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A simple variable selection techniques for nonlinear models

Rech, Gianluigi; Teräsvirta, Timo; Tschernig, Rolf - 1999

Persistent link: https://www.econbiz.de/10000168492

Testing linearity of economic time series against cyclical asymmetry

Luukkonen, Ritva; Teräsvirta, Timo - 1988

Persistent link: https://www.econbiz.de/10000758817

Factors affecting firms' employment plans in Finnish manufacturing industries

Rahiala, Markku; Teräsvirta, Timo; Kanniainen, Vesa - 1986

Persistent link: https://www.econbiz.de/10000758827

Labour hoarding over the business cycle : testing the quadratic adjustment cost hypothesis

Rahiala, Markku; Teräsvirta, Timo - 1989

Persistent link: https://www.econbiz.de/10000769340

Modelling changes in the unconditional variance of long stock return series

Amado, Cristina; Teräsvirta, Timo - In: Journal of empirical finance 25 (2014), pp. 15-35

Persistent link: https://www.econbiz.de/10010462094

Evaluating GARCH models

Lundbergh, Stefan; Teräsvirta, Timo - 1999

This paper suggests a unified framework for testing the adequacy of anestimated GARCH model. Nothing more complicated than standard asymptotictheory is required. Parametric tests of no ARCH in standardized errors,symmetry, and parameter constancy are suggested. Estimating the alternativewhen the...

Persistent link: https://www.econbiz.de/10011300553