Department of Economics and Business Economics

Timo Teräsvirta

  1. 2017
  2. Published

    Panel Smooth Transition Regression Models. / González, Andrés; Terasvirta, Timo; Dijk, Dick van; Yang, Yukai.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: ResearchWorking paper

  3. Published

    Nonlinear models in macroeconometrics. / Terasvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: ResearchWorking paper

  4. Published

    Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. / Silvennoinen, Annestiina; Terasvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: ResearchWorking paper

  5. Published

    Modelling and forecasting WIG20 daily returns. / Amado, Cristina; Silvennoinen, Annestiina; Terasvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: ResearchWorking paper

  6. Published

    Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis. / Holt, Matthew T.; Terasvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: ResearchWorking paper

  7. Published

    Sir Clive Granger’s contributions to nonlinear time series and econometrics. / Terasvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: ResearchWorking paper

  8. 2015
  9. Published

    Testing constancy of unconditional variance in volatility models by misspecification and specification tests. / Silvennoinen, Annastiina; Terasvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.

    Research output: ResearchWorking paper

  10. 2014
  11. Published

    A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market. / Hurn, A.S.; Silvennoinen, Annastiina; Teräsvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: ResearchWorking paper

  12. Published

    Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications. / Teräsvirta, Timo; Yang, Yukai.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: ResearchWorking paper

  13. Published

    Linearity and Misspecification Tests for Vector Smooth Transition Regression Models. / Teräsvirta, Timo; Yang, Yukai.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: ResearchWorking paper

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