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Results:
1-12
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Results: 12
Authors:
RYDEN T
TERASVIRTA T
ASBRINK S
Citation: T. Ryden et al., STYLIZED FACTS OF DAILY RETURN SERIES AND THE HIDDEN MARKOV MODEL, Journal of applied econometrics, 13(3), 1998, pp. 217-244
Authors:
TERASVIRTA T
Citation: T. Terasvirta, COMMENT ON ERICSSON,N.R., HENDRY,D.F. AND PRESTWICH,K.M., THE DEMAND FOR BROAD MONEY IN THE UNITED-KINGDOM, 1878-1993, The Scandinavian journal of economics, 100(1), 1998, pp. 325-328
Authors:
WOLTERS J
TERASVIRTA T
LUTKEPOHL H
Citation: J. Wolters et al., MODELING THE DEMAND FOR M3 IN THE UNIFIED GERMANY, Review of economics and statistics, 80(3), 1998, pp. 399-409
Authors:
JANSEN ES
TERASVIRTA T
Citation: Es. Jansen et T. Terasvirta, TESTING PARAMETER CONSTANCY AND SUPER EXOGENEITY IN ECONOMETRIC EQUATIONS, Oxford bulletin of economics and statistics, 58(4), 1996, pp. 735
Authors:
EITRHEIM O
TERASVIRTA T
Citation: O. Eitrheim et T. Terasvirta, TESTING THE ADEQUACY OF SMOOTH TRANSITION AUTOREGRESSIVE MODELS, Journal of econometrics, 74(1), 1996, pp. 59-75
Authors:
KAUPPI E
LASSILA J
TERASVIRTA T
Citation: E. Kauppi et al., SHORT-TERM FORECASTING OF INDUSTRIAL-PRODUCTION WITH BUSINESS SURVEY DATA - EXPERIENCE FROM FINLAND GREAT-DEPRESSION 1990-1993, International journal of forecasting, 12(3), 1996, pp. 373-381
Authors:
TERASVIRTA T
GRANGER CWJ
Citation: T. Terasvirta et Cwj. Granger, PROFESSOR GRANGER,CLIVE,W.J - AN INTERVIEW FOR THE INTERNATIONAL-JOURNAL-OF-FORECASTING, International journal of forecasting, 11(4), 1995, pp. 585-590
Authors:
TERASVIRTA T
Citation: T. Terasvirta, SPECIFICATION, ESTIMATION, AND EVALUATION OF SMOOTH TRANSITION AUTOREGRESSIVE MODELS, Journal of the American Statistical Association, 89(425), 1994, pp. 208-218
Authors:
LIN CFJ
TERASVIRTA T
Citation: Cfj. Lin et T. Terasvirta, TESTING THE CONSTANCY OF REGRESSION PARAMETERS AGAINST CONTINUOUS STRUCTURAL-CHANGE, Journal of econometrics, 62(2), 1994, pp. 211-228
Authors:
DEUTSCH M
GRANGER CWJ
TERASVIRTA T
Citation: M. Deutsch et al., THE COMBINATION OF FORECASTS USING CHANGING WEIGHTS, International journal of forecasting, 10(1), 1994, pp. 47-57
Authors:
TERASVIRTA T
Citation: T. Terasvirta, TESTING LINEARITY AND MODELING NONLINEAR TIME-SERIES, Kybernetika, 30(3), 1994, pp. 319-330
Authors:
RAHIALA M
TERASVIRTA T
Citation: M. Rahiala et T. Terasvirta, BUSINESS SURVEY DATA IN FORECASTING THE OUTPUT OF SWEDISH AND FINNISHMETAL AND ENGINEERING INDUSTRIES - A KALMAN FILTER APPROACH, Journal of forecasting, 12(3-4), 1993, pp. 255-271
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