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Teräsvirta, Timo
35
Tjøstheim, Dag
11
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Journal of econometrics
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Journal of the American Statistical Association : JASA
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The econometrics journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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New Zealand economic papers
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Oxford bulletin of economics and statistics
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OLC EcoSci
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Non-linear models : where do we go next : time varying parameter models?
Granger, Clive W. J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009949924
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2
Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
Tjøstheim, Dag
;
Auestad, Bjørn H.
- In:
Journal of the American Statistical Association : JASA
89
(
1994
)
428
,
pp. 1410-1419
Persistent link: https://www.econbiz.de/10006636503
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3
Nonparametric Identification of Nonlinear Time Series: Projections
Tjøstheim, Dag
;
Auestad, Bjørn H.
- In:
Journal of the American Statistical Association : JASA
89
(
1994
)
428
,
pp. 1398-1409
Persistent link: https://www.econbiz.de/10006636504
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4
NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
Mammen, Enno
;
Støve, Bård
;
Tjøstheim, Dag
- In:
Econometric theory
25
(
2009
)
2
,
pp. 442-481
Persistent link: https://www.econbiz.de/10008211991
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5
Additive Nonlinear ARX Time Series and Projection Estimates
Masry, Elias
;
Tjøstheim, Dag
- In:
Econometric theory
13
(
1997
)
2
,
pp. 214-252
Persistent link: https://www.econbiz.de/10006998463
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6
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
Gao, Jiti
;
King, Maxwell
;
Lu, Zudi
;
Tjøstheim, Dag
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1869-1892
Persistent link: https://www.econbiz.de/10008325206
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7
Nonparametric Estimation and Identification of Nonlinear ARCH Time Series: Strong Convergence and Asymptotic Normality
Masry, Elias
;
Tjøstheim, Dag
- In:
Econometric theory
11
(
1995
)
2
,
pp. 258-289
Persistent link: https://www.econbiz.de/10007007265
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8
NULL RECURRENT UNIT ROOT PROCESSES
Myklebust, Terje
;
Karlsen, Hans Arnfinn
;
Tjøstheim, Dag
- In:
Econometric theory
28
(
2011
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10009832940
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9
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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10
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
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