Timo Teräsvirta

发表

Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques

Anders Bredahl Kock, Timo Teräsvirta, T. Teräsvirta, 2016 .

The International Institute of Forecasters Award for the Best Forecasting Paper

Timo Teräsvirta, 1997 .

Modelling nonlinear economic time series

Timo Teräsvirta, Clive W. J. Granger, Dag Tjøstheim, 2010 .

The combination of forecasts using changing weights

Timo Teräsvirta, Clive W. J. Granger, Melinda Deutsch, 1994 .

A Review of PC-GIVE: A Statistical Package for Econometric Modelling

Timo Teräsvirta, 1988 .

Multivariate GARCH models To appear in T. G. Andersen, R. A. Davis, J.-P. Kreiss and T. Mikosch, eds. Handbook of Financial Time Series. New York: Springer.

Timo Teräsvirta, Annastiina Silvennoinen, T. Teräsvirta, 2008 .

Specification, estimation and evaluation of vector smooth transition autoregressive models with applications

Yukai Yang, Timo Teräsvirta, T. Teräsvirta, 2014 .

A nonlinear time series model of El Niño

Timo Teräsvirta, Anthony D. Hall, Joakim Skalin, 2001, Environ. Model. Softw..

Modelling Economic Relationships with Smooth Transition Regressions

Timo Teräsvirta, T. Teräsvirta, 1996 .

Modelling Autoregressive Processes with a Shifting Mean

Timo Teräsvirta, Andrés González, T. Teräsvirta, 2006 .

Testing linearity and modelling nonlinear time series

Timo Teräsvirta, 1994, Kybernetika.

Use of preliminary values in forecasting industrial production

Timo Teräsvirta, Jamel Boucelham, 1990 .

Building nonlinear models

Timo Teräsvirta, Dag Tjøstheim, W. J. Granger, 2010 .

Algorithms for estimating parametric nonlinear models

Timo Teräsvirta, Dag Tjøstheim, W. J. Granger, 2010 .

Aspects of modelling nonlinear time series

Timo Teräsvirta, Clive W. J. Granger, Dag Tjøstheim, 1986 .

Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009

Anders Bredahl Kock, Timo Teräsvirta, A. Kock, 2014 .

A Time Series Model for an Exchange Rate in a Target Zone with Applications

Timo Teräsvirta, T. Teräsvirta, 2006 .

Smooth transition autoregressive models - A survey of recent developments

Timo Teräsvirta, Dick van Dijk, Philip Hans Franses, 2000 .

Statistical methods for modelling neural networks

Timo Teräsvirta, Marcelo C. Medeiros, T. Teräsvirta, 2001 .

Business survey data in forecasting the output of swedish and finnish metal and engineering industries: A kalman filter approach

Timo Teräsvirta, Markku Rahiala, T. Teräsvirta, 1993 .

Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009

Anders Bredahl Kock, Timo Teräsvirta, 2011 .

Concepts, models, and definitions

Timo Teräsvirta, Dag Tjøstheim, W. J. Granger, 2010 .

Unit roots, nonlinearities and structural breaks

Robinson Kruse, Timo Teräsvirta, Rasmus T. Varneskov, 2012 .

Properties of Moments of a Family of GARCH Processes

Timo Teräsvirta, Changli He, T. Teräsvirta, 1999 .

A Sequential Procedure for Determining the Number of Regimes in a Threshold Autoregressive Model

Timo Teräsvirta, Birgit Strikholm, T. Teräsvirta, 2006 .

Forecasting from nonlinear models

Timo Teräsvirta, Dag Tjøstheim, W. J. Granger, 2010 .

The Invertibility of Sums of Discrete MA and ARMA Processes

Timo Teräsvirta, 1977 .

Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions

Timo Teräsvirta, Birgit Strikholm, T. Teräsvirta, 2005 .

The combination of forecasts using changing weights

Timo Teräsvirta, Clive W. J. Granger, Melinda Deutsch, 1994 .

The net barter terms of trade: A smooth transition approach

Anna Persson, Timo Teräsvirta, T. Teräsvirta, 2003 .

Modelling changes in the unconditional variance of long stock return series

Timo Teräsvirta, Cristina Amado, T. Teräsvirta, 2012 .

Short‐term forecasting of industrial production by means of quick indicators

Timo Teräsvirta, 1984 .

Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change

Timo Teräsvirta, Andrés González, Changli He, 2008 .

Modelling asymmetries and moving equilibria in unemployment rates by Joakim Skalin and

Timo Teräsvirta, T. Teräsvirta, 2022 .

Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models

Timo Teräsvirta, Tomoaki Nakatani, T. Teräsvirta, 2008 .

FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS

Timo Teräsvirta, Changli He, T. Teräsvirta, 1999, Econometric Theory.

Forecasting the consumption of alcoholic beverages in Finland: A box-Jenkins approach

Timo Teräsvirta, T. Teräsvirta, E. Leskinen, 1976 .

Statistical Properties of the Asymmetric Power Arch Process

Timo Teräsvirta, Changli He, 1997 .

Investigating Stability and Linearity of a German M1 Money Demand Function

Helmut Lütkepohl, Timo Teräsvirta, T. Teräsvirta, 1999 .

Testing the adequacy of smooth transition autoregressive models

Timo Teräsvirta, Øyvind Eitrheim, T. Teräsvirta, 1996 .

A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS

Timo Teräsvirta, Gianluigi Rech, Rolf Tschernig, 2001 .

