Exploring nonlinearity with random field regression
Random field regression models provide an extremely flexible way to investigate nonlinearity in economic data. This paper introduces a new approach to interpreting such models, which may allow for improved inference about the possible parametric specification of nonlinearity.
Year of publication: |
2007-11-19
|
---|---|
Authors: | Bond, Derek ; Harrison, Michael J ; Edward J O’Brien |
Institutions: | School of Economics, University College Dublin |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Nonlinearity as an Explanation of the Forward Exchange Rate Anomaly
Bond, Derek, (2007)
-
Modelling Ireland’s Exchange Rates - From EMS to EMU
Bond, Derek, (2007)
-
Bond, Derek, (2009)
- More ...