The following pages link to Timo Teräsvirta (Q291622):
Displaying 50 items.
- Modelling volatility by variance decomposition (Q71677) (← links)
- Common factors in conditional distributions for bivariate time series (Q291623) (← links)
- A time series model for an exchange rate in a target zone with applications (Q292041) (← links)
- (Q451273) (redirect page) (← links)
- Testing constancy of the error covariance matrix in vector models (Q451274) (← links)
- Testing the adequacy of smooth transition autoregressive models (Q1126494) (← links)
- A simple nonlinear time series model with misleading linear properties (Q1285516) (← links)
- Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)
- Properties of moments of a family of GARCH processes (Q1302764) (← links)
- Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
- The extended Stein procedure for simultaneous model selection and parameter estimation (Q1822168) (← links)
- Evaluating GARCH models. (Q1858977) (← links)
- Global hemispheric temperatures and co-shifting: a vector shifting-mean autoregressive analysis (Q2280611) (← links)
- Testing constancy of unconditional variance in volatility models by misspecification and specification tests (Q2691672) (← links)
- Introduction to the special issue: Nonlinear modeling of multivariate macroeconomic relations (Q2783441) (← links)
- (Q2971502) (← links)
- Thresholds and Smooth Transitions in Vector Autoregressive Models (Q3295730) (← links)
- (Q3350539) (← links)
- (Q3368184) (← links)
- A sequential procedure for determining the number of regimes in a threshold autoregressive model (Q3422395) (← links)
- Superiority comparisons between mixed regression estimators (Q3474061) (← links)
- Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443) (← links)
- An Introduction to Univariate GARCH Models (Q3646947) (← links)
- Multivariate GARCH Models (Q3646955) (← links)
- (Q3673894) (← links)
- (Q3761497) (← links)
- Testing linearity against smooth transition autoregressive models (Q3805700) (← links)
- (Q3817481) (← links)
- (Q3838962) (← links)
- A note on the limits of a modified THEIL-estimator (Q3883333) (← links)
- (Q3894810) (← links)
- (Q4080601) (← links)
- A Note on Bias in the Almon Distributed Lag Estimator (Q4118675) (← links)
- (Q4118682) (← links)
- (Q4124168) (← links)
- (Q4151045) (← links)
- Testing linearity against nonlinear moving average models (Q4213998) (← links)
- Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints (Q4258763) (← links)
- (Q4320725) (← links)
- (Q4397010) (← links)
- (Q4407587) (← links)
- The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series (Q4439300) (← links)
- FOURTH MOMENT STRUCTURE OF THE GARCH(<i>p</i>,<i>q</i>) PROCESS (Q4512673) (← links)
- A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS (Q4540654) (← links)
- MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES (Q4551760) (← links)
- (Q4742517) (← links)
- Superiority comparisons of homogeneous linear estimators (Q4743600) (← links)
- MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS (Q4807316) (← links)
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
- Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models (Q4898338) (← links)
