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~person:"Teräsvirta, Timo"
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Teräsvirta, Timo
Phillips, Peter C. B.
79
Pesaran, M. Hashem
74
Wolf, Michael
63
Dufour, Jean-Marie
61
Romano, Joseph P.
60
Bahmani-Oskooee, Mohsen
58
Shaikh, Azeem M.
52
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44
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42
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40
Sun, Yixiao
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38
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38
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38
Sentana, Enrique
38
McCracken, Michael W.
37
Rossi, Barbara
37
Bera, Anil K.
36
Chang, Tsangyao
36
Shi, Xiaoxia
35
Linton, Oliver
34
Perron, Pierre
32
Taylor, Robert
32
Sibbertsen, Philipp
31
Gao, Jiti
30
Hanck, Christoph
30
Hsu, Yu-Chin
30
Whang, Yoon-jae
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29
Yamagata, Takashi
29
Canay, Ivan A.
28
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27
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27
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27
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27
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
A Lagrange Multiplier Test for
Testing
the Adequacy of the Constant Conditional Correlation GARCH Model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
-
School of Economics and Management, University of Aarhus
-
2014
A Lagrange multiplier test for
testing
the parametric structure of a constant conditional correlation generalized …
Persistent link: https://www.econbiz.de/10010851267
Saved in:
9
Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010484182
Saved in:
10
Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010250617
Saved in:
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