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person:"White, Halbert"
~person:"Teräsvirta, Timo"
~subject:"Nonlinear regression"
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Search: subject_exact:"Schätzer"
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Nonlinear regression
Estimation theory
149
Schätztheorie
149
Time series analysis
47
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37
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37
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22
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Schätzung
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White, Halbert
Teräsvirta, Timo
Phillips, Peter C. B.
15
Wang, Qiying
12
Gao, Jiti
10
Chen, Xiaohong
7
Escanciano, Juan Carlos
6
Koop, Gary
6
Tjostheim, Dag
6
Botosaru, Irene
5
Hausman, Catherine
5
Kilian, Lutz
5
Muris, Chris
5
Pei, Zhuan
5
Pesavento, Elena
5
Schennach, Susanne M.
5
Weber, Andrea
5
Čížek, Pavel
5
Arellano, Manuel
4
Chen, Hui
4
Cheng, Xu
4
Dong, Chaohua
4
Gonçalves, Sílvia
4
Hahn, Jinyong
4
Herrera, Ana María
4
Hu, Yingyao
4
Joslin, Scott
4
Knittel, Christopher R.
4
Kollmann, Robert
4
Li, Degui
4
Metaxoglou, Konstantinos
4
Potter, Simon
4
Potter, Simon M.
4
Tu, Yundong
4
Welsch, Roy E.
4
Basu, Anirban
3
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Econometric reviews
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2
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1
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1
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1
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1
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1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical report series / Stanford Institute for Theoretical Economics, Stanford University
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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ECONIS (ZBW)
19
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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
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
4
Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.
;
Teräsvirta, Timo
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 198-215
Persistent link: https://www.econbiz.de/10012438318
Saved in:
5
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010484181
Saved in:
6
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
7
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
8
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
9
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1753-1779
Persistent link: https://www.econbiz.de/10011592391
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:
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