| Modelling nonlinear economic relationships CWJ Granger, T Teräsvirta oxford university Press, 1993 | 3938 | 1993 |
| Specification, estimation, and evaluation of smooth transition autoregressive models T Teräsvirta Journal of the american Statistical association 89 (425), 208-218, 1994 | 3391 | 1994 |
| Testing linearity against smooth transition autoregressive models R Luukkonen, P Saikkonen, T Teräsvirta Biometrika 75 (3), 491-499, 1988 | 1936 | 1988 |
| Smooth transition autoregressive models—a survey of recent developments D Dijk, T Teräsvirta, PH Franses Econometric reviews 21 (1), 1-47, 2002 | 1630 | 2002 |
| Characterizing nonlinearities in business cycles using smooth transition autoregressive models T Terasvirta, HM Anderson Journal of applied econometrics 7 (S1), S119-S136, 1992 | 1291 | 1992 |
| Panel smooth transition regression models A Gonzalez, T Teräsvirta, D Van Dijk, Y Yang | 985 | 2017 |
| Modelling economic relationships with smooth transition regressions T Teräsvirta SSE/EFI Working Paper Series in Economics and Finance, 1996 | 917 | 1996 |
| Multivariate GARCH models A Silvennoinen, T Teräsvirta Handbook of financial time series, 201-229, 2009 | 860 | 2009 |
| Testing the adequacy of smooth transition autoregressive models Ø Eitrheim, T Teräsvirta Journal of econometrics 74 (1), 59-75, 1996 | 708 | 1996 |
| Power of the neural network linearity test T Teräsvirta, CF Lin, CWJ Granger Journal of time series analysis 14 (2), 209-220, 1993 | 536 | 1993 |
| Modelling nonlinear economic time series T Teräsvirta, D Tjøstheim, CWJ Granger Oxford University Press, 2010 | 520 | 2010 |
| Stylized facts of daily return series and the hidden Markov model T Rydén, T Teräsvirta, S Åsbrink Journal of applied econometrics 13 (3), 217-244, 1998 | 509 | 1998 |
| Testing the constancy of regression parameters against continuous structural change CFJ Lin, T Teräsvirta Journal of econometrics 62 (2), 211-228, 1994 | 458 | 1994 |
| Properties of moments of a family of GARCH processes C He, T Teräsvirta Journal of Econometrics 92 (1), 173-192, 1999 | 369 | 1999 |
| Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination T Teräsvirta, D Van Dijk, MC Medeiros International Journal of Forecasting 21 (4), 755-774, 2005 | 368 | 2005 |
| An introduction to univariate GARCH models T Teräsvirta Handbook of financial time series, 17-42, 2009 | 293 | 2009 |
| Time-varying smooth transition autoregressive models S Lundbergh, T Teräsvirta, D Van Dijk Journal of Business & Economic Statistics 21 (1), 104-121, 2003 | 278 | 2003 |
| A simple nonlinear time series model with misleading linear properties CWJ Granger, T Teräsvirta Economics letters 62 (2), 161-165, 1999 | 278 | 1999 |
| Evaluating GARCH models S Lundbergh, T Teräsvirta Journal of Econometrics 110 (2), 417-435, 2002 | 272 | 2002 |
| Realized volatility TG Andersen, T Teräsvirta Handbook of financial time series, 555-575, 2009 | 266 | 2009 |
