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person:"Giles, David E. A."
~isPartOf:"Working paper series in economics and finance"
~person:"Teräsvirta, Timo"
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Estimation theory
8
Schätztheorie
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Time series analysis
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1960-1994
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Giles, David E. A.
Teräsvirta, Timo
Löthgren, Mickael
4
Brännström, Tomas
3
Eklund, Bruno
3
Gredenhoff, Mikael P.
3
Jacobson, Tor
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He, Changli
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Tambour, Magnus
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Björk, Tomas
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Skalin, Joakim
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Ekonomiska forskningsinstitutet <Stockholm>
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Working paper series in economics and finance
Discussion paper / Department of Economics, University of Canterbury
18
CREATES research paper
11
Economics letters
9
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Journal of quantitative economics : official journal of the Indian Econometric Society
7
Econometric reviews
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Oxford bulletin of economics and statistics
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Discussion paper / Tinbergen Institute
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Arbeidsnotat / Norges Bank
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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ECONIS (ZBW)
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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
Saved in:
2
Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000971355
Saved in:
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
Saved in:
4
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
Saved in:
5
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
Saved in:
6
Testing the adequacy of smooth transition autoregressive models
Eitrhem, Øyvind
;
Teräsvirta, Timo
-
1995
Persistent link: https://www.econbiz.de/10000910635
Saved in:
7
Testing parameter constancy and super exogeneity in econometric equations
Jansen, Eilev S.
;
Teräsvirta, Timo
-
1995
Persistent link: https://www.econbiz.de/10000910637
Saved in:
8
Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut
;
Teräsvirta, Timo
;
Wolters, Jürgen
-
1995
Persistent link: https://www.econbiz.de/10000917361
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