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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 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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Statistical properties of the asymmetric power ARCH process
He, Changli; Teräsvirta, Timo - 1997
Persistent link: https://www.econbiz.de/10000971492
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Fourth moment structure of the GARCH (p, q) process
He, Changli; Teräsvirta, Timo - 1997
Persistent link: https://www.econbiz.de/10000960148
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Detecting equilibrium correction with smoothly time-varying
Eliasson, Ann-Charlotte - In: Smooth transitions in macroeconomic relationships, (pp. 79-107). 1999
Persistent link: https://www.econbiz.de/10001425697
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Detecting equilibrium correction with smoothly time-varying strength
Eliasson, Ann-Charlotte (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 2, pp. 115-131
Persistent link: https://www.econbiz.de/10001769746
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Detecting equilibrium correction with smoothly time-varying strength
Eliasson, Ann-Charlotte - 1999
Persistent link: https://www.econbiz.de/10009758962