand for broad money, 1878 - 1993

Teräsvirta, Timo; Eliasson, Ann-Charlotte - In: Journal of applied econometrics 16 (2001) 3, pp. 277-288

Persistent link: https://www.econbiz.de/10001591888

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

Error correction in DHSY

Eliasson, Ann-Charlotte (contributor); … - 2002 - [Elektronische Ressource]

In this note, we consider the contradiction between the fact that the best fit for the UK consumption data in Davidson et al. (1978) is obtained using an equation with an intercept but without an error correction term, whereas the equation with error correction and without the intercept has...

Persistent link: https://www.econbiz.de/10001714625

Modelling the demand for M3 in the unified Germany

Wolters, Jürgen; Teräsvirta, Timo; Lütkepohl, Helmut - 1996

Persistent link: https://www.econbiz.de/10000936487