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Results: 1-8 |
Results: 8
Introduction to the special issue: Nonlinear modeling of multivariate macroeconomic relations
Authors: Franses, PH Terasvirta, T
Citation: Ph. Franses et T. Terasvirta, Introduction to the special issue: Nonlinear modeling of multivariate macroeconomic relations, MACROECON D, 5(4), 2001, pp. 461-465
Non-linear error correction and the UK demand for broad money, 1878-1993
Authors: Terasvirta, T Eliasson, AC
Citation: T. Terasvirta et Ac. Eliasson, Non-linear error correction and the UK demand for broad money, 1878-1993, J APPL ECON, 16(3), 2001, pp. 277-288
Investigating stability and linearity of a German M1 money demand function
Authors: Lutkepohl, H Terasvirta, T Wolters, J
Citation: H. Lutkepohl et al., Investigating stability and linearity of a German M1 money demand function, J APPL ECON, 14(5), 1999, pp. 511-525
Another look at Swedish business cycles, 1861-1988
Authors: Skalin, J Terasvirta, T
Citation: J. Skalin et T. Terasvirta, Another look at Swedish business cycles, 1861-1988, J APPL ECON, 14(4), 1999, pp. 359-378
Properties of moments of a family of GARCH processes
Authors: He, CL Terasvirta, T
Citation: Cl. He et T. Terasvirta, Properties of moments of a family of GARCH processes, J ECONOMET, 92(1), 1999, pp. 173-192
Testing parameter constancy in linear models against stochastic stationaryparameters
Authors: Lin, CFJ Terasvirta, T
Citation: Cfj. Lin et T. Terasvirta, Testing parameter constancy in linear models against stochastic stationaryparameters, J ECONOMET, 90(2), 1999, pp. 193-213
Fourth moment structure of the GARCH(p,q) process
Authors: He, CL Terasvirta, T
Citation: Cl. He et T. Terasvirta, Fourth moment structure of the GARCH(p,q) process, ECONOMET TH, 15(6), 1999, pp. 824-846
A simple nonlinear time series model with misleading linear properties
Authors: Granger, CWJ Terasvirta, T
Citation: Cwj. Granger et T. Terasvirta, A simple nonlinear time series model with misleading linear properties, ECON LETT, 62(2), 1999, pp. 161-165
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