Dag Bjarne Tjøstheim's picture
Dag Bjarne
Tjøstheim
Professor
Visit Address: 
Realfagbygget, Allégt. 41
5020 Bergen
Postal Address: 
Postboks 7803
5020 Bergen
Phone: 
+47 55 58 28 85
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Books
  • Teresvirtä, Timo; Tjøstheim, Dag Bjarne; Granger, Clive W.J. 2010. Modelling nonlinear economic time series. Oxford University Press. 557 pages. ISBN: 978-0-19-958714-8.
  • Barnett, William A.; Hendry, David F.; Hylleberg, Svend; Terasvirta, Timo; Tjøstheim, Dag Bjarne; Wurtz, Allan. 2000. Nonlinear econometric modeling in time series analysis. Cambridge University Press. 227 pages. ISBN: 0-521-59424-3.
  • Tjøstheim, Dag Bjarne; Ghosh, S. 1998. Nonparametric specification procedures for time series, in Asymptotic, Nonparametrics and Time Series.
Journal articles
  • Berentsen, Geir Drage; Kleppe, Tore Selland; Tjøstheim, Dag Bjarne. 2014. Introducing localgauss, an R package for estimating and visualizing local Gaussian correlation. Journal of Statistical Software. 56: 1-18.
  • Berentsen, Geir Drage; Støve, Bård; Tjøstheim, Dag Bjarne; Nordbø, Tommy. 2014. Recognizing and visualizing copulas: An approach using local Gaussian approximation. Insurance, Mathematics & Economics. 57: 90-103. doi: 10.1016/j.insmatheco.2014.04.005
  • Berentsen, Geir Drage; Tjøstheim, Dag Bjarne. 2014. Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation. Statistics and computing. 24: 785-801. doi: 10.1007/s11222-013-9402-8
  • Jordanger, Lars Arne; Tjøstheim, Dag Bjarne. 2014. Model selection of copulas: AIC versus a cross validation copula information criterion. Statistics and Probability Letters. 92: 249-255. doi: 10.1016/j.spl.2014.06.006
  • Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove. 2014. Using local Gaussian correlation in a nonlinear re-examination of financial contagion. Journal of Empirical Finance. 25: 62-82. doi: 10.1016/j.jempfin.2013.11.006
  • Gao, Jiti; Tjøstheim, Dag Bjarne; Yin, Jiying. 2013. Estimation in threshold autoregressive models with a stationary and a unit root regime. Journal of Econometrics. 172: 1-13. doi: 10.1016/j.jeconom.2011.12.006
  • Otneim, Håkon; Karlsen, Hans A; Tjøstheim, Dag Bjarne. 2013. Bias and bandwidth for local likelihood density estimation. Statistics and Probability Letters. 83: 1382-1387. doi: 10.1016/j.spl.2013.02.003
  • Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove. 2013. Local Gaussian correlation: A new measure of dependence. Journal of Econometrics. 172: 33-48. doi: 10.1016/j.jeconom.2012.08.001
  • Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag Bjarne. 2012. On weak dependence conditions for Poisson autoregressions. Statistics and Probability Letters. 82: 942-948. doi: 10.1016/j.spl.2012.01.015
  • Fokianos, Konstantinos; Tjøstheim, Dag Bjarne. 2012. Nonlinear Poisson autoregression. Annals of the Institute of Statistical Mathematics. 64: 1205-1225. doi: 10.1007/s10463-012-0351-3
  • Handegard, Nils Olav; Boswell, Kevin M.; Ioannou, Christos; Leblanc, Simon P.; Tjøstheim, Dag Bjarne; Couzin, Iain D. 2012. The dynamics of coordinated group hunting and collective information transfer among schooling prey. Current Biology. 22: 1213-1217. doi: 10.1016/j.cub.2012.04.050
  • Holmin, Arne Johannes; Handegard, Nils Olav; Korneliussen, Rolf; Tjøstheim, Dag Bjarne. 2012. Simulations of multi-beam sonar echos from schooling individual fish in a quiet environment. Journal of the Acoustical Society of America. 132: 3720-3734. doi: 10.1121/1.4763981
