Nonparametric regression estimation in a null recurrent time series
Arnfinn Karlsen, Hans, Myklebust, Terje, Tjøstheim, Dag
Published in Journal of statistical planning and inference (01.12.2010)
Published in Journal of statistical planning and inference (01.12.2010)
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Journal Article
NULL RECURRENT UNIT ROOT PROCESSES
Myklebust, Terje, Karlsen, Hans Arnfinn, Tjøstheim, Dag
Published in Econometric theory (01.02.2012)
Published in Econometric theory (01.02.2012)
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Journal Article
Bias and bandwidth for local likelihood density estimation
Otneim, Håkon, Karlsen, Hans Arnfinn, Tjøstheim, Dag
Published in Statistics & probability letters (01.05.2013)
Published in Statistics & probability letters (01.05.2013)
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Journal Article
Nonparametric estimation in a nonlinear cointegration type model
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Journal Article