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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
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Forecasting With Nonlinear Time Series Models
Kock, Anders Bredahl; Teräsvirta, Timo - In: The Oxford handbook of economic forecasting. 2012
Persistent link: https://www.econbiz.de/10012882026
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Transition from the Taylor rule to the zero lower bound
Hurn, Stan; Johnson, Nicholas; Silvennoinen, Annastiina; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 635-647
Persistent link: https://www.econbiz.de/10013554845
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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
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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
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A smooth transition logit model of the effects of deregulation in the electricity market
Hurn, Stan; Silvennoinen, Annastiina; Teräsvirta, Timo - In: Journal of applied econometrics 31 (2016) 4, pp. 707-733
Persistent link: https://www.econbiz.de/10011645213
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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
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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
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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
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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