Testing the Granger noncausality hypothesis in stationary models of unknown functional form. / Péguin-Feissolle, Anne; Strikholm, Birgit ; Teräsvirta, Timo.
In: Communications in Statistics: Simulation and Computation, Vol. 42, 2013, p. 1063-1087.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques. / Kock, Anders Bredahl; Teräsvirta, Timo.
In: Finnish Economic Papers, Vol. 26, No. 1, 2013, p. 13-24.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article
Modelling volatility by variance decomposition. / Amado, Cristina; Teräsvirta, Timo.
In: Journal of Econometrics, Vol. 175, No. 2, 2013, p. 142-153.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article
Modelling conditional correlations of asset returns: A smooth transition approach. / Silvennoinen, Annastiina; Teräsvirta, Timo.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.Research output: Working paper
Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis. / Holt, Matthew T.; Teräsvirta, Timo.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.Research output: Working paper
Unit roots, nonlinearities and structural breaks. / Haldrup, Niels; Kruse, Robinson; Teräsvirta, Timo; Varneskov, Rasmus T.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.Research output: Working paper
Modelling Changes in the Unconditional Variance of Long Stock Return Series. / Amado, Cristina; Teräsvirta, Timo.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.Research output: Working paper
Nonlinear models for autoregressive conditional heteroskedasticity. / Teräsvirta, Timo.
Handbook of volatility models and their applications. ed. / Luc Bauwens; Christian Hafner; Sébastien Laurent. New York : John Wiley & Sons Ltd, 2012. p. 49-69.Research output: Contribution to book/anthology/report/proceeding › Book chapter
Nonlinear models for autoregressive conditional heteroskedasticity. / Teräsvirta, Timo.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2011.Research output: Working paper
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques. / Kock, Anders Bredahl; Teräsvirta, Timo.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2011.Research output: Working paper