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Underestimation of mean square error matrix in misspecified linear models
Teräsvirta, Timo - In: Journal of econometrics 18 (1982) 2, pp. 281-284
Persistent link: https://www.econbiz.de/10002914226
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Usefulness of proxy variables in linear models with sthochastic regressors
Teräsvirta, Timo - In: Journal of econometrics 36 (1987) 3, pp. 377-382
Persistent link: https://www.econbiz.de/10003693105
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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, pp. 579-610
Persistent link: https://www.econbiz.de/10006747782
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Properties of moments of a family of GARCH processes
He, Changli; Teräsvirta, Timo - In: Journal of econometrics 92 (1999) 1, pp. 173
Persistent link: https://www.econbiz.de/10006784941
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Testing parameter constancy in linear models against stochastic stationary parameters
Lin, Chien-Fu Jeff; Teräsvirta, Timo - In: Journal of econometrics 90 (1999) 2, pp. 193-214
Persistent link: https://www.econbiz.de/10006786376
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Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind; Teräsvirta, Timo - In: Journal of econometrics 74 (1996) 1, pp. 59-76
Persistent link: https://www.econbiz.de/10006796323
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Properties of moments of a family of GARCH processes
He, Changli; Teräsvirta, Timo - In: Journal of econometrics 92 (1999) 1, pp. 173-192
Persistent link: https://www.econbiz.de/10001400095
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Testing parameter constancy in linear models against stochastic stationary parameters
Lin, Chien-fu Jeff; Teräsvirta, Timo - In: Journal of econometrics 90 (1999) 2, pp. 193-213
Persistent link: https://www.econbiz.de/10001382111
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Testing the constancy of regression parameters against continuous structural change
Lin, Chien-fu Jeff - In: Journal of econometrics 62 (1994) 2, pp. 211-228
Persistent link: https://www.econbiz.de/10001162303
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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/10010111279