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Publications by Dag Tjostheim

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

SSRN Electronic Journal

English

Measuring Financial Contagion by Local Gaussian Correlation

SSRN Electronic Journal

English

Related publications

Bayesian Methods for Wavelet Series in Single-Index Models

Journal of Computational and Graphical Statistics

Discrete Mathematics

English

Variable Selection for Partial Linear Single-Index Model With M-Estimation

English

Large-Sample Estimation and Inference in Multivariate Single-Index Models

Journal of Multivariate Analysis

Numerical Analysis

English

Estimation for Vector Linear Time Series Models

Bulletin of the Australian Mathematical Society

English

Estimation of the Mean of the Partially Linear Single-Index Errors-In-Variables Model With Missing Response Variables

Journal of Inequalities and Applications

Applied Mathematics

Discrete Mathematics

English

Estimation in Single-Index Panel Data Models With Heterogeneous Link Functions

Econometric Reviews

English

Bias Corrections in Testing and Estimating Semiparametric, Single Index Models

Econometric Theory

Social Sciences

English

Estimation of Change-Points in Linear and Nonlinear Time Series Models

Econometric Theory

Social Sciences

English

On Estimation of Partially Linear Transformation Models

Journal of the American Statistical Association

English