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Disambiguation of "Terasvirta, Timo"

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Properties of moments of a family of GARCH processes

, and . Journal of Econometrics, 92 (1): 173--192 (September 1999)

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Diana Timova

Nuala Patricia Timoney

Wladimir Timofiewitsch

Hassan Timouyas

Elena Timofeeva

 

Other publications of authors with the same name

Evaluating GARCH models, and . Journal of Econometrics, 110 (2): 417--435 (October 2002)Testing parameter constancy in linear models against stochastic stationary parameters, and . Journal of Econometrics, 90 (2): 193--213 (June 1999)Properties of moments of a family of GARCH processes, and . Journal of Econometrics, 92 (1): 173--192 (September 1999)Handbook of Econometrics, , and . Volume 4, chapter Chapter 48 Aspects of modelling nonlinear time series, page 2917--2957. Elsevier, (1994)A note on predicting with seemingly unrelated degression equations. Statistics, 6 (5): 703--711 (1975)The extended Stein procedure for simultaneous model selection and parameter estimation, , , and . Journal of Econometrics, 35 (2-3): 375--391 (July 1987)A simple nonlinear time series model with misleading linear properties, and . Economics Letters, 62 (2): 161--165 (Feb 1, 1999)Long memory and nonlinear time series, and . Journal of Econometrics, 110 (2): 105--112 (October 2002)Usefulness of proxy variables in linear models with stochastic regressors. Journal of Econometrics, 36 (3): 377--382 (November 1987)Testing the adequacy of smooth transition autoregressive models, and . Journal of Econometrics, 74 (1): 59--75 (September 1996)