3

POWER OF THE NEURAL NETWORK LINEARITY TEST

Timo Teräsvirta, Chien-Fu Lin, Clive W. J. Granger
Journal:
Journal of Time Series Analysis
Year:
1993
Language:
english
File:
PDF, 575 KB
english, 1993
4

The combination of forecasts using changing weights

Melinda Deutsch, Clive W.J. Granger, Timo Teräsvirta
Journal:
International Journal of Forecasting
Year:
1994
Language:
english
File:
PDF, 901 KB
english, 1994
5

Sir Clive William John Granger, 1934–2009

Teräsvirta, Timo
Journal:
New Zealand Economic Papers
Year:
2010
Language:
english
File:
PDF, 591 KB
english, 2010
7

A simple nonlinear time series model with misleading linear properties

Clive W.J. Granger, Timo Teräsvirta
Journal:
Economics Letters
Year:
1999
Language:
english
File:
PDF, 127 KB
english, 1999
9

Modelling Nonlinear Economic Time Series ||

Teräsvirta, Timo, Tjøstheim, Dag, Granger, Clive W. J.
Year:
2010
Language:
english
File:
PDF, 218 KB
english, 2010
11

Testing Linearity Against Smooth Transition Autoregressive Models

Ritva Luukkonen, Pentti Saikkonen and Timo Teräsvirta
Journal:
Biometrika
Year:
1988
Language:
english
File:
PDF, 998 KB
english, 1988
14

Evaluating Models of Autoregressive Conditional Duration

Meitz, Mika, Teräsvirta, Timo
Journal:
Journal of Business and Economic Statistics
Year:
2006
Language:
english
File:
PDF, 464 KB
english, 2006
16

Testing the adequacy of smooth transition autoregressive models

Øyvind Eitrheim, Timo Teräsvirta
Journal:
Journal of Econometrics
Year:
1996
Language:
english
File:
PDF, 960 KB
english, 1996
17

A time series model for an exchange rate in a target zone with applications

Stefan Lundbergh, Timo Teräsvirta
Journal:
Journal of Econometrics
Year:
2006
Language:
english
File:
PDF, 478 KB
english, 2006
20

Short-term forecasting of industrial production by means of quick indicators

Timo Teräsvirta
Journal:
Journal of Forecasting
Year:
1984
Language:
english
File:
PDF, 486 KB
english, 1984
22

Evaluating Models of Autoregressive Conditional Duration

Mika Meitz and Timo Teräsvirta
Journal:
Journal of Business and Economic Statistics
Year:
2006
Language:
english
File:
PDF, 2.25 MB
english, 2006
26

[Handbook of Econometrics] Volume 4 || Chapter 48 Aspects of modelling nonlinear time series

Teräsvirta, Timo
Year:
1994
Language:
english
File:
PDF, 2.17 MB
english, 1994
27

Properties of moments of a family of GARCH processes

Changli He, Timo Teräsvirta
Journal:
Journal of Econometrics
Year:
1999
Language:
english
File:
PDF, 164 KB
english, 1999
32

Another look at Swedish business cycles, 1861–1988

Joakim Skalin, Timo Teräsvirta
Journal:
Journal of Applied Econometrics
Year:
1999
Language:
english
File:
PDF, 242 KB
english, 1999
39

Testing constancy of the error covariance matrix in vector models

Bruno Eklund, Timo Teräsvirta
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 470 KB
english, 2007
40

Modelling volatility by variance decomposition

Amado, Cristina, Teräsvirta, Timo
Journal:
Journal of Econometrics
Year:
2013
Language:
english
File:
PDF, 610 KB
english, 2013
41

Superiority comparisons of heterogeneous linear estimators

Teräsvirta, Timo
Journal:
Communication in Statistics- Theory and Methods
Year:
1986
Language:
english
File:
PDF, 570 KB
english, 1986
44

A note on predicting with seemingly unrelated degression equations

Teräsvirta, Timo
Journal:
Mathematische Operationsforschung Statistik
Year:
1975
Language:
english
File:
PDF, 263 KB
english, 1975
45

Moment Structure of a Family of First-Order Exponential GARCH Models

Changli He, Timo Teräsvirta and Hans Malmsten
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 1.49 MB
english, 2002
49

A review of PC-give: A statistical package for econometric modelling

Timo Teräsvirta
Journal:
Journal of Applied Econometrics
Year:
1988
Language:
english
File:
PDF, 516 KB
english, 1988