Higher-order dependence in the general Power ARCH process and a special case

Timo Teräsvirta, Changli He, T. Teräsvirta, 2008 .

Modelling nonlinearity in U.S. Gross national product 1889–1987

Timo Teräsvirta, 1995 .

Another look at Swedish business cycles, 1861–1988

Timo Teräsvirta, Joakim Skalin, T. Teräsvirta, 1999 .

Modelling economic high-frequency time series with STAR-STGARCH models

Timo Teräsvirta, Stefan Lundbergh, T. Teräsvirta, 1998 .

Forecasting with smooth transition autoregressive models

Timo Teräsvirta, Stefan Lundbergh, T. Teräsvirta, 2000 .

Linearity and misspecification tests for vector smooth transition regression models

Yukai Yang, Timo Teräsvirta, T. Teräsvirta, 2014 .

Evaluating Models of Autoregressive Conditional Duration

Timo Teräsvirta, Mika Meitz, T. Teräsvirta, 2006 .

Smooth transition autoregressions , neural networks , and linear models in forecasting macroeconomic time series : A re-examination

Timo Teräsvirta, Marcelo C. Medeiros, Dick van Dijk, 2003 .

THRESHOLDS AND SMOOTH TRANSITIONS IN VECTOR AUTOREGRESSIVE MODELS

Timo Teräsvirta, Kirstin Hubrich, T. Teräsvirta, 2013 .

Testing linearity in univariate, time series models

Timo Teräsvirta, Pentti Saikkonen, Ritva Luukkonen, 1988 .

Applied Time Series Econometrics: Smooth Transition Regression Modeling

Timo Teräsvirta, T. Teräsvirta, 2004 .

Chapter 8 Forecasting economic variables with nonlinear models

Timo Teräsvirta, T. Teräsvirta, 2006 .

Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations

Timo Teräsvirta, Cristina Amado, T. Teräsvirta, 2014 .

Testing the constancy of regression parameters against continuous structural change

Timo Teräsvirta, T. Teräsvirta, C. Lin, 1994 .

Superiority comparisons of heterogeneous linear estimators

Timo Teräsvirta, T. Teräsvirta, 1982 .

MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS

Timo Teräsvirta, Changli He, T. Teräsvirta, 2002, Econometric Theory.

Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model

Timo Teräsvirta, Tomoaki Nakatani, T. Teräsvirta, 2009 .

An Introduction to Univariate GARCH Models

Timo Teräsvirta, T. Teräsvirta, 2006 .

AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE

Timo Teräsvirta, Changli He, T. Teräsvirta, 2004, Econometric Theory.

POWER OF THE NEURAL NETWORK LINEARITY TEST

Timo Teräsvirta, Clive W. J. Granger, C. Granger, 1993 .

Testing Parameter Constancy and Super Exogeneity in Econometric Equations

Timo Teräsvirta, Eilev S. Jansen, T. Teräsvirta, 2009 .

Testing Parameter Constancy in Linear Models against Stochastic Stationary Parameters

Timo Teräsvirta, T. Teräsvirta, C. Lin, 1999 .

MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES

Timo Teräsvirta, Joakim Skalin, T. Teräsvirta, 1999, Macroeconomic Dynamics.

Forecasting economic variables with nonlinear models

Timo Teräsvirta, T. Teräsvirta, 2005 .

A simple nonlinear time series model with misleading linear properties

Timo Teräsvirta, Clive W. J. Granger, C. Granger, 1999 .

A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model

Timo Teräsvirta, T. Teräsvirta, P. Catani, 2017 .

Modelling Non-Linear Economic Relationships

Timo Teräsvirta, Clive W. J. Granger, 1993 .

Modeling Nonlinearity over the Business Cycle

Timo Teräsvirta, Clive W. J. Granger, Heather M. Anderson, 1993 .

Non-linear error correction and the UK demand for broad money, 1878-1993

Timo Teräsvirta, T. Teräsvirta, Ann-Charlotte Eliasson, 2001 .

Modelling economic high-frequency time series

Timo Teräsvirta, Stefan Lundbergh, T. Teräsvirta, 1999 .

Specification and testing of multiplicative time-varying GARCH models with applications

Timo Teräsvirta, Cristina Amado, T. Teräsvirta, 2017 .

Testing linearity against smooth transition autoregressive models

Timo Teräsvirta, Pentti Saikkonen, Ritva Luukkonen, 1988 .

Properties of the Autocorrelation Function of Squared Observations for Second‐order Garch Processes Under Two Sets of Parameter Constraints

Timo Teräsvirta, Changli He, Timo Terasvirta, 1999 .

Modelling volatility by variance decomposition

Timo Teräsvirta, Cristina Amado, T. Teräsvirta, 2013 .

Testing constancy of the error covariance matrix in vector models

Timo Teräsvirta, Bruno Eklund, T. Teräsvirta, 2006 .

Power Properties of Linearity Tests for Time Series

Timo Teräsvirta, T. Teräsvirta, 1996 .

The Effects of Institutional and Technological Change and Business Cycle Fluctuations on Seasonal Patterns in Quarterly Industrial Production Series

Timo Teräsvirta, Dick J. C. van Dijk, Birgit Strikholm, 2001 .

Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990–1993☆

Jukka Lassila, Timo Teräsvirta, Eija Kauppi, 1996 .

Panel Smooth Transition Regression Models

Yukai Yang, Timo Teräsvirta, Dick van Dijk, 2005 .