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person:"Teräsvirta, Timo"
~subject:"VAR-Modell"
~subject:"Nichtlineare Regression"
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Search: subject_exact:"Multivariates Verfahren"
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VAR-Modell
Nichtlineare Regression
Multivariate Analyse
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Multivariate analysis
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ARCH-Modell
8
Estimation theory
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Schätztheorie
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modelling correlations
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multiplicative time-varying GARCH
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multivariate GARCH
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multivariate autoregressive conditional heteroskedasticity
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nonstationary volatility
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Teräsvirta, Timo
Marcellino, Massimiliano
9
Carriero, Andrea
8
Hecq, Alain W. J.
7
Kapetanios, George
6
McAleer, Michael
6
Engsted, Tom
5
Guillén, Osmani Teixeira de Carvalho
5
Haldrup, Niels
5
Issler, João Victor
5
Pesaran, M. Hashem
5
Siliverstovs, Boriss
5
Asai, Manabu
4
Candelon, Bertrand
4
Corsello, Francesco
4
Cubadda, Gianluca
4
Koop, Gary
4
Pesaran, Bahram
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Saraiva, Diogo
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Gao, Jiti
3
Hartwig, Benny
3
Korobilis, Dimitris
3
Lütkepohl, Helmut
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Matthes, Christian
3
Pettenuzzo, Davide
3
Schmid, Wolfgang
3
Tjostheim, Dag
3
Wang, Mu-Chun
3
Allen, David E.
2
Amir Ahmadi, Pooyan
2
Barbaglia, Luca
2
Baumgartner, Bernhard
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Bekiros, Stelios
2
Bragoudakis, Zacharias
2
Chua, Chew Lian
2
Claus, Edda
2
Croux, Christophe
2
Demetrescu, Matei
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Dong, Chaohua
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Granger, C. W. J.
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Advanced texts in econometrics
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CREATES research paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Macroeconomic dynamics
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
2
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:
3
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 273-326)
.
2013
Persistent link: https://www.econbiz.de/10010252324
Saved in:
4
Modelling nonlinear economic time series
Teräsvirta, Timo
;
Tjostheim, Dag
;
Granger, C. W. J.
-
2010
Persistent link: https://www.econbiz.de/10008778359
Saved in:
5
Special issue on nonlinear modeling of multivariate macroeconomic relations
Franses, Philip Hans
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001625147
Saved in:
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