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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Teräsvirta, Timo"
~subject:"Heteroscedasticity"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
Heteroscedasticity
Schätzung
Theorie
32
Theory
32
Time series analysis
18
Autocorrelation
9
Autokorrelation
9
Nichtlineare Regression
8
Nonlinear regression
8
ARCH model
6
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6
Estimation theory
5
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5
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3
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2
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Aufsatz in Zeitschrift
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34
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Teräsvirta, Timo
Phillips, Peter C. B.
67
Franses, Philip Hans
59
Gil-Alaña, Luis A.
53
Gupta, Rangan
40
Caporale, Guglielmo Maria
37
Taylor, Robert
33
Koop, Gary
30
Leybourne, Stephen James
30
Ghysels, Eric
29
Perron, Pierre
29
Serletis, Apostolos
29
Kumbhakar, Subal
28
Granger, C. W. J.
26
Koopman, Siem Jan
26
Lütkepohl, Helmut
26
McAleer, Michael
26
Pesaran, M. Hashem
26
Timmermann, Allan
26
Harvey, Andrew C.
25
Moosa, Imad A.
25
Hendry, David F.
24
Herwartz, Helmut
24
Engle, Robert F.
23
Hong, Yongmiao
23
Mills, Terence C.
23
Peel, David
23
Wohar, Mark E.
23
Hecq, Alain W. J.
22
Bahmani-Oskooee, Mohsen
21
Chang, Tsangyao
21
Bollerslev, Tim
20
Engsted, Tom
20
Newbold, Paul
20
Diebold, Francis X.
19
Hassler, Uwe
19
Härdle, Wolfgang
19
Marcellino, Massimiliano
19
Satchell, Stephen
19
Swanson, Norman R.
19
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Journal of econometrics
6
Econometric reviews
2
Econometric theory
2
Energy economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Economics letters
1
Journal of applied econometrics
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
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1
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ECONIS (ZBW)
21
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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
Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 142-153
Persistent link: https://www.econbiz.de/10009764416
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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