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Tjøstheim, Dag
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Auestad, Bjørn H.
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Fokianos, Konstantinos
2
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1
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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2
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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3
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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4
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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5
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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6
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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7
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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8
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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9
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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10
Nonlinear Poisson autoregression
Fokianos, Konstantinos
;
Tjøstheim, Dag
- In:
Annals of the Institute of Statistical Mathematics : AISM
64
(
2012
)
6
,
pp. 1205-1226
Persistent link: https://www.econbiz.de/10010023552
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