Teräsvirta, Timo

name

• Teräsvirta, Timo

Authored works

• A comparison of mixed and minimax estimators of linear models
• A review of PC-GIVE : a statistical package for econometric modelling
• Choosing between linear and threshold autoregressive models
• Estimation of polynomial distributed lag models
• Forecasting the output of the Finnish metal industry using business survey data
• Incomplete ellipsoidal restrictions in linear models
• Linear restrictions in misspecified linear models and polynomial distributed lag estimation
• Metalliteollisuustuotannon volyymin ennustaminen suhdannebarometrin muuttujien avulla
• Metsäteollisuuden tuotannon volyymin ennustaminen suhdannebarometrin muuttujien avulla
• Mink and muskrat interaction : a structural analysis
• Model selection criteria and model selection tests in regression models
• Model selection, smoothing and parameter estimation in linear models under squared error loss
• On stepwise regression and economic forecasting
• Overestimation of mean square error matrix in misspecified linear models
• Prior information and biased estimation in linear models
• Reducing the dimensions of input vector in transfer function models : the case of quick indicators
• Restricted superiority of linear homogeneous estimators over ordinary least squares
• Restricted superiority of shrinkage estimator with a fixed shrinkage factor
• Short-term forecasting of industrial production by means of quick indicators
• Strong superiority of heterogeneous linear estimators
• Suhdanneosoittimista
• Superiority comparisons between mixed regression estimators
• Superiority comparisons of heterogeneous linear estimators
• Superiority comparisons of homogeneous linear estimators
• Temporal aggregation in finite distributed lag models
• Teollisuustuotannon volyymin ennustaminen suhdannebarometrin avulla : Forecasting the industrial output in Finland using business survey data
• Teollisuustuotannon volyymin lyhyen ajan ennustaminen osoitinmuuttujien avulla
• The minimax estimation of linear models under incorrect prior restrictions
• Usefulness of proxy variables in linear models with stochastic regressors

Works contributed to

• Aikasarja-analyysin menetelmiä
• Business survey data in forecasting the output of Swedish and Finnish metal and engineering industries : a Kalman filter approach
• Factors affecting firms' employment plans in Finnish manufacturing industries
• Forecasting the output of Finnish forest industries using business survey data
• Formation of firms' production plans in Finnish manufacturing industries
• How to use preliminary values in forecasting the monthly index of industrial production?
• Labour hoarding over the business cycle : testing the quadratic adjustment cost hypothesis
• Modelling nonlinear economic relationships
• Modelling the dynamic relationship between wages and prices in Finland
• Short-term forecasting of industrial production with business survey data : experience from Finland's great depression 1990-1993
• Testing linearity against univariate smooth transition models
• Testing linearity in univariate time series models
• Testing linearity of economic time series against cyclical asymmetry

Works about Teräsvirta, Timo