Estimating and Testing Nonlinear Local Dependence Between Two Time Series Virginia Lacal Dag Bjarne Tjøstheim Publication details Journal: Journal of business & economic statistics, p. 1–13, 2018 Link: DOI: doi.org/10.1080/07350015.2017.1407777 Dag Bjarne Tjøstheim Professor II You are here: Home Publications Scientific article Estimating and Testing Nonlinear Local Dependence Between Two Time Series