Search Results - subject:"Non‐linear"

Nonlinear Models and Small Sample Performance of the Generalized Method of Moments

Ventura, Eva - 1998

In this paper I explore the issue of nonlinearity (both in the data generation process and in the functional form that establishes the relationship between the parameters and the data) regarding the poor performance of the Generalized Method of Moments (GMM) in small samples. To this purpose I...

Persistent link: https://www.econbiz.de/10014075000

Smooth Transition Models

Teräsvirta, Timo - 1998

This paper considers smooth transition regression models and their univariate counterparts, smooth transition autoregressive models. The model is defined and thereafter, linearity testing, statistical inference in smooth transition models, and areas of application are discussed. A bivariate...

Persistent link: https://www.econbiz.de/10014075004

CONRAD A Maximum Likelihood Program for Estimation of Simultaneous Equations Models that are Non-Linear in the Parameters

Jansson, Leif; