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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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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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Forecasting economic variables with nonlinear models
Teräsvirta, Timo - 2006
Persistent link: https://www.econbiz.de/10003338433
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An introduction to univariate GARCH models
Teräsvirta, Timo (contributor) - 2006
This paper contains a survey of univariate models of conditional heteroskedasticity. The classical ARCH model is mentioned, and various extensions of the standard GARCH model are highlighted. This includes the Exponential GARCH model. Stochastic volatility models remain outside this review. --...
Persistent link: https://www.econbiz.de/10003394988
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[Rezension von: Harvey, Andrew C., Dynamic models for volatility and heavy tails, with applications to financial and economic time series]
Teräsvirta, Timo - In: Journal of economic literature 51 (2013) 4, pp. 1190-1192
Persistent link: https://www.econbiz.de/10010477804
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Linearity testing and nonlinear modeling of economic time series
Teräsvirta, Timo - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 281-293). 1996
Persistent link: https://www.econbiz.de/10001297243
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Contrastes de linealidad y modelización de series temporales no lineales
Teräsvirta, Timo - In: Información comercial española / Cuadernos económicos (1994), pp. 29-42
Persistent link: https://www.econbiz.de/10001339986
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Power properties of linearity test for time series
Teräsvirta, Timo (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 1, pp. 3-10
Persistent link: https://www.econbiz.de/10001769423
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Nonlinear models in macroeconometrics
Teräsvirta, Timo - 2017
Persistent link: https://www.econbiz.de/10011750305