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Smooth transition models
Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000953743
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Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000955669
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Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut; Teräsvirta, Timo; Wolters, Jürgen - 1995
Persistent link: https://www.econbiz.de/10000917361
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Testing parameter constancy in linear models against stochastic stationary parameters
Teräsvirta, Timo; Lin, Chien-fu Jeff - 1995
Persistent link: https://www.econbiz.de/10000910630
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Testing the adequacy of smooth transition autoregressive models
Eitrhem, Øyvind; Teräsvirta, Timo - 1995
Persistent link: https://www.econbiz.de/10000910635
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Testing parameter constancy and super exogeneity in econometric equations
Jansen, Eilev S.; Teräsvirta, Timo - 1995
Persistent link: https://www.econbiz.de/10000910637
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Properties of moments of a family of GARCH processes
He, Changli; Teräsvirta, Timo - 1997
Persistent link: https://www.econbiz.de/10000971355
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Statistical properties of the asymmetric power ARCH process
He, Changli; Teräsvirta, Timo - 1997
Persistent link: https://www.econbiz.de/10000971492
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Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias; Teräsvirta, Timo; Åsbrink, Stefan E. - 1996
Persistent link: https://www.econbiz.de/10000947704
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Another look at Swedish business cycles, 1861 - 1988
Skalin, Joakim; Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000953721