Sir Clive William John Granger, 1934-2009. / Teräsvirta, Timo.
In: New Zealand Economic Papers, Vol. 44, No. 2, 2010, p. 121-127.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research
Working with Clive Granger: two short memories. / Teräsvirta, Timo.
In: Journal of Financial Econometrics, Vol. 8, No. 2, 2010, p. 191-192.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research
A Lagrange Multiplier test for testing the adequacy of the Constant Conditional Correlation GARCH model. / Catani, Paul; Terasvirta, Timo; Yin, Meiqun.
In: Econometric Reviews, Vol. 36, No. 6-9, 2017, p. 599-621.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
A smooth transition logit model of the effects of deregulation in the electricity market. / Hurn, A. Stan; Silvennoinen, Annastiina; Teräsvirta, Timo.
In: Journal of Applied Econometrics, Vol. 31, No. 4, 2016, p. 707-733.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
A time series model for an exchange rate in a target zone with applications. / Lundbergh, Stefan; Teräsvirta, Timo.
In: Journal of Econometrics, Vol. 131, 2006, p. 579-609.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Building neural network models for time series : A statistical approach. / Medeiros, Marcelo C.; Teräsvirta, Timo; Rech, Gianluigi.
In: Journal of Forecasting, Vol. 25, 2006, p. 49-75.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Common features in conditional distributions for bivariate time series. / Granger, Clive W.J.; Patton, Andrew J.; Teräsvirta, Timo.
In: Journal of Econometrics, Vol. 132, 2006, p. 43-57.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations. / Amado, Cristina; Teräsvirta, Timo.
In: Journal of Business and Economic Statistics, Vol. 32, No. 1, 2014, p. 69-87.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Evaluating models of autoregressive conditional duration. / Meitz, Mika; Teräsvirta, Timo.
In: Journal of Business and Economic Statistics, Vol. 24, 2006, p. 104-124.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Forecasting macroeconomic variables using neural network models and three automated model selection techniques. / Kock, Anders Bredahl; Teräsvirta, Timo.
In: Econometric Reviews, Vol. 35, No. 8-10, 2016, p. 1753-1779.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review