Browsing All of EconStor by Author Teräsvirta, Timo

Jump to a point in the index:

Or type in a year:

Showing results 1 to 20 of 23
next >

Year of Publication	Title	Author(s)
1988	A Review of PC-GIVE: A Statistical Package for Econometric Modelling	Teräsvirta, Timo
1988	Testing Linearity of Economic Time Series against Cyclical A symmetry	Luukkonen, Ritva; Teräsvirta, Timo
1989	How to Use Preliminary Values in Forecasting the Monthly Index of Industrial Production?	Boucelham, Jamel; Teräsvirta, Timo
1989	Labour Hoarding Over the Business Cycle: Testing the Quadratic Adjustment Cost Hypothesis	Rahiala, Markku; Teräsvirta, Timo
1991	Forecasting the Outputof Finnish Forest Industries Using Business Survey Data	Rahiala, Markku; Teräsvirta, Timo
1996	Short-Term Forecasting of Industrial Production with Business Survey Data: Experience from Finland's Great Depression	Kauppi, Eija; Lassila, Jukka; Teräsvirta, Timo
1999	A simple variable selection technique for nonlinear models	Rech, Gianluigi; Teräsvirta, Timo; Tschernig, Rolf
1999	Modelling Economic High-Frequency Time Series	Lundbergh, Stefan; Teräsvirta, Timo
1999	Evaluating GARCH Models	Lundbergh, Stefan; Teräsvirta, Timo
2001	The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series	Dijk, Dick van; Strikholm, Birgit; Teräsvirta, Timo
2002	Error correction in DHSY	Eliasson, Ann-Charlotte; Teräsvirta, Timo
2002	An application of the analogy between vector ARCH and vector random coefficient autoregressive models	He, Changli; Teräsvirta, Timo
2004	Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination	Teräsvirta, Timo; van Dijk, Dick; Medeiros, Marcelo C.
2004	Evaluating models of autoregressive conditional duration	Meitz, Mika; Teräsvirta, Timo
2005	Determing the number of regimes in a threshold autoregressive model using smooth transition autoregressions	Strikholm, Birgit; Teräsvirta, Timo
2005	Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations	Silvennoinen, Annastiina; Teräsvirta, Timo
2005	Forecasting economic variables with nonlinear models	Teräsvirta, Timo
2005	Panel smooth transition regression models	González, Andrés; Teräsvirta, Timo; Dijk, Dick van
2006	An introduction to univariate GARCH models	Teräsvirta, Timo
2007	Multivariate GARCH models	Silvennoinen, Annastiina; Teräsvirta, Timo

Showing results 1 to 20 of 23
next >