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language:"eng"
subject:"Zeitreihenanalyse"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~person:"Teräsvirta, Timo"
~subject:"Regressionsanalyse"
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Zeitreihenanalyse
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Estimation theory
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Teräsvirta, Timo
Gredenhoff, Mikael P.
4
Eklund, Bruno
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He, Changli
3
Hagerud, Gustaf E.
2
Åsbrink, Stefan E.
2
Andersson, Michael K.
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Becker, Torbjörn
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Eitrhem, Øyvind
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1
Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000960149
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2
Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000971355
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3
Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias
;
Teräsvirta, Timo
;
Åsbrink, Stefan E.
-
1996
Persistent link: https://www.econbiz.de/10000947704
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4
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
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5
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
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6
Testing the adequacy of smooth transition autoregressive models
Eitrhem, Øyvind
;
Teräsvirta, Timo
-
1995
Persistent link: https://www.econbiz.de/10000910635
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