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type_genre:"Article in journal"
~person:"Teräsvirta, Timo"
~subject:"Neuronale Netze"
~subject:"Zeitreihenanalyse"
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Neuronale Netze
Zeitreihenanalyse
Theorie
32
Theory
32
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18
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9
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9
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8
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Teräsvirta, Timo
Franses, Philip Hans
55
Phillips, Peter C. B.
55
Gil-Alaña, Luis A.
42
Perron, Pierre
29
Taylor, Robert
28
Koopman, Siem Jan
24
Leybourne, Stephen James
24
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23
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22
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22
Hecq, Alain W. J.
22
Lütkepohl, Helmut
22
Granger, C. W. J.
20
Newbold, Paul
20
Hong, Yongmiao
19
Swanson, Norman R.
19
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18
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18
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18
Mills, Terence C.
18
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18
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17
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17
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16
Assimakopoulos, V.
15
Chan, Joshua
15
Gupta, Rangan
15
Haldrup, Niels
15
Herwartz, Helmut
15
Kapetanios, George
15
Makridakis, Spyros G.
15
Proietti, Tommaso
15
Saikkonen, Pentti
15
Engle, Robert F.
14
Lucas, André
14
Marcellino, Massimiliano
14
McElroy, Tucker
14
Pesaran, M. Hashem
14
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14
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ECONIS (ZBW)
19
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1
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
2
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
3
Forecasting the Finnish consumer price inflation using artificial neural network models and three automated model selection techniques
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
Finnish economic papers
26
(
2013
)
1
,
pp. 13-24
Persistent link: https://www.econbiz.de/10012175890
Saved in:
4
[Rezension von: Harvey, Andrew C., Dynamic models for volatility and heavy tails, with applications to financial and economic time series]
Teräsvirta, Timo
- In:
Journal of economic literature
51
(
2013
)
4
,
pp. 1190-1192
Persistent link: https://www.econbiz.de/10010477804
Saved in:
5
Testing parameter constancy in stationary vector autoregressive models against continuous change
He, Changli
;
Teräsvirta, Timo
;
González, Andrés
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 225-245
Persistent link: https://www.econbiz.de/10003800734
Saved in:
6
Modelling autoregressive processes with a shifting mean
González, Andrés
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009513641
Saved in:
7
Parameterizing unconditional skewness in models for financial time series
He, Changli
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
2
,
pp. 208-230
Persistent link: https://www.econbiz.de/10003687850
Saved in:
8
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
Saved in:
9
A time series model for an exchange rate in a target zone with applications
Lundbergh, Stefan
;
Teräsvirta, Timo
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 579-609
Persistent link: https://www.econbiz.de/10003298619
Saved in:
10
Building neural network models for time series : a statistical approach
Medeiros, Marcelo C.
;
Teräsvirta, Timo
;
Rech, Gianluigi
- In:
Journal of forecasting
25
(
2006
)
1
,
pp. 49-75
Persistent link: https://www.econbiz.de/10003268447
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