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Asymmetric dependence patterns in financial returns : an empirical investigation using local Gaussian correlation
Støve, Bård; Tjostheim, Dag - In: Essays in nonlinear time series econometrics, (pp. 307-329). 2014
Persistent link: https://www.econbiz.de/10010385834
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Null recurrent unit root processes
Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag - In: Econometric theory 28 (2012) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
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Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan; Tjøstheim, Dag; Yang, Lijian - In: Econometric theory 18 (2002) 2, pp. 197-251
Persistent link: https://www.econbiz.de/10001661291
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Nonparametric estimation and testing of interaction in additative models
Sperlich, Stefan; Tjostheim, Dag; Yang, Lijian - 1998
Persistent link: https://www.econbiz.de/10000992408