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Terasvirta, T.

( T. Terasvirta)

model series parameter transition change forecast function time series tv-star tv-star model cycle linearity nonlinear statistic star model business result terasvirta value journal hypothesis testing 1.000 autoregressive forecasting difference nonlinearity speci pattern section business cycle ar-nn ar model table seasonality parameter constancy regime lstar lstar model example modelling tv-ar star models number nonlinear models production unemployment rate procedure alternative variable ﬁ rst differences tv-ar model shock ﬁcation constancy time-varying level network approach unemployment output figure estimate residual svirta franse ar-nn models effect horizon p-value quarter van dijk specification power variation point country production series 1.001 property

6 Most Recent Publications

Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination (Article) Terasvirta, T. Dijk, D.J.C. van Medeiros, M.	2005-10-01
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series (Article) Dijk, D.J.C. van Strikholm, B. Terasvirta, T.	2003-01-01
Time-Varying Smooth Transition Autoregressive Models (Article) Lundbergh, S. Terasvirta, T. Dijk, D.J.C. van	2003-01-01
Smooth transition autoregressive models - a survey of recent developments (Article) Dijk, D.J.C. van Terasvirta, T. Franses, Ph.H.B.F.	2002-01-01
The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series (Research Paper) Dijk, D.J.C. van Strikholm, B. Terasvirta, T.	2001-03-30
Smooth transition autoregressive models - A survey of recent developments (Research Paper) Dijk, D.J.C. van Terasvirta, T. Franses, Ph.H.B.F.	2000-06-09

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