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Power properties of linearity tests for time series

Teräsvirta, Timo - 1990

Persistent link: https://www.econbiz.de/10000168174

Smooth transition models

Teräsvirta, Timo - 1996

Persistent link: https://www.econbiz.de/10000953743

Modelling economic relationships with smooth transition regressions

Teräsvirta, Timo - 1996

Persistent link: https://www.econbiz.de/10000955669

Forecasting economic variables with nonlinear models

Teräsvirta, Timo - 2006

Persistent link: https://www.econbiz.de/10003338433

Nonlinear models for autoregressive conditional heteroskedasticity

Teräsvirta, Timo - 2011

Persistent link: https://www.econbiz.de/10008779686

Obituary: Sir Clive William John Granger, 1934 - 2009

Teräsvirta, Timo - In: New Zealand economic papers 44 (2010) 2, pp. 121-127

Persistent link: https://www.econbiz.de/10008780009

Usefulness of proxy variables in linear models with sthochastic regressors

Teräsvirta, Timo - In: Journal of econometrics 36 (1987) 3, pp. 377-382

Persistent link: https://www.econbiz.de/10003693105

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

Working with Clive Granger : two short memories

Teräsvirta, Timo - In: Journal of financial econometrics : official journal of … 8 (2010) 2, pp. 191-192

Persistent link: https://www.econbiz.de/10008652231

[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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