  • Kvamstø, Nils Gunnar; Steinskog, Dag Johan; Stephenson,, David; Tjøstheim, Dag Bjarne. 2012. Estimation of trends in extreme melt-season duration at Svalbard. International Journal of Climatology. 32: 2227-2239. doi: 10.1002/joc.3395
  • Myklebust, Terje; Karlsen, Hans A; Tjøstheim, Dag Bjarne. 2012. Null recurrent unit root processes. Econometric Theory. 28: 1-41. doi: 10.1017/S0266466611000119
  • Støve, Bård; Tjøstheim, Dag Bjarne. 2012. A convolution estimator for the density of nonlinear regression observations. Scandinavian Journal of Statistics. 39: 282-304. doi: 10.1111/j.1467-9469.2011.00762.x
  • Tjøstheim, Dag Bjarne. 2012. Rejoinder on: Some recent theory for autoregressive count time series. Test (Madrid). 21: 469-476. doi: 10.1007/s11749-012-0305-3
  • Tjøstheim, Dag Bjarne. 2012. Some recent theory for autoregressive count time series. Test (Madrid). 21: 413-438. doi: 10.1007/s11749-012-0296-0
  • Fokianos, Konstantinos; Tjøstheim, Dag Bjarne. 2011. Log-linear Poisson autoregression. Journal of Multivariate Analysis. 102: 563-578. doi: 10.1016/j.jmva.2010.11.002
  • Karlsen, Hans A; Myklebust, Terje; Tjøstheim, Dag Bjarne. 2010. Nonparametric regression estimation in a null recurrent time series. Journal of Statistical Planning and Inference. 140: 3619-3626. doi: 10.1016/j.jspi.2010.04.029
  • Assmus, Jørg; Karlsen, Hans A; Tjøstheim, Dag Bjarne. 2009. Two heuristic approaches to describe periodicities in genomic microarrays. Norsk Epidemiologi. 19: 79-98.
  • Assmus, Jørg; Karlsen, Hans Arnfinn; Tjøstheim, Dag Bjarne. 2009. Two heuristic approaches to describe periodicities in genomic microarrays. Norsk Epidemiologi. 19: 79-98.
  • Aßmus, Jörg; Melle, Webjørn; Tjøstheim, Dag Bjarne; Edwards, Martin. 2009. Seasonal cycles and long-term trends of plankton in shelf and oceanic habitats of the Norwegian Sea in relation to environmental varaibales. Deep-sea research. Part II, Topical studies in oceanography. 56: 1895-1909. doi: 10.1016/j.dsr2.2008.11.004
  • Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag Bjarne. 2009. Poisson autoregression. Journal of the American Statistical Association. 104: 1430-1439. doi: 10.1198/jasa.2009.tm08270
  • Gao, Jiti; King, M.; Lu, Zudi; Tjøstheim, Dag Bjarne. 2009. Specification testing in regression with nonstatisonarity. Econometric Theory. 25: 1869-1892. doi: 10.1017/S0266466609990363
  • Gao, Jiti; King, M.; Lu, Zudi; Tjøstheim, Dag Bjarne. 2009. NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY. Econometric Theory. 25: 1869-1892. doi: 10.1017/S0266466609990363
  • Gao, Jiti; King, Maxwell; Lu, Zudi; Tjøstheim, Dag Bjarne. 2009. Specification testing in nonlinear and nonstationary time series regression. Annals of Statistics. 37: 3893-3928. doi: 10.1214/09-AOS698
  • Handegard, Nils Olav; Tjøstheim, Dag Bjarne. 2009. The sampling volume of trawl and acoustics: estimating availability probabilities from observations of tracked individual fish. Canadian Journal of Fisheries and Aquatic Sciences. 66: 425-438. doi: 10.1139/F09-004
  • Lu, Zudi; Steinskog, Dag Johan; Tjøstheim, Dag Bjarne; Yao, Qiwei. 2009. Adaptively varying-coefficient spatiotemporal models. Journal of The Royal Statistical Society Series B-statistical Methodology. 71: 859-880.
  • Mammen, Enno; Støve, Bård; Tjøstheim, Dag. 2009. NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES. Econometric Theory. 25: 442-481.
