Department of Economics and Business Economics

Timo Teräsvirta

  1. Working paper › Research › Not peer-reviewed
  2. Published

    Parameterizing unconditional skewness in models for financial time series. / He, Changli; Silvennoinen, Annastiina; Teräsvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.

    Research output: Working paper

  3. Published

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

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: Working paper

  4. 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: Working paper

  5. 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: Working paper

  6. Published

    Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form. / Péguin-Feissolle, Anne; Strikholm, Birgit; Teräsvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.

    Research output: Working paper

  7. Published

    Thresholds and Smooth Transitions in Vector Autoregressive Models. / Hubrich, Kirstin; Teräsvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.

    Research output: Working paper

  8. Published

    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

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