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~person:"Teräsvirta, Timo"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Zeitreihenanalyse
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Teräsvirta, Timo
Phillips, Peter C. B.
55
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52
Gil-Alaña, Luis A.
44
Perron, Pierre
30
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29
Leybourne, Stephen James
25
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23
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Peña, Daniel
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15
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15
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Makridakis, Spyros G.
15
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15
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15
Saikkonen, Pentti
15
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14
Lucas, André
14
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14
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Journal of econometrics
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2
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2
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1
The net barter terms of trade : a smooth transition approach
Persson, Anna
;
Teräsvirta, Timo
- In:
International journal of finance & economics : IJFE
8
(
2003
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10001806084
Saved in:
2
Testing linearity of economic time series against cyclical asymmetry
Luukkonen, Ritva
Persistent link: https://www.econbiz.de/10001277890
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3
Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 173-192
Persistent link: https://www.econbiz.de/10001400095
Saved in:
4
Contrastes de linealidad y modelización de series temporales no lineales
Teräsvirta, Timo
-
1994
Persistent link: https://www.econbiz.de/10001339986
Saved in:
5
Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 217-244
Persistent link: https://www.econbiz.de/10001244225
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6
A simple nonlinear time series model with misleading linear properties
Granger, C. W. J.
;
Teräsvirta, Timo
- In:
Economics letters
62
(
1999
)
2
,
pp. 161-165
Persistent link: https://www.econbiz.de/10001255471
Saved in:
7
Power properties of linearity test for time series
Teräsvirta, Timo
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 3-10
Persistent link: https://www.econbiz.de/10001769423
Saved in:
8
Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van
;
Teräsvirta, Timo
;
Franses, Philip Hans
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
Saved in:
9
Annals of econometrics: Long memory and nonlinear time series
Davidson, James E. H.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001703499
Saved in:
10
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 417-435
Persistent link: https://www.econbiz.de/10001703535
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