Browsing All of EconStor by Author Teräsvirta, Timo

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