  • Mammen, Enno; Støve, Bård; Tjøstheim, Dag Bjarne. 2009. Nonparametric additive models for panels of time series. Econometric Theory. 25: 442-481. doi: 10.1017/S0266466608090142
  • Auestad, Bjørn H.; Shumway, R.; Tjøstheim, Dag; Verosub, K. 2008. Linear and nonlinear alignment of time series with applications to varve chronologies. Environmetrics. 19: 409-427.
  • Auestad, Bjørn H.; Shumway, Robert H.; Tjøstheim, Dag Bjarne; Verosub, Kenneth L. 2008. Linear and nonlinear alignment of time series with applications to varve chronologies. Environmetrics. 19: 409-427. doi: 10.1002/env.887
  • Gao, Jiti; Lu, Zudi; Tjøstheim, Dag Bjarne. 2008. Moment inequalities for spatial processes. Statistics and Probability Letters. 78: 687-697. doi: 10.1016/j.spl.2007.09.032
  • Lu, Zudi; Tjøstheim, Dag Bjarne; Yao, Quiwei. 2008. Spatial smoothing, Nugget effect and infill asymptotics. Statistics and Probability Letters. 78: 3145-3151. doi: 10.1016/j.spl.2008.06.002
  • Hjellvik, Vidar; Tjøstheim, Dag Bjarne; Godø, Olav Rune. 2007. Can the precision of bottom trawl indices be increased by using simultaneously collected acoustic data? The Barents Sea experience. Canadian Journal of Fisheries and Aquatic Sciences. 64: 1390-1402. doi: 10.1139/F07-101
  • Karlsen, Hans A; Myklebust, Terje; Tjøstheim, Dag Bjarne. 2007. Nonparametric estimation in a nonlinear cointegration type model. Annals of Statistics. 35: 252-299. doi: 10.1214/009053606000001181
  • Lu, Zudi; Lundervold, Arvid; Tjøstheim, Dag Bjarne; Yao, Quiwei. 2007. Exploring spatial nonlinearity using additive approximation. Bernoulli. 13: 447-472. doi: 10.3150/07-BEJ5093
  • Lu, Zudi; Tjøstheim, Dag Bjarne; Yao, Quiwei. 2007. Adaptive varying-coefficient linear models for stochastic processes: Asymptotic theory. Statistica sinica. 17: 177-197.
  • Steinskog, Dag Johan; Tjøstheim, Dag Bjarne; Kvamstø, Nils Gunnar. 2007. A Cautionary Note on the Use of the Kolmogorov–Smirnov Test for Normality. Monthly Weather Review. 135: 1151-1157. doi: 10.1175/MWR3326.1
  • Auestad, Bjørn H.; Shumway, R.; Tjøstheim, Dag; Verosub, K. 2006. Nonlinear alignment of time series with applications to varv chronologies. Environmetrics.
  • Gao, Jiti; Lu, Zudi; Tjøstheim, Dag Bjarne. 2006. Estimation in semiparametric spatial regression. Annals of Statistics. 34: 1395-1435. doi: 10.1214/009053606000000317
  • Handegard, Nils Olav; Tjøstheim, Dag Bjarne. 2005. When fish meet a trawling vessel: examining the behaviour of gadoids using a free-floating buoy and acoustic split-beam tracking. Canadian Journal of Fisheries and Aquatic Sciences. 62: 2409-2422.
  • Garel, Bernard; D'Estampes, Ludovic; Tjøstheim, Dag Bjarne. 2004. Revealing some unexpected dependence properties of linear combinations of stable random variables using symmetric covariations. Communications in Statistics - Theory and Methods. 33: 769-786.
  • Hjellvik, Vidar; Chen, Rong; Tjøstheim, Dag Bjarne. 2004. Nonparametric estimation and testing in panels of intercorrelated time series. Journal of Time Series Analysis. 25: 831-872.
  • Hjellvik, Vidar; Godø, Olav Rune; Tjøstheim, Dag Bjarne. 2004. Diurnal variation in acoustic densities: why do we see less in the dark? Canadian Journal of Fisheries and Aquatic Sciences. 61: 2237-2254.
  • Hjellvik, Vidar; Godø, Olav Rune; Tjøstheim, Dag Bjarne. 2004. Decomposing and explaining the variability of bottom trawl survey data from the Barents Sea. Sarsia. 89: 196-210.
