//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Panel smooth transition regres...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Online availability
All
Undetermined
2
Type of publication
All
Article
90
Language
All
Undetermined
83
English
7
Author
All
Teräsvirta, Timo
35
van Dijk, Dick
33
Dijk, Dick van
9
Franses, Philip Hans
9
Paap, Richard
7
González, Andrés
6
Martens, Martin
5
He, Changli
4
Markwat, Thijs
4
Van Dijk, Dick
4
Clements, Michael P.
3
Dijk, Dick Van
3
Granger, Clive W.J.
3
Heij, Christiaan
3
Lundbergh, Stefan
3
Medeiros, Marcelo C.
3
Strikholm, Birgit
3
de Pooter, Michiel
3
Bavinck, M.
2
Blok, A.N.
2
Bokhorst, J.R.
2
De Zwart, Gerben
2
Dick
2
Diks, Cees
2
Fok, Dennis
2
Groenen, Patrick J.F.
2
Hans Franses, Philip
2
Kole, Erik
2
Lucas, André
2
Milas, Costas
2
Panchenko, Valentyn
2
Parmler, Johan
2
Quaedvlieg, J.G.J.
2
Rothuizen, J.V.
2
Scholtens, J.
2
Sensier, Marianne
2
Skalin, Joakim
2
Spronk, Jaap
2
Swinkels, Laurens
2
Watkins, Karen
2
more ...
less ...
Published in...
All
Journal of econometrics
13
International journal of forecasting
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Applied financial economics
4
Journal of banking & finance
4
The econometrics journal
4
Econometric theory
3
Journal of forecasting
3
Applied economics
2
Economics letters
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Journal of international money and finance
2
Macroeconomic dynamics
2
Marine policy : the international journal of ocean affairs
2
Oxford bulletin of economics and statistics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
The Scandinavian journal of economics
2
The review of economics and statistics
2
Business economics : the journal of the National Association of Business Economists
1
Coyuntura económica : publicación de la Fundación para la Educación Superior y el Desarrollo
1
Cuadernos de economía
1
Econometric reviews
1
Ekonomiska Samfundets tidskrift
1
El trimestre económico
1
Emerging markets review
1
Financial analysts' journal : FAJ
1
International journal of applied management science
1
International journal of central banking : IJCB
1
International journal of corporate governance : IJCG
1
International journal of finance & economics : IJFE
1
Journal of development economics
1
Journal of empirical finance
1
Journal of macroeconomics
1
Journal of the American Statistical Association : JASA
1
Maandblad voor accountancy en bedrijfseconomie : MAB
1
Money affairs
1
New Zealand economic papers
1
Southern economic journal
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
596
RePEc
392
EconStor
69
USB Cologne (EcoSocSci)
3
BASE
1
ArchiDok
1
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
90
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Modelling autoregressive processes with a shifting mean
González, Andrés
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009949912
Saved in:
5
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:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Short patches of outliers, ARCH and volatility modelling 1
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 221-232
Persistent link: https://www.econbiz.de/10007650957
Saved in:
10
Optimal portfolios with minimum capital requirements
Santos, André A.P.
;
Nogales, Francisco J.
;
Ruiz, Esther
; …
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 1928-1943
Persistent link: https://www.econbiz.de/10009972358
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->