Narrow search
Showing 1 - 10 of 23
Cover Image
Smooth Transition Autoregressive Models -- A Survey of Recent Developments
Dijk, D.van; Teräsvirta, T.; Franses, P.H. - In: Econometric reviews 21 (2002) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10006896266
Cover Image
Review of Modelling Nonlinear Economic Relationships
Granger, C.W.J.; Teräsvirta, T.; Campos, J. - In: Econometric reviews 17 (1998) 1, pp. 105
Persistent link: https://www.econbiz.de/10006920352
Cover Image
Modelling Nonlinearity in U. S. Gross National Product 1889-1987
Teräsvirta, T. - In: Empirical economics : a journal of the Institute for … 20 (1995) 4, pp. 577-598
Persistent link: https://www.econbiz.de/10006336295
Cover Image
Short-term forecasting of industrial production with business survey data: Experience from Finland's great depression 1990-1993
Kauppi, E.; Lassila, J.; Teräsvirta, T. - In: International journal of forecasting 12 (1996) 3, pp. 373-382
Persistent link: https://www.econbiz.de/10007003797
Cover Image
Modelling non-linear economic relationships
Granger, E.W.J.; Teräsvirta, T.; Öller, L.-E. - In: International journal of forecasting 10 (1994) 1, pp. 169-170
Persistent link: https://www.econbiz.de/10007011567
Cover Image
The combination of forecasts using changing weights
Deutsch, M.; Granger, C.W.J.; Teräsvirta, T. - In: International journal of forecasting 10 (1994) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10007011582
Cover Image
Non-linear Error Correction and the UK Demand for Broad Money, 1878-1993
Teräsvirta, T.; Eliasson, A.-C. - In: Journal of applied econometrics 16 (2001) 3, pp. 277-288
Persistent link: https://www.econbiz.de/10006978559
Cover Image
Investigating Stability and Linearity of a German M1 Money Demand Function
Lütkepohl, H.; Teräsvirta, T.; Wolters, J. - In: Journal of applied econometrics 14 (1999) 5, pp. 511-526
Persistent link: https://www.econbiz.de/10006986963
Cover Image
Another Look at Swedish Business Cycles, 1861-1988
Skalin, J.; Teräsvirta, T. - In: Journal of applied econometrics 14 (1999) 4, pp. 359-378
Persistent link: https://www.econbiz.de/10006987839
Cover Image
Stylized Facts of Daily Return Series and the Hidden Markov Model
Rydén, T.; Teräsvirta, T.; Äsbrink, S. - In: Journal of applied econometrics 13 (1998) 3, pp. 217-244
Persistent link: https://www.econbiz.de/10006993242