  • Hjellvik, Vidar; Godø, Olav Rune; Tjøstheim, Dag Bjarne. 2002. Modelling diurnal variation in bottom trawl survey catches: does it pay to adjust? Canadian Journal of Fisheries and Aquatic Sciences. 59: 33-48.
  • Hjellvik, Vidar; Godø, Olav Rune; Tjøstheim, Dag Bjarne. 2002. The measurement error of marine survey registrations: the bottom trawl case. Fishery Bulletin. 7 pages.
  • Sperlich, Stefan; Tjøstheim, Dag Bjarne; Yang, Lijian. 2002. Nonparametric estimation and testing of additive time series models. Econometric Theory. 18: 197-251.
  • Hjellvik, Vidar; Godø, Olav Rune; Tjostheim, Dag. 2001. Modelling diurnal variations in marine populations. Biometrics. 57: 189-196.
  • Karlsen, Hans A; Tjøstheim, Dag Bjarne. 2001. Nonparametric estimation in null recurrent time series. Annals of Statistics. 29: 372-416.
  • Hjellvik, Vidar; Tjøstheim, Dag Bjarne. 1999. Modeling panels of intercorrelated autoregressive time series. Biometrika. 572-590.
  • Hjellvik, Vidar; Yao, Q.; Tjøstheim, Dag Bjarne. 1998. Local polynomial approximation and linearity testing. Journal of Statistical Planning and Inference. 68: 295-321.
  • Tjøstheim, Dag Bjarne; Hjellvik, vidar; Yao, G. 1998. Local polynomial approximation and linearity testing. Journal of Statistical Planning and Inference. 68: 295-321.
  • Masry, Elias; Tjøstheim, Dag Bjarne. 1997. Additive nonlinear ARX time series and projection estimates. Econometric Theory. 13: 214-252.
  • Hjellvik, Vidar; Tjøstheim, Dag Bjarne. 1996. Nonparametric statistics for testing linearity and serial independence. Nonparametric Statistics. 6: 223-251.
  • Skaug, Hans J.; Tjøstheim, Dag Bjarne. 1996. Testing for serial independence using measures of distance between densities. Springer Lectures Notes in Statistics, 115. 115.
  • Tjøstheim, Dag Bjarne. 1996. Measures of dependence and tests of independence independence. Statistics.
  • Tjøstheim, Dag Bjarne; Hjellvik, Vidar. 1995. Nonparametric tests of linearity for time series. Biometrika. 82: 351-368.
  • Tjøstheim, Dag Bjarne; Masvy, Elias. 1995. Nonparametric estimation and identification of nonlinear ARCH time series. Econometric Theory. 11: 258-289.
  • Tjøstheim, Dag Bjarne. 1994. Nonlinear time series. A selective review. Scandinavian Journal of Statistics. 21: 97-130.
  • Tjøstheim, Dag Bjarne; Auestad, B. 1994. Non-parametric identification of nonlinear time series : Selecting significant lags. Journal of the American Statistical Association. 89: 1410-1419.
  • Tjøstheim, Dag Bjarne; Auestad, B. 1994. Non-parametric identification of nonlinear time series : Projections. Journal of the American Statistical Association. 89: 1398-1409.
  • Tjøstheim, Dag; Auestad, B.H. 1994. Nonparametric identification of nonlinear time series: Projections. Journal of the American Statistical Association.
  • Tjøstheim, Dag; Auestad, B.H. 1994. Nonparametric identification of nonlinear time series: Selecting significant lags. Journal of the American Statistical Association.
  • Skaug, Hans Julius; Tjøstheim, Dag Bjarne. 1993. A nonparametric test of serial independence based on the empirical distribution function. Biometrika. 80: 591-602.
  • Auestad, B.H.; Tjøstheim, Dag. 1991. Functional identification in nonlinear time series. ?.
  • Auestad, B.H.; Tjøstheim, Dag. 1990. Identification of nonlinear time series: First order characterization and order determination. ?.
Reports and theses
  • Støve, Bård; Tjøstheim, Dag Bjarne; Hufthammer, Karl Ove. 2011. Using Local Gaussian Correlation in a Nonlinear Re-examination of Financial Contagion. Arbeidsnotat. 14. Samfunns- og næringslivsforskning AS, Bergen. 34 pages.
