Department of Economics and Business Economics

Timo Teräsvirta

  1. 2006
  2. Published

    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: Research - peer-reviewJournal article

  3. Published

    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: Research - peer-reviewJournal article

  4. Published

    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: Research - peer-reviewJournal article

  5. Published

    Forecasting economic variables with nonlinear models. / Teräsvirta, Timo.

    Handbook of economic forecasting. ed. / G. Elliott; C.W.J. Granger; A. Timmermann. Vol. 1 Amsterdam : Pergamon Press, 2006. p. 413-457.

    Research output: ResearchBook chapter

  6. Published

    Simulation-based finite-sample linearity test against smooth transition models. / González, Andrés; Teräsvirta, Timo.

    In: Oxford Bulletin of Economics and Statistics, Vol. 68, 2006, p. 797-812.

    Research output: Research - peer-reviewJournal article

  7. Published

    Testing parameter constancy in vector autoregressive models against continuous change. / Strikholm, Birgit; Teräsvirta, Timo.

    In: Econometrics Journal, Vol. 9, 2006, p. 472-491.

    Research output: Research - peer-reviewJournal article

  8. Published

    Univariate time series models. / Teräsvirta, Timo.

    Palgrave Handbook of econometrics: Econometric Theory. ed. / K. Patterson; T.C. Mills. Vol. 1 Basingstoke : Palgrave Macmillan, 2006. p. 396-424.

    Research output: ResearchBook chapter

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