Standout Papers

Specification, Estimation, and Evaluation of Smooth Transition Autoregressive ... 1988 2026 2000 2013 1.4k
  1. Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models (1994)
    Timo Teräsvirta Journal of the American Statistical Association
  2. Testing linearity against smooth transition autoregressive models (1988)
    Ritva Luukkonen, Pentti Saikkonen et al. Biometrika
  3. Modelling Nonlinear Economic Relationships (1995)
    Dennis W. Jansen, Clive W. J. Granger et al. Southern Economic Journal
  4. SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)
    Dick van Dijk, Timo Teräsvirta et al. Econometric Reviews
  5. Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models (1994)
    Timo Teräsvirta Journal of the American Statistical Association
  6. Characterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)
    Timo Teräsvirta, Heather M. Anderson Journal of Applied Econometrics

Immediate Impact

6 by Nobel laureates 4 from Science/Nature 61 standout
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Citing Papers

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2 intermediate papers

Works of Timo Teräsvirta being referenced

Multivariate GARCH Models
2008
Modelling Nonlinear Economic Relationships
1995 StandoutNobel

Author Peers

Author Last Decade Papers Cites
Timo Teräsvirta 6589 4129 4828 118 8.8k
Jörg Breitung 6654 3542 4461 74 10.1k
Gary Koop 7983 3040 4731 179 10.5k
Paul Newbold 6991 3469 5193 142 11.0k
Helmut Lütkepohl 7345 3035 5265 150 12.2k
Lucrezia Reichlin 5208 2894 5304 97 7.6k
A. Ronald Gallant 5488 5478 2982 139 11.3k
Richard T. Baillie 7997 7572 4872 100 10.2k
Jushan Bai 10035 4641 6848 88 14.2k
Charles R. Nelson 8737 5971 8051 117 13.2k
Siem Jan Koopman 3791 3830 2179 233 7.0k

All Works

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