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Pairwise local Fisher and naive Bayes : improving two standard discriminants
Otneim, Håkon; Jullum, Martin; Tjostheim, Dag - In: Journal of econometrics 216 (2020) 1, pp. 284-304
Persistent link: https://www.econbiz.de/10012439695
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Local Gaussian correlation : a new measure of dependence
Tjostheim, Dag; Hufthammer, Karl Ove - In: Journal of econometrics 172 (2013) 1, pp. 33-48
Persistent link: https://www.econbiz.de/10009702320
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Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti; Tjostheim, Dag; Yin, Jiying - In: Journal of econometrics 172 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10009702338
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Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua; Gao, Jiti; Tjostheim, Dag; Yin, Jiying - In: Journal of econometrics 200 (2017) 1, pp. 104-117
Persistent link: https://www.econbiz.de/10011897704
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Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco; Li, Degui; Tjostheim, Dag - In: Journal of econometrics 224 (2021) 2, pp. 416-438
Persistent link: https://www.econbiz.de/10013275395
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Granger-causality in multiple time series
Tjøstheim, Dag - In: Journal of econometrics 17 (1981) 2, pp. 157-176
Persistent link: https://www.econbiz.de/10002945197
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Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti; Tjøstheim, Dag; Yin, Jiying - In: Journal of econometrics 172 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10010052627
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Local Gaussian correlation: A new measure of dependence
Tjøstheim, Dag; Hufthammer, Karl Ove - In: Journal of econometrics 172 (2013) 1, pp. 33-48
Persistent link: https://www.econbiz.de/10010052629