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Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind; Teräsvirta, Timo - In: Journal of econometrics 74 (1996) 1, pp. 59-75
Persistent link: https://www.econbiz.de/10001755364
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Common factors in conditional distributions
Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - 2002
Persistent link: https://www.econbiz.de/10001738076
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Common factors in conditional distributions for bivariate time series
Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - 2003
Persistent link: https://www.econbiz.de/10001778573
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Common factors in conditional distributions
Granger, C. W. J. (contributor);  … - 2002 - [Elektronische Ressource]
The concept of common factors has in the econometrics literature been applied to conditional means or in some cases to conditional variances. In this paper we generalize this concept to bivariate distributions. This is done using the conditional bivariate copula as the statistical tool. The...
Persistent link: https://www.econbiz.de/10001714617
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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
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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
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Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van; Teräsvirta, Timo; Franses, Philip Hans - In: Econometric reviews 21 (2002) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
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Annals of econometrics: Long memory and nonlinear time series
Davidson, James E. H. (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001703499
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Evaluating GARCH models
Lundbergh, Stefan; Teräsvirta, Timo - In: Journal of econometrics 110 (2002) 2, pp. 417-435
Persistent link: https://www.econbiz.de/10001703535
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Another look at Swedish business cycles, 1861-1988
Skalin, Joakim; Teräsvirta, Timo - In: Journal of applied econometrics 14 (1999) 4, pp. 359-378
Persistent link: https://www.econbiz.de/10001411563