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subject:"Welt"
subject:"Capital income"
~subject:"Statistical test"
~person:"Teräsvirta, Timo"
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Search: subject_exact:"Estimation theory"
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Welt
Capital income
Statistical test
Estimation theory
65
Schätztheorie
65
Time series analysis
39
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39
ARCH model
19
ARCH-Modell
19
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modelling volatility
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Teräsvirta, Timo
Phillips, Peter C. B.
41
Dufour, Jean-Marie
28
Sentana, Enrique
27
Shi, Xiaoxia
22
Andrews, Donald W. K.
20
Sun, Yixiao
20
Pesaran, M. Hashem
19
Amengual, Dante
18
Cai, Zongwu
18
Linton, Oliver
18
Canay, Ivan A.
17
Gao, Jiti
17
Diebold, Francis X.
16
Khalaf, Lynda
16
White, Halbert
16
Baltagi, Badi H.
15
Hsu, Yu-Chin
15
Bera, Anil K.
14
Fiorentini, Gabriele
14
Guggenberger, Patrik
14
Bugni, Federico A.
13
Chernozhukov, Victor
13
Kapetanios, George
13
Kleibergen, Frank
13
Xu, Ke-Li
13
Kao, Chihwa
12
Kristensen, Dennis
12
Stock, James H.
12
Su, Liangjun
12
Breunig, Christoph
11
Chen, Xiaohong
11
Inoue, Atsushi
11
Werker, Bas J. M.
11
Demetrescu, Matei
10
Escanciano, Juan Carlos
10
Fang, Ying
10
Hallin, Marc
10
Horowitz, Joel
10
Härdle, Wolfgang
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Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
NCER working paper series
1
SSE EFI working paper series in economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
11
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1
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
2
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
3
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
4
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
5
Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010250617
Saved in:
6
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 599-621
Persistent link: https://www.econbiz.de/10011795292
Saved in:
7
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 347-364
Persistent link: https://www.econbiz.de/10011649097
Saved in:
8
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
Saved in:
9
Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
Saved in:
10
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
11
Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168182
Saved in:
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