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Nonlinear Poisson autoregressi...
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1
Poisson autoregression
Fokianos, Konstantinos
;
Rahbek, Anders
;
Tjøstheim, Dag
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1430-1440
Persistent link: https://www.econbiz.de/10003992981
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2
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
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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/10003818336
Saved in:
4
Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti
;
King, Maxwell L.
;
Lu, Zu-di
;
Tjøstheim, Dag
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1869-1892
Persistent link: https://www.econbiz.de/10003904450
Saved in:
5
Local Gaussian correlation : a new measure of dependence
Tjostheim, Dag
;
Hufthammer, Karl Ove
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10009702320
Saved in:
6
Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009702338
Saved in:
7
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
- In:
Econometric theory
31
(
2015
)
5
,
pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
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8
Recognizing and visualizing copulas : an approach using local Gaussian approximation
Berentsen, Geir Drage
;
Støve, Bård
;
Tjostheim, Dag
; …
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 90-103
Persistent link: https://www.econbiz.de/10010402717
Saved in:
9
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
Saved in:
10
Using local Gaussian correlation in a nonlinear re-examination of financial contagion
Støve, Bård
;
Tjostheim, Dag
;
Hufthammer, Karl Ove
- In:
Journal of empirical finance
25
(
2014
),
pp. 62-82
Persistent link: https://www.econbiz.de/10010462084
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