A simple variable selection technique for nonlinear models

Autor: Rech, Gianluigi, Tschernig, Rolf, Teräsvirta, Timo, 1941-
Rok: 2000

Time-varying smooth transition autoregressive models

Autor: Lundbergh, Stefan, Dijk, Dick van, 1971-, Teräsvirta, Timo, 1941-
Rok: 2000

Forecasting with smooth transition autoregressive models

Autor: Lundbergh, Stefan, Teräsvirta, Timo, 1941-
Rok: 2000

Modelling economic high-frequency time series with STAR-STGARCH models

Autor: Lundbergh, Stefan, Teräsvirta, Timo, 1941-
Rok: 1999

The net barter terms of trade : a smooth transition approach

Autor: Persson, Anna, Teräsvirta, Timo, 1941-
Rok: 1999

A simple variable selection technique for nonlinear models

Autor: Rech, Gianluigi, Tschernig, Rolf, Teräsvirta, Timo, 1941-
Rok: 1999

Higher-order dependence in the general power ARCH process and a special case

Autor: He, Changli, Teräsvirta, Timo, 1941-
Rok: 1999

Fourth moment structure of a family of first-order exponential GARCH models

Autor: He, Changli, Malmsten, Hans, Teräsvirta, Timo, 1941-
Rok: 1999

A general framework for testing the granger noncausality hypothesis

Autor: Péguin-Feissolle, Anne, Teräsvirta, Timo, 1941-
Rok: 1999

Modelling asymmetries and moving equilibria in unemployment rates

Autor: Skalin, Joakim, Teräsvirta, Timo, 1941-
Rok: 1998

Nonlinear error correction and the UK demand for broad money, 1878-1993

Autor: Teräsvirta, Timo, 1941-, Eliasson, Ann-Charlotte, 1965-
Rok: 1998

Nonlinear error correction and the UK demand for broad money, 1878-1993

Autor: Teräsvirta, Timo, 1941-, Eliasson, Ann-Charlotte, 1965-
Rok: 1998

A Nonlinear time series model of el Niňo

Autor: Hall, Anthony D., Teräsvirta, Timo, 1941-, Skalin, Joakim
Rok: 1998

A Simple nonlinear time series model with misleading linear properties

Autor: Teräsvirta, Timo, 1941-, Granger, C. W. J. 1934-2009
Rok: 1998

Evaluating GARCH models

Autor: Lundbergh, Stefan, Teräsvirta, Timo, 1941-
Rok: 1998

Statistical properties of the asymmetric power ARCH process

Autor: He, Changli, Teräsvirta, Timo, 1941-
Rok: 1997

Properties of moments of a family of GARCH process

Autor: He, Changli, Teräsvirta, Timo, 1941-
Rok: 1997

Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints

Autor: He, Changli, Teräsvirta, Timo, 1941-
Rok: 1997

Fourth moment structure of the GARCH (p, q) process

Autor: He, Changli, Teräsvirta, Timo, 1941-
Rok: 1997

Modelling economic relationships with smooth transition regressions

Autor: Teräsvirta, Timo, 1941-
Rok: 1996