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The econometrics journal
SSE/EFI Working Paper Series in Economics and Finance
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Royal Economic Society Annual Conference 2014 special issue on large dimensional models
Patton, Andrew J.
;
Smith, Richard J.
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10011487477
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2
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
Dijk, Dick van
;
Strikholm, Birgit
;
Teräsvirta, Timo
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 79-98
Persistent link: https://www.econbiz.de/10001781043
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3
Testing for volatility interactions in the constant conditional correlation GARCH model
Nakatani, Tomoaki
;
Teräsvirta, Timo
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 147-163
Persistent link: https://www.econbiz.de/10003841983
Saved in:
4
A sequential procedure for determining the number of regimes in a threshold autoregressive model
Strikholm, Birgit
;
Teräsvirta, Timo
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10003390166
Saved in:
5
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
Dick
;
Strikholm, Birgit
;
Teräsvirta, Timo
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 79-98
Persistent link: https://www.econbiz.de/10007463714
Saved in:
6
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
Dick
;
Strikholm, Birgit
;
Teräsvirta, Timo
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 79
Persistent link: https://www.econbiz.de/10007463715
Saved in:
7
Testing for volatility interactions in the Constant Conditional Correlation GARCH model
Nakatani, Tomoaki
;
Teräsvirta, Timo
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 147-163
Persistent link: https://www.econbiz.de/10008178652
Saved in:
8
A sequential procedure for determining the number of regimes in a threshold autoregressive model
Strikholm, Birgit
;
Teräsvirta, Timo
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10007402522
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