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Time-varying smooth transition...
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Zeitreihenanalyse
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Teräsvirta, Timo
417
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323
van Dijk, Dick
185
Franses, Philip Hans
122
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67
Paap, Richard
59
Silvennoinen, Annastiina
45
He, Changli
42
Lundbergh, Stefan
40
Martens, Martin
38
Heij, Christiaan
29
Opschoor, Anne
29
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28
Sensier, Marianne
27
Kole, Erik
25
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24
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22
González, Andrés
21
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21
Osborn, Denise R.
21
Ravazzolo, Francesco
19
van der Wel, Michel
19
Diks, Cees
18
Groenen, Patrick J. F.
18
Medeiros, Marcelo C.
17
Pooter, Michiel de
17
Çakmaklı, Cem
17
Diks, Cees G. H.
15
Strikholm, Birgit
15
Exterkate, Peter
14
Granger, C. W. J.
13
Markwat, Thijs
13
Rech, Gianluigi
13
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12
Groenen, Patrick J.F.
12
Skalin, Joakim
11
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11
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10
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10
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10
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46
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34
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3
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Finance Discipline Group, Business School
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3
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SSE/EFI Working Paper Series in Economics and Finance
68
Discussion paper / Tinbergen Institute
61
Econometric Institute Research Papers
46
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46
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45
SSE EFI working paper series in economics and finance
36
Journal of econometrics
34
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33
International journal of forecasting
30
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25
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24
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18
Journal of applied econometrics
14
ERIM Report Series Research in Management
13
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
International Journal of Forecasting
11
Discussion paper series
9
Econometric reviews
9
Erasmus University of Rotterdam - Econometric Institute
9
Journal of Econometrics
9
Journal of banking & finance
8
Report / Econometric Institute, Erasmus University Rotterdam
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied financial economics
7
Oxford bulletin of economics and statistics
7
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Journal of Applied Econometrics
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ECONIS (ZBW)
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11
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
Dijk, Dick van
;
Strikholm, Birgit
;
Teräsvirta, Timo
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 79-98
Persistent link: https://www.econbiz.de/10001781043
Saved in:
12
Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van
;
Teräsvirta, Timo
;
Franses, Philip Hans
-
2000
Persistent link: https://www.econbiz.de/10001486254
Saved in:
13
Panel smooth transition regression models
González, Andrés
;
Teräsvirta, Timo
;
Dijk, Dick van
; …
-
2017
Persistent link: https://www.econbiz.de/10011750368
Saved in:
14
[Rezension von: Mills, Terence C., The econometric modelling of financial time series]
Dijk, Dick van
- In:
De economist : Netherlands economic review ; quarterly …
148
(
2000
)
3
,
pp. 412-413
Persistent link: https://www.econbiz.de/10001508942
Saved in:
15
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
16
Evaluating real-time forecasts in real-time
Dijk, Dick van
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003753981
Saved in:
17
Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
(
contributor
);
Dijk, Dick van
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003754160
Saved in:
18
Modeling regional house prices
Dijk, Bram van
;
Franses, Philip Hans
;
Paap, Richard
; …
-
2008
Persistent link: https://www.econbiz.de/10003754166
Saved in:
19
The effects of Federal funds target rate changes on S&P100 stock returns, volatilities, and correlations
Chulia-Soler, Helena
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003651504
Saved in:
20
The inefficient use of macroeconomic information in analysts' earnings forecasts in emerging markets
Zwart, Gerben de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651601
Saved in:
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