Teräsvirta, Timo.
Teräsvirta, Timo, 1941-
Timo Teräsvirta
VIAF ID: 76359722 ( Personal )
Permalink: http://viaf.org/viaf/76359722
Preferred Forms
- 200 _ | ‡a Teräsvirta ‡b Timo
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- 100 1 _ ‡a Teräsvirta, Timo
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- 100 1 _ ‡a Teräsvirta, Timo ‡d 1941-
- 100 1 _ ‡a Teräsvirta, Timo, ‡d 1941-....
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- 100 1 _ ‡a Teräsvirta, Timo
- 100 1 _ ‡a Teräsvirta, Timo
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- 100 0 _ ‡a Timo Teräsvirta
4xx's: Alternate Name Forms (12)
5xx's: Related Names (6)
- 510 2 _ ‡a Aarhus Universitet ‡b Center for Research in Econometric Analysis of Time Series ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Handelshögskolan i Stockholm ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Handelshøjskolen i København ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Humboldt-Universität zu Berlin ‡b Center for Applied Statistics and Economics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Norges Bank ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Queensland University of Technology ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Aikasarja-analyysin menetelmiä | |
Business survey data in forecasting the output of Swedish and Finnish metal and engineering industries : a Kalman filter approach | |
Choosing between linear and threshold autoregressive models | |
Determining the number of hidden units in a single hidden-layer neural network model | |
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series | |
Evaluating GARCH models | |
Financial sector and output dynamics in the euro area countries | |
Investigating stability and linearity of a German M1 money demand function | |
Modelling and forecasting WIG20 daily returns | |
Modelling nonlinear economic time series | |
Modelling nonlinearity in U.S. gross national product 1889-1987 | |
Modelling the demand for M3 in the unified Germany | |
On stepwise regression and economic forecasting | |
Parempaan ympäristöön | |
A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model | |
Power properties of linearity tests for time series | |
simple variable selection technique for nonlinear models | |
Smoothing in piecewise constant regression with an application to electric utility industry | |
Strong superiority of heterogeneous linear estimators | |
Teollisuustuotannon volyymin lyhyen ajan ennustaminen osoitinmuuttujien avulla | |
Testing linearity against nonlinear moving average models | |
Testing parameter constancy and super exogeneity in econometric equations | |
Testing parameter constancy in linear models against stochastic stationary parameters | |
Testing the adequacy of smooth transition autoregressive models | |
Two stylized facts and the Garch (1,1) model |