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nonlinear time series
9
nonlinearity
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time series
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Autoregressive conditional heteroskedasticity
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Lagrange multiplier test
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Teräsvirta, Timo
130
He, Changli
14
Lundbergh, Stefan
11
Silvennoinen, Annastiina
9
Granger, Clive W.J.
6
Strikholm, Birgit
6
Medeiros, Marcelo C.
5
Rech, Gianluigi
5
van Dijk, Dick
5
Amado, Cristina
4
González, Andrés
4
Lütkepohl, Helmut
4
Skalin, Joakim
4
Wolters, Jürgen
4
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3
Malmsten, Hans
3
Nakatani, Tomoaki
3
Persson, Anna
3
Rydén, Tobias
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Dick
2
Eitrheim, Øyvind
2
Eklund, Bruno
2
Eliasson, Ann-Charlotte
2
Gooijer, Jan G. de
2
Haldrup, Niels
2
Jansen, Eilev S.
2
Kock, Anders Bredahl
2
Kruse, Robinson
2
Leskinen, Esko
2
Patton, Andrew J.
2
Péguin-Feissolle, Anne
2
Rahiala, Markku
2
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2
Tschernig, Rolf
2
Varneskov, Rasmus T.
2
Yang, Yukai
2
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1
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm
42
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8
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6
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1
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SSE/EFI Working Paper Series in Economics and Finance
42
Journal of econometrics
10
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8
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6
Scandinavian journal of statistics : SJS ; theory and applications
5
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4
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3
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Studies in Nonlinear Dynamics & Econometrics
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1
Handbook of Research Methods and Applications in Empirical Macroeconomics
1
International Journal of Finance & Economics
1
International Journal of Forecasting
1
International journal of finance & economics : IJFE
1
Journal of Business & Economic Statistics
1
Journal of Econometrics
1
Journal of Empirical Finance
1
Journal of Forecasting
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Oxford Bulletin of Economics and Statistics
1
Oxford bulletin of economics and statistics
1
Proceedings of the ... Finnish-Soviet Symposium in Economics
1
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Southern economic journal
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RePEc
90
OLC EcoSci
32
ECONIS (ZBW)
11
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1
On the estimation of dynamic price elasticities with Box-Jenkins methods : a case study
Leskinen, Esko
;
Teräsvirta, Timo
- In:
Scandinavian journal of statistics : SJS ; theory and …
4
(
1977
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10002374103
Saved in:
2
Forecasting the consumption of alcoholic beverages in Finland : A box-Jenkins approach
Leskinen, Esko
;
Terasvirta, Timo
- In:
European Economic Review
8
(
1976
)
4
,
pp. 349-369
Persistent link: https://www.econbiz.de/10005322561
Saved in:
3
Om eftersläpningsstrukturen i en prognosmodell för Finlands utrikeshandel
Teräsvirta, Timo
- In:
Ekonomiska Samfundets tidskrift
27
(
1974
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10009917607
Saved in:
4
Aspects of rational distributed lag models with autoregressive-moving average disturbances and their economic applications
Teräsvirta, Timo
- In:
Proceedings of the ... Finnish-Soviet Symposium in Economics
2
(
1978
),
pp. 149-171
Persistent link: https://www.econbiz.de/10002914015
Saved in:
5
Effect of feedback on the distribution of the portmanteau test statistic
Teräsvirta, Timo
- In:
Scandinavian journal of statistics : SJS ; theory and …
4
(
1977
)
1
,
pp. 20-24
Persistent link: https://www.econbiz.de/10002914022
Saved in:
6
The invertibility of sums of discrete MA and ARMA processes
Teräsvirta, Timo
- In:
Scandinavian journal of statistics : SJS ; theory and …
4
(
1977
)
4
,
pp. 165-170
Persistent link: https://www.econbiz.de/10002914026
Saved in:
7
Om eftersläpningsstrukturen i en prognosmodell för Finlands utrikeshandel
Teräsvirta, Timo
- In:
Ekonomiska Samfundets tidskrift
27
(
1974
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10002914057
Saved in:
8
Restricted superiority of linear homogeneous estimators over ordinary least squares
Teräsvirta, Timo
- In:
Scandinavian journal of statistics : SJS ; theory and …
10
(
1983
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10002914163
Saved in:
9
Some results on improving the least squares estimation of linear models by mixed estimation
Teräsvirta, Timo
- In:
Scandinavian journal of statistics : SJS ; theory and …
8
(
1981
)
1
,
pp. 33-38
Persistent link: https://www.econbiz.de/10002914177
Saved in:
10
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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