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Some notes on nonlinear cointegration : a partial review with some novel perspectives

Tjostheim, Dag - In: Econometric reviews 39 (2020) 7, pp. 655-673

Persistent link: https://www.econbiz.de/10012262513

Nonparametric estimation in a nonlinear cointegration type model

Karlsen, Hans Arnfinn; Myklebust, Terje; Tjostheim, Dag - 2000

Persistent link: https://www.econbiz.de/10001485496

Aspects of modelling nonlinear time series

Teräsvirta, Timo; Tjostheim, Dag; Granger, C. W. J. - 1993

Persistent link: https://www.econbiz.de/10000868348

Exploring spatial nonlinearity using additive approximation

Lu, Zu-di; Lundervold, Arvid; Tjøstheim, Dag; Yao, Qiwei - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002075163

Chapter 48 Aspects of modelling nonlinear time series

Teräsvirta, Timo; Tjøstheim, Dag; W.J. Granger, Clive - In: Handbook of econometrics : volume 4, (pp. 2917-2957). 1994

This paper surveys some of the recent developments in nonlinear analysis of economic time series. The emphasis lies on stochastic models. Various classes of nonlinear models appearing in the economics and time series literature are presented and discussed. Linearity testing and estimation of...

Persistent link: https://www.econbiz.de/10014024960