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About the references marked with asterisks: Teräsvirta (2004) is just a shorter version of. Teräsvirta (1998) with a different empirical example. ...

http://folk.uio.no/rnymoen/SSB_TimoT_Course.pdf

by M Balcilar - Related articles

http://www.statistik.uni-dortmund.de/useR-2008/abstracts/Balcilar.pdf

Example: Modelling with smooth transition regressions (Granger and. Teräsvirta, 1993; Teräsvirta, 1998): The three stages of the modelling strategy: ...

http://www.sgh.waw.pl/instytuty/zes/Ogloszenia/nonlinmod06.pdf

by J Skalin - 1998 - Cited by 16

http://swopec.hhs.se/hastef/papers/hastef0276.rev.pdf

by MK Andersson - 1999 - Cited by 1

http://swopec.hhs.se/hastef/papers/hastef0317.pdf

Terasvirta, T. (1998), Modelling economic relationships with smooth transition regressions, in A. Ullah and D.E.A. Giles (eds.), ...

http://www.statistik.tu-dortmund.de/useR-2008/slides/Balcilar.pdf

Teräsvirta 1998). In pure times series applications a third test is performed to decide whether a logistic or an exponential function is the appropriate ...

http://www.springerlink.com/index/G733205X8304Q1W8.pdf

In addition to Bai and Perron (1998) tests for multiple breaks, the stability of the individual estimates was examined by application of Teräsvirta's (1998) ...

http://www.springerlink.com/index/T5416762M666Q472.pdf

Alternative forecasted model is rarely tested as it is seen in Eitrheim and Terasvirta (1996) and Terasvirta (1998). The essay of Terasvirta's ...

http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1241822_code1076253.pdf?abstractid=1241822&mirid=1

structure (Eitrheim and Teräsvirta, 1996; Lundbergh and Teräsvirta, 1998). The reported p-values of the test statistic reveal that the null of no remaining ...

http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1157678_code301460.pdf?abstractid=1157678

by S Reitz - Cited by 6

http://typo3.urz.uni-bamberg.de/fileadmin/uni/fakultaeten/sowi_lehrstuehle/vwl_wirtschaftspolitik/Studium/Neue_Homepage/Publications/P37_SR_FW_EE_o.pdf

Lundbergh and Teräsvirta (1998) conclusions: Conditional Heteroskedasticity may result in severe size distortions. The robust version of the linearity test ...

http://www.keele.ac.uk/research/ppm/NLE/linearity_testing.pdf

In this context the single transition STR model for the dependent variable yt may be defined (see also Teräsvirta, 1998) as: yt ¼ φ10 þ ...

http://www.informaworld.com/index/TQB7UTYN0HXHFLC4.pdf

Regression (STR) models (Teräsvirta (1998)) are used. ... proposed in Teräsvirta (1994 and 1998). The procedure consists of following stages. First, ...

http://www.informaworld.com/index/1PJR4DY4L8GV95WL.pdf

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by M Krätzig - 2005 - Cited by 1

http://www.jmulti.de/download/help/str.pdf

Teräsvirta, T. (1998), "Comments on" 'The demand for broad money in the United Kingdom,. 1878-1993' by Neil R. Ericsson, David F. Hendry and Kevin M. ...

http://www.hhs.se/CES/Research/CompletedProjects/Documents/Linearity and Stability of European Money Demand Functions.pdf

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File Format: PDF/Adobe Acrobatby TM Mokoena - 2008From Luukkonen, Saikkonen and Teräsvirta (1998), the nature of the auxiliary regression from (3.1) and (3.2) is of the following form: ...

http://upetd.up.ac.za/thesis/available/etd-06102008-103020/unrestricted/02chapter3.pdf

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by S Reitz - 2003 - Cited by 16

http://www.ifk-cfs.de/papers/03_10.pdf

by YK Tse - Cited by 49

http://www.mysmu.edu/faculty/yktse/rbd_rev.pdf

Teräsvirta (1994, 1998). The model proposed is shown to be stable over the ..... Teräsvirta (1993) and Teräsvirta (1998) of standardizing the transition ...

http://muse.jhu.edu/journals/journal_of_money_credit_and_banking/v035/35.5sarno.pdf

Granger and Terasvirta (1993) and Terasvirta (1998), to estimate a nonlinear error correction model for the German exchange rate against the U.S. dollar to ...

http://muse.jhu.edu/journals/journal_of_money_credit_and_banking/v034/34.3asollis.pdf

by D Fok - 2003sultant smooth transition regression (STR) model is discussed in detail in Teräsvirta. (1998). The specification of the STAR model in (2) with (3), ...

http://publishing.eur.nl/ir/repub/asset/1054/ei200343.pdf

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by R Brüggemann - 2008 - Cited by 1

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by T Proietti - 1998 - Cited by 15

http://scholar.lib.vt.edu/ejournals/SNDE/003/articles/v3n3002.pdf

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http://scholar.lib.vt.edu/ejournals/SNDE/snde-mirror/005/articles/v5n3002.pdf

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by C Martin - 2001 - Cited by 44

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by AC Eliasson - 2001 - Cited by 27

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by E Sáez - 2001 - Cited by 23

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by S Reitz - Cited by 6

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as a modification of the smooth transition threshold autoregressive model surveyed in Teräsvirta. (1998), in which the regime weights depend on the ex ante ...

http://research.stlouisfed.org/wp/2003/2003-024.pdf

by JW Taylor - 2004 - Cited by 13

http://users.ox.ac.uk/~mast0315/STES.pdf

Teräsvirta, 1998). t u is a white noise residual with variance 2 ..... Teräsvirta, T., 1998, Modeling economic relationships with smooth transition ...

http://www.dnb.nl/binaries/research%20memorandum%20wo%20no%20758_tcm46-146038.pdf

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Versions of (10) are now widely used in a univariate context, for which van Dijk, Teräsvirta and Franses (2002) provide a review. Teräsvirta (1998) ...

http://www.ses.man.ac.uk/cgbcr/DPCGBCR/DPCGBCR46.pdf

We follow Teräsvirta (1998) to introduce and discuss the properties of STR models. Under the assumption of a single transition, the STR model for the ...

http://www.aug.edu/~sbajmb/paper-Ocal-Brauer.pdf

by N Öcal - Cited by 2

http://www.aug.edu/~sbajmb/paper-Ocal_Brauer_v10.pdf

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