Terje Myklebust
Economics and Econometrics · 2007
A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 6 citations into it
Whom Terje Myklebust trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Terje Myklebust overall
Papers from Terje Myklebust's perspective
Ordered by how strongly the researchers Terje Myklebust trusts endorse each paper. Same corpus, a different order for every researcher.
- Testing for two-regime threshold cointegration in vector error-correction models
- Nonlinear Regressions with Integrated Time Series
- Nonparametric estimation in null recurrent time series
- Long memory series with attractors
- Vector equilibrium correction models with non-linear discontinuous adjustments
- THRESHOLD AUTOREGRESSION WITH A UNIT ROOT
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Trends and random walks in macroeconmic time series: Some evidence and implications
- THRESHOLD COINTEGRATION AND NONLINEAR ADJUSTMENT TO THE LAW OF ONE PRICE (Macroeconomic Dynamics)
- Convergence of Probability Measures
Their papers
- Nonparametric estimation in a nonlinear cointegration type model (2007) — 169 citations