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Teräsvirta, Timo
35
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33
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9
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9
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7
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5
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Journal of econometrics
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The econometrics journal
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Time-Varying Smooth Transition Autoregressive Models
Lundbergh, Stefan
;
Teräsvirta, Timo
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 104-121
Persistent link: https://www.econbiz.de/10008215778
Saved in:
2
Reply
Teräsvirta, Timo
;
van Dijk, Dick
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 781-784
Persistent link: https://www.econbiz.de/10006957812
Saved in:
3
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination
Teräsvirta, Timo
;
van Dijk, Dick
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 755-774
Persistent link: https://www.econbiz.de/10006957814
Saved in:
4
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:
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
Persistent link: https://www.econbiz.de/10007463715
Saved in:
6
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
Saved in:
7
Book Reviews - Non-Linear Time Series Models in Empirical Finance
Franses, Philip Hans
;
Dijk, Dick van
;
Kmenta, Jan
- In:
Business economics : the journal of the National …
36
(
2001
)
2
,
pp. 62
Persistent link: https://www.econbiz.de/10006447498
Saved in:
8
Special Section on Consumer Price Research - Testing for Smooth Transition Nonlinearity in the Presence of Outliers
Dijk, Dick Van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 217-235
Persistent link: https://www.econbiz.de/10008218548
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9
Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry
Swanson, Norman R.
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
1
,
pp. 24-42
Persistent link: https://www.econbiz.de/10008222813
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10
Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model
Exterkate, Peter
;
Dijk, Dick Van
;
Heij, Christiaan
; …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 193-214
Persistent link: https://www.econbiz.de/10010095335
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