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Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjostheim, Dag - 2013
Persistent link: https://www.econbiz.de/10009790613
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Poisson autoregression
Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag - 2009
Persistent link: https://www.econbiz.de/10003849524
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Nonlinear models for autoregressive conditional heteroskedasticity
Teräsvirta, Timo - 2011
Persistent link: https://www.econbiz.de/10008779686
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Nonlinear models in macroeconometrics
Teräsvirta, Timo - 2017
Persistent link: https://www.econbiz.de/10011750305
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Sir Clive Granger' s contributions to nonlinear time series and econometrics
Teräsvirta, Timo - 2017
Persistent link: https://www.econbiz.de/10011624071
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Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina; Teräsvirta, Timo - 2011
Persistent link: https://www.econbiz.de/10009152328
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Forecasting performance of three automated modelling techniques during the economic crisis 2007 - 2009
Kock, Anders Bredahl; Teräsvirta, Timo - 2011
Persistent link: https://www.econbiz.de/10009267761
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Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl; Teräsvirta, Timo - 2011
Persistent link: https://www.econbiz.de/10009267762
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Modelling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina; Teräsvirta, Timo - 2012
Persistent link: https://www.econbiz.de/10009502490
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Modelling changes in the uncondizional variance of long stock return series
Amado, Cristina; Teräsvirta, Timo - 2012
Persistent link: https://www.econbiz.de/10009502504