Search Results - subject:"Linear Model"

Spatio-temporal models on the basis of innovation processes and application to cancer mortality data

Schach, Ulrike - Institut für Wirtschafts- und Sozialstatistik, … - 2000

The aim of this paper is to find a modeling approach for spatially and temporally structured data. The spatial distribution is considered to form an irregular lattice with a specified definition of neighborhood. Additional to the spatial component, a temporal autoregressive parameter, and a time...

Persistent link: https://www.econbiz.de/10010955511

Financial Development and Economic Growth; An Overview

Khan, Mohsin S.; Semlali, A. Senhadji - International Monetary Fund (IMF) - 2000

In recent years there has been substantial theoretical and empirical work on the role that financial markets play in fostering economic growth and development. This paper provides a selective review of the literature, as well as new empirical evidence on the relationship between financial...

Persistent link: https://www.econbiz.de/10005263653

Estimating Semiparametric Econometrics Models by Local Linear Method: With an Application to Cross-Country Growth

Li, Qi; Wooldridge, Jeffrey - In: Annals of Economics and Finance 1 (2000) 2, pp. 337-357

It is well established that local linear method dominates the conventional local constant method in estimating nonparametric regression models by kernel method. In this paper we consider the problem of estimating semiparametric econometric models by local linear method. We provide a simple proof...

Persistent link: https://www.econbiz.de/10009131598

Modeling financial volatility : extreme observations, nonlinearities and nonstationarities

Barnes, Michelle L. (contributor); … - 2000

Persistent link: https://www.econbiz.de/10001510273

A reconsideration of the optimal income tax

Roberts, Kevin W. S. - 2000

Persistent link: https://www.econbiz.de/10001503823

Non-parametric and neural network models of inflation changes

Tkacz, Greg - 2000

Persistent link: https://www.econbiz.de/10001465896

Testing for a unit root against nonlinear star models

Kapetanios, George (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001560092

Estimation and model selection based inference in single and multiple threshold models

Gonzalo, Jesús (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001562965

The vector floor and ceiling model

Koop, Gary (contributor); Potter, Simon M. (contributor) - 2000

(Gaussian) linear model is inadequate. Using impulse response functions we investigate the economic signi¯cance of the … evidence that the nonlinear model is statistically superior to the linear model. In this paper, we use both Bayesian and … indicatethat the(Gaussian) linear model is inadequate. Using impulse response functions we investigate the economic signi¯cance of …

Persistent link: https://www.econbiz.de/10002090121

A consistent test for nonlinear out of sample predictive accuracy

Corradi, Valentina; Swanson, Norman R. - 2000

Persistent link: https://www.econbiz.de/10001542538