  • Støve, Bård; Tjøstheim, Dag; Hufthammer, Karl Ove. 2010. Measuring Financial Contagion by Local Gaussian Correlation. 12. Norges Handelshøyskole. Institutt for foretaksøkonomi, Bergen. 31 pages.
  • Støve, Bård; Tjøstheim, Dag. 2007. A Convolution Estimator for the Density of Nonlinear Regression Observations. 25. Norges Handelshøyskole. Institutt for foretaksøkonomi, Bergen. 33 pages.
  • Karlsen, Hans A; Myklebust, Terje; Tjøstheim, Dag Bjarne. 2000. Nonparametric estimation in a nonlinear cointegration type model. Quantification and Simulation of Economic Processes. 2000: 33. Sonderforschungsbereich 373, Univesitet Humboldt, Berlin. 46 pages.
  • Tjøstheim, Dag Bjarne. 1998. Modelling panels of intercorrelated autoregressive time series. Discussion paper.. Humboldt Universität zu Berlin, Sonderforschungsbereich 373.
  • Tjøstheim, Dag Bjarne. 1998. Nonparametric estimation for null recurrent time series. Discussion paper.. Humboldt Universität zu Berlin, Sonderforschungsbereich 373.
  • Tjøstheim, Dag Bjarne; Sperlich, Stefan; Yang, Lijian. 1997. Nonparametric estimation of interaction in additive models. Discussion Paper. Humboldt Universit@æt zu Berlin.
  • Auestad, Bjørn; Tjøstheim, Dag Bjarne. 1990. Functional identification in nonlinear timeseries. Report No.21 July 1990. Reports publ.by the Inst.of Mathematics, Dept.of Statistics. Universitetet i Bergen, matematisk institutt.
  • Tjøstheim, Dag Bjarne; Auestad, Bjørn. 1989. Identification of nonlinear timeseries. First order characterization and order determination. Report No.20 Nov.1989. Reports publ.by the Inst.of Mathematics, Dept.of Statistics. Universitetet i Bergen, matematisk institutt.
  • Karlsen, Hans A; Tjøstheim, Dag Bjarne. 1988. Segmentation of data traces with applications to dipmeter oilwell measurements. Reports Published by the Department of Statistics. 18. UiB-MatNat: Matematisk institutt.
  • Tjøstheim, Dag Bjarne; Johnsen, Gyrid. 1988. Estimation of AR parameters in time series with suddenley changing structure. Reports Published by the Department of Statistics. 19. UiB-MatNat: Matematisk institutt.
  • Karlsen, Hans A; Tjøstheim, Dag Bjarne. 1987. Consistent estimates of the NEAR(2) and NLAR(2) time series models. Reports Published by the Department of Statistics. 17. UiB-MatNat: Matematisk institutt.
  • Karlsen, Hans A; Tjøstheim, Dag Bjarne. 1986. Fitting nonstationary autoregressive models to dipmeter data. Reports Published by the Department of Statistics. 13. UiB-MatNat: Matematisk institutt.
  • Lysne, Dan; Tjøstheim, Dag Bjarne. 1986. Loss of spectral peaks in autoregressive spectral estimation. Reports Published by the Department of Statistics. 12. UiB-MatNat: Matematisk institutt.
  • Stensholt, Boonchai K.; Tjøstheim, Dag Bjarne. 1985. Multiple bilinear time series models. Reports Published by the Department of Statistics. 11. UiB-MatNat: Matematisk institutt.
  • Paulsen, Jostein; Tjøstheim, Dag Bjarne. 1983. On the estimation of residual variances and order in autoregressive time series. Reports Published by the Department of Statistics. 6. UiB-MatNat: Matematisk institutt.
  • Riise, Trond; Tjøstheim, Dag Bjarne. 1983. Theory and practice of multivariate arma forecasting. Reports Published by the Department of Statistics. 7. UiB-MatNat: Matematisk institutt.
  • Tjøstheim, Dag Bjarne; Paulsen, Jostein. 1983. Autoregressive processes with a time dependent variance II: Some further properties of least sequances estimates. Reports Published by the Department of Statistics. 8. UiB-MatNat: Matematisk institutt.
  • Tjøstheim, Dag Bjarne; Paulsen, Jostein. 1981. Bias and some commonly used time series estimates. Reports Published by the Department of Statistics. 2. UiB-MatNat: Matematisk institutt.
