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51

Comments on N. R. Ericsson, D. F. Hendry and K.M. Prestwich, “The Demand for Broad Money in the United Kingdom, 1878–1993”

Timo Teräsvirta, Svend Hylleberg

Journal:

The Scandinavian Journal of Economics

Year:

1998

Language:

english

File:

PDF, 485 KB

english, 1998

52

Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints

Changli He, Timo Terasvirta

Journal:

Journal of Time Series Analysis

Year:

1999

Language:

english

File:

PDF, 156 KB

english, 1999

53

A sequential procedure for determining the number of regimes in a threshold autoregressive model

Birgit Strikholm, Timo Teräsvirta

Journal:

The Econometrics Journal

Year:

2006

Language:

english

File:

PDF, 328 KB

english, 2006

54

Testing for volatility interactions in the Constant Conditional Correlation GARCH model

Tomoaki Nakatani, Timo Teräsvirta

Journal:

The Econometrics Journal

Year:

2009

Language:

english

File:

PDF, 194 KB

english, 2009

55

MINK AND MUSKRAT INTERACTION:A STRUCTURAL ANALYSIS

Timo Teräsvirta

Journal:

Journal of Time Series Analysis

Year:

1985

Language:

english

File:

PDF, 538 KB

english, 1985

56

Simulation-based Finite Sample Linearity Test against Smooth Transition Models

Andrés González, Timo Teräsvirta

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2006

Language:

english

File:

PDF, 527 KB

english, 2006

57

Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change

Teräsvirta, Timo, González, Andrés, He, Changli

Journal:

Econometric Reviews

Year:

2008

Language:

english

File:

PDF, 588 KB

english, 2008

58

Formation of firms' production decisions in finnish manufacturing industries

Markku Rahiala, Timo Teräsvirta

Journal:

Journal of Applied Econometrics

Year:

1988

Language:

english

File:

PDF, 792 KB

english, 1988

59

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

60

Reply

Timo Teräsvirta, Dick van Dijk, Marcelo C. Medeiros

Journal:

International Journal of Forecasting

Year:

2005

Language:

english

File:

PDF, 62 KB

english, 2005

61

The International Institute of Forecasters Award for the Best Forecasting Paper

Timo Terasvirta

Journal:

International Journal of Forecasting

Year:

1997

Language:

english

File:

PDF, 136 KB

english, 1997

62

TESTING PARAMETER CONSTANCY AND SUPER EXOGENEITY IN ECONOMETRIC EQUATIONS

Eilev S. Jansen, Timo Teräsvirta

Journal:

Oxford Bulletin of Economics and Statistics

Year:

1996

Language:

english

File:

PDF, 326 KB

english, 1996

63

Forecasting the consumption of alcoholic beverages in Finland: A box-Jenkins approach

Esko Leskinen, Timo Teräsvirta

Journal:

European Economic Review

Year:

1976

Language:

english

File:

PDF, 1.68 MB

english, 1976

64

Positivity constraints on the conditional variances in the family of conditional correlation GARCH models

Tomoaki Nakatani, Timo Teräsvirta

Journal:

Finance Research Letters

Year:

2008

Language:

english

File:

PDF, 135 KB

english, 2008

65

Testing linearity against smooth transition autoregressive models

LUUKKONEN, RITVA, SAIKKONEN, PENTTI, TERÄSVIRTA, TIMO

Journal:

Year:

1988

Language:

english

File:

PDF, 474 KB

english, 1988

66

Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form

Péguin-Feissolle, Anne, Strikholm, Birgit, Teräsvirta, Timo

Journal:

Communications in Statistics - Simulation and Computation

Year:

2013

Language:

english

File:

PDF, 838 KB

english, 2013

67

Use of preliminary values in forecasting industrial production

Jamel Boucelham, Timo Teräsvirta

Journal:

International Journal of Forecasting

Year:

1990

Language:

english

File:

PDF, 578 KB

english, 1990

68

Modelling volatility by variance decomposition

Amado, Cristina, Teräsvirta, Timo

Journal:

Journal of Econometrics

Year:

2013

Language:

english

File:

PDF, 610 KB

english, 2013

69

Modelling changes in the unconditional variance of long stock return series

Amado, Cristina, Teräsvirta, Timo

Journal:

Journal of Empirical Finance

Year:

2014

Language:

english

File:

PDF, 2.37 MB

english, 2014

70

Modelling Autoregressive Processes with a Shifting Mean

González, Andrés, Teräsvirta, Timo

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2008

Language:

english

File:

PDF, 440 KB

english, 2008

71

Modeling the Demand for M3 in the Unified Germany

Wolters, Jürgen, Teräsvirta, Timo, Lütkepohl, Helmut

Journal:

Review of Economics and Statistics

Year:

1998

Language:

english

File:

PDF, 193 KB

english, 1998

72

Another Look at Swedish Business Cycles, 1861-1988

Joakim Skalin and Timo Teräsvirta

Journal:

Journal of Applied Econometrics

Year:

1999

Language:

english

File:

PDF, 558 KB

english, 1999

73

Investigating Stability and Linearity of a German M1 Money Demand Function

Helmut Lütkepohl, Timo Teräsvirta and Jürgen Wolters

Journal:

Journal of Applied Econometrics

Year:

1999

Language:

english

File:

PDF, 446 KB

english, 1999

74

[untitled]

Review by: Timo Teräsvirta

Journal:

