Search Results - subject:"Linear Model"

Convergence of recursive learning mechanisms to steady states and cycles in stochastic nonlinear models

Evans, George W.; Honkapohja, Seppo - 1990

Persistent link: https://www.econbiz.de/10000803187

Generalizing threshold autoregressive models

Teräsvirta, Timo - 1990

Persistent link: https://www.econbiz.de/10000921793

Nonlinear estimation

Ross, Gavin J. S. - 1990

Persistent link: https://www.econbiz.de/10000079916

Semiparametric specification testing of nonlinear models

Delgado, Miguel A.; Stengos, Thanasēs - 1990

Persistent link: https://www.econbiz.de/10000129396

Nonlinear and multisectoral macrodynamics : essays in honour of Richard Goodwin

Velupillai, Kumaraswamy (ed.); Goodwin, Richard M. (honouree) - 1990

Persistent link: https://www.econbiz.de/10013486463

Asymptotically optimal nonparametric one- and two-way analysis of variance tests for the log linear model under censoring

Terpstra, T. - In: Metrika 36 (1989) 1, pp. 63-90

Persistent link: https://www.econbiz.de/10005375976

Solving Stochastic Saddlepoint Systems: A Qualitative Treatment with Economic Applications

Miller, Marcus; Weller, Paul - C.E.P.R. Discussion Papers - 1989

We examine the effect of introducing stochastic shocks into a linear rational expectations model with saddlepoint dynamics generated by a forward looking asset price. We derive the fundamental differential equation governing the path of the asset price as a function of the 'sluggish' variable....

Persistent link: https://www.econbiz.de/10005281381

Testing for neglected nonlinearity in time series models : a comparison of neural network methods and alternative tests

Lee, Tae-hwy; White, Halbert; Granger, C. W. J. - 1989

Persistent link: https://www.econbiz.de/10000838876

On repetitive long cycles in a dynamic nonlinear model with discrete competing technologies

Thio, K. B. - 1989

Persistent link: https://www.econbiz.de/10000779972

Posterior densities for nonlinear regression with equicorrelated errors

Osiewalski, Jacek - 1989

Persistent link: https://www.econbiz.de/10000782931