  • Tyssedal, John S.; Tjøstheim, Dag Bjarne. 1981. Autoregressive processes with a time dependent variance. Reports Published by the Department of Statistics. 1. UiB-MatNat: Matematisk institutt.
Book sections
  • Tjøstheim, Dag Bjarne. 2012. Nonparametric methods in random fields. kapittel, pages 2109-2115. In:
    • El-Shaarawi, A.H.; Piegorsch, Walter W. 2012. Encyclopedia of Environmetrics. Wiley-Blackwell. 3510 pages. ISBN: 978-0-470-97388-2.
  • Tjøstheim, Dag Bjarne. 2012. Modelling nonlinear and nonstationary time series. Part II.4, pages 67-97. In:
    • Rao, Tata Subba; Rao, Suhasini Subba; Rao, C.R. 2012. Time series analysis : methods and applications. Elsevier. 755 pages. ISBN: 978-0-444-53858-1.
  • Støve, Bård; Tjøstheim, Dag. 2007. A new convolution estimator for nonparametric regression. 363-384. In:
    • Nair, Vijay. 2007. A new convolution estimator for nonparametric regression. World Scientific. 23 pages. ISBN: 978-981-270-369-9.
  • Støve, Bård; Tjøstheim, Dag Bjarne. 2007. A new convolution estimator for nonparametric regression. Kapittel, pages 363-384. In:
    • Nair, Vijay. 2007. Advances in statistical modeling and inference: Essays in honor of Kjell A. Doksum. World Scientific. 673 pages. ISBN: 978-981-270-369-9.
  • Myklebust, Terje; Karlsen, Hans A; Tjøstheim, Dag Bjarne. 2002. Nonlinear Unit Root Processes and the Problem of Nonlinear Cointegration. 91-119. In:
    • Bjerksund, Petter; Gjerde, Øystein. 2002. Essays on Uncertainty. ISBN: 82-405-0081-1.
  • Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag; Bjerksund, Petter; Gjerde, Øystein. 2002. Nonlinear Unit Root Processes and the Problem of Nonlinear Cointegration. faglig_bok_institusjon, pages 91-119. In:
    • 2002. Nonlinear Unit Root Processes and the Problem of Nonlinear Cointegration. Norges Handelshøyskole. 29 pages.
  • Myklebust, Terje; Karlsen, Hans; Tjøstheim, Dag Bjarne. 2002. Nonlinear unit root processes and the problem of nonlinear cointegration. 91-120. In:
    • Bjerksund, Petter; Gjerde, Øystein. 2002. Essays on Uncertainty. Festskrift for Steinar Ekern. Norwegian Business School.
  • Hjellvik, Vidar; Tjøstheim, Dag Bjarne. 1999. Residual variance estimates and order determination in panels of intercorrelated time series. 385-409. In:
    • Engle, Robert F.; White, Halbert. 1999. Cointegration, causality, and forecasting : a Festschrift in honour of Clive W. J. Granger. Oxford University Press. 497 pages. ISBN: 0-19-829683-5.
  • Tjøstheim, Dag Bjarne. 1999. Nonparametric specification tests for time series. 149-200. In:
    • Ghosh, Subir; Puri, Madan Lal. 1999. Asymptotics, Nonparametrics and Time Series: a tribute to Madan Lal Puri. Marcel Dekker. ISBN: 9780824700515.
  • Tjøstheim, Dag Bjarne. 1998. Nonparametric specification procedures for time series. In:
    • Ghosh, S. 1998. Asymptotic, Nonparametric and Time Series.
  • Tjøstheim, Dag Bjarne. 1998. Exploring time series using semi- and nonparametric methods. 125-136. In:
    • Payne, A.; Green, P. 1998. Proceedings Compstat, Bristol 1998. Springer.
  • Teräsvivla, T.; Tjøstheim, Dag Bjarne; Granger, C. W. J.; Kannas, Lasse; Nordmark, A.; Berstad, A. 1994. Aspects of modelling nonlinear time series. Book chapter, pages 2919-2957. In:
    • Engle, [Mangler fornavn]; McFadden, [Mangler fornavn]; Talle, A. 1994. Handbook of Economics. ISBN: 82-456-0580-8.

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