Concepedia

Timo Teräsvirta

TT

Statistics

Publications

105

Citations

15.7K

H-Index

51

Active since

1976

Affiliations

Stockholm School of Economics(Current)

Aarhus University

Research Institute of the Finnish Economy

University of Technology Sydney

Timo Teräsvirta is an author at Stockholm School of Economics specializing in econometrics, time series analysis, and economics.

Publications per year

1976–2021

104

Publications

105

Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

Timo Teräsvirta · Journal of the American Statistical Association · 1994 · 2.1K citations

Business, Business Economics, Econometrics +10

Testing linearity against smooth transition autoregressive models

Ritva Luukkonen, Pentti Saikkonen, Timo Teräsvirta · Biometrika · 1988 · 1.3K citations

Computing, Business Economics, Econometrics +12

Modelling Nonlinear Economic Relationships

Dennis W. Jansen, Clive W. J. Granger, Timo Teräsvirta · Southern Economic Journal · 1995 · 1.2K citations

Social Sciences, Business Economics, Economics +17

SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS

Dick van Dijk, Timo Teräsvirta, Philip Hans Franses · Econometric Reviews · 2002 · 1.2K citations

Business, Economics, Econometrics +16

Characterizing nonlinearities in business cycles using smooth transition autoregressive models

Timo Teräsvirta, Heather M. Anderson · Journal of Applied Econometrics · 1992 · 907 citations

Social Sciences, Business Economics, Economics +17

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