Journal of Economic Literature

Year:

2003

Language:

english

File:

PDF, 549 KB

english, 2003

75

Modeling the Demand for M3 in the Unified Germany

Jürgen Wolters, Timo Teräsvirta and Helmut Lütkepohl

Journal:

Review of Economics and Statistics

Year:

1998

Language:

english

File:

PDF, 457 KB

english, 1998

76

A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS

Rech, Gianluigi, Teräsvirta, Timo, Tschernig, Rolf

Journal:

Communication in Statistics- Theory and Methods

Year:

2001

Language:

english

File:

PDF, 204 KB

english, 2001

77

A comparison of mixed and minimax estimators of linear models

Teräsvirta, Timo

Journal:

Communication in Statistics- Theory and Methods

Year:

1981

Language:

english

File:

PDF, 335 KB

english, 1981

78

Superiority comparisons of homogeneous linear estimators

Teräsvirta, Timo

Journal:

Communication in Statistics- Theory and Methods

Year:

1982

Language:

english

File:

PDF, 193 KB

english, 1982

79

Superiority comparisons between mixed regression estimators

Teräsvirta, Timo

Journal:

Communication in Statistics- Theory and Methods

Year:

1988

Language:

english

File:

PDF, 318 KB

english, 1988

80

MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS

He, Changli, Teräsvirta, Timo, Malmsten, Hans

Journal:

Econometric Theory

Year:

2002

Language:

english

File:

PDF, 169 KB

english, 2002

81

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

82

Testing Linearity in Univariate Time Series Models

Ritva Luukkonen, Pentti Saikkonen and Timo Teräsvirta

Journal:

Scandinavian Journal of Statistics

Year:

1988

Language:

english

File:

PDF, 1.58 MB

english, 1988

83

Specification and Testing of Multiplicative Time-Varying GARCH Models with Applications

Amado, Cristina, Teräsvirta, Timo

Journal:

Econometric Reviews

Year:

2014

Language:

english

File:

PDF, 2.08 MB

english, 2014

84

Power Properties of Linearity Tests for Time Series

Teräsvirta, Timo

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

1996

Language:

english

File:

PDF, 442 KB

english, 1996

85

L'Hétérogénéité en Économétrie / Heterogeneity in Econometrics || Testing Linearity of Economic Time Series against Cyclical Asymmetry

Ritva Luukkonen, Timo Teräsvirta and Rita Luukkonen

Journal:

Annales d'Économie et de Statistique

Year:

1990-1991

Language:

english

File:

PDF, 1.89 MB

english, 1990-1991

86

Testing constancy of unconditional variance in volatility models by misspecification and specification tests

Silvennoinen, Annastiina, Teräsvirta, Timo

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2016

Language:

english

File:

PDF, 1.85 MB

english, 2016

87

Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques

Kock, Anders Bredahl, Teräsvirta, Timo

Journal:

Econometric Reviews

Year:

2015

Language:

english

File:

PDF, 411 KB

english, 2015

88

Testing for volatility interactions in the Constant Conditional Correlation GARCH model

Tomoaki Nakatani and Timo Teräsvirta

Journal:

The Econometrics Journal

Year:

2009

Language:

english

File:

PDF, 1.35 MB

english, 2009

89

AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE

He, Changli, Teräsvirta, Timo

Journal:

Econometric Theory

Year:

2004

Language:

english

File:

PDF, 201 KB

english, 2004

90

FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS

He, Changli, Teräsvirta, Timo

Journal:

Econometric Theory

Year:

1999

Language:

english

File:

PDF, 176 KB

english, 1999

91

Fourth Moment Structure of the GARCH(p, q) Process

Changli He and Timo Teräsvirta

Journal:

Econometric Theory

Year:

1999

Language:

english

File:

PDF, 1.60 MB

english, 1999

92

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

93

Modelling the Dynamic Relationship between Wages and Prices in Finland

Pentti Saikkonen and Timo Teräsvirta

Journal:

The Scandinavian Journal of Economics

Year:

1985

Language:

english

File:

PDF, 1.50 MB

english, 1985

94

A Review of PC-Give: A Statistical Package for Econometric Modelling

Timo Teräsvirta

Journal:

Journal of Applied Econometrics

Year:

1988

Language:

english

File:

PDF, 339 KB

english, 1988

95

A Note on Bias in the Almon Distributed Lag Estimator

Timo Teräsvirta

Journal:

Year:

1976

Language:

english

File:

PDF, 222 KB

english, 1976

96

Formation of Firms' Production Decisions in Finnish Manufacturing Industries

Markku Rahiala and Timo Teräsvirta

Journal:

Journal of Applied Econometrics

Year:

1988

Language:

english

File:

PDF, 408 KB

english, 1988

97

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

98

Restricted Superiority of Linear Homogeneous Estimators over Ordinary Least Squares

Timo Teräsvirta

Journal:

Scandinavian Journal of Statistics

Year:

1983

Language:

english

File:

PDF, 998 KB

english, 1983

99

Effect of Feedback on the Distribution of the Portmanteau Test Statistic

Timo Teräsvirta

Journal:

Scandinavian Journal of Statistics

Year:

1977

Language:

english

File:

PDF, 675 KB

english, 1977

100

The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series

Dick van Dijk, Birgit Strikholm and Timo Teräsvirta

Journal:

The Econometrics Journal

Year:

2003

Language:

english

File:

PDF, 2.46 MB

english, 2003