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The locally Gaussian partial correlation

Otneim, Håkon; Tjostheim, Dag - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 924-936

Persistent link: https://www.econbiz.de/10013534580

Non-linear time series : a selective review

Tjostheim, Dag - In: Scandinavian journal of statistics : SJS ; theory and … 21 (1994) 2, pp. 97-130

Persistent link: https://www.econbiz.de/10001164158

Aspects of modelling nonlinear time series

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

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

Modeling panels of intercorrelated autoregressive time series

Hjellvik, Vidar; Tjostheim, Dag - 1998

Persistent link: https://www.econbiz.de/10000992219

Nonparametric estimation in null recurrent times series

Karlsen, Hans Arnfinn; Tjostheim, Dag - 1998

Persistent link: https://www.econbiz.de/10000992263

Aspects of modelling nonlinear time series

Teräsvirta, Timo; Tjostheim, Dag; Granger, C. W. J. - 1994

Persistent link: https://www.econbiz.de/10001327598

Nonparametric estimation and identification of nonlinear ARCH time series : strong convergence and asymptotic normality

Masry, Elias - In: Econometric theory 11 (1995) 2, pp. 258-289

Persistent link: https://www.econbiz.de/10001185253

Consistent estimates for the NEAR(2) and NLAR(2) time series models

Karlsen, Hans Arnfinn - In: Journal of the Royal Statistical Society 50 (1988) 2, pp. 313-320

Persistent link: https://www.econbiz.de/10001053233

Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory

Barnett, William A. (ed.); Hendry, David F. (ed.); … - International Symposium in Economic Theory and … - 2000

Persistent link: https://www.econbiz.de/10013493885

Estimation for Single-Index and Partially Linear Single-Index Nonstationary Time Series Models

Dong, Chaohua - 2014

Estimation in two classes of popular models, single-index models and partially linear single-index models, is studied in this paper. Such models feature nonstationarity. Orthogonal series expansion is used to approximate the unknown integrable link function in the models and a profile approach...

Persistent link: https://www.econbiz.de/10013058521