Recent publications, Dag Tjøstheim


Hjellvik, V., Godø, O.R. and Tjøstheim, D. (2002): The measurement error of marine survey catches: the bottom trawl case. Fishery Bulletin , in press.

Hjellvik, V., Godø, O.R. and Tjøstheim, D. (2002): Diurnal variation in bottom trawl catches: does it pay to adjust? Canadian Journal of Fishery and Aquatic Science, in press.

Sperlich, S., Tjøstheim, D. and Yang, L. (2002): Nonparametric estimation and testing of additive time series models. Econometric Theory, 18, 197-251.

Karlsen, H. and Tjøstheim (2001): Nonparametric estimation in null recurrent time series. Annals of Statistics, 29, 372-416.

Hjellvik, V., Godø, O.R. and Tjøstheim, D. (2001): Modelling diurnal variations in marine populations. Biometrics , 57, 189-196.

Barnett, W.A., Hendry, D.F., Hylleberg, S., Terasvirta, T., Tjøstheim, D. and Wurts, A., editors. (2000): Nonlinear Econometric Modeling in Time Series. Cambridge University Press

Hjellvik, V. and Tjøstheim, D. (1999): Modeling panles of intercorrelated autoregressive time series. Biometrika , 86, 573-590.

Hjellvik, V. and Tjøstheim, D. (1999): Residual variance estimates and order determination in panels of autoregressive time series. Invited paper. The Granger Birthday Volume, R. Engle and H. White, editors, Oxford University Press, 385-409.

Tjøstheim, D. (1999): Nonparametric specification tests for time series. Invited paper in "Asymptotics, Nonparametrics and Time Series", S. Ghosh, editor, Marcel Dekker 149-200.

Hjellvik, V., Yao, Q. and Tjøstheim, D. (1998): Local polynomial estimation of conditional quantities with application to linearity testing. Invited paper. Journal of Statistical Planning and Inference , 68, 295-321.

Tjøstheim, D. (1998): Exploring time series using semi- and nonparametric methods. Invited paper. In Springer Lecture Notes, Proceedings from Compstat 98, 125-136.

Masry, E. and Tjøstheim, D. (1997): Additive nonlinear ARX tim series and projection estimates. Econometric Theory , 214-252.


Dag Tjøstheim, Department of Mathematics, Johs. Brunsgt. 12, 5008, Bergen, NORWAY
Last modified: Fri Dec 21 16:10:49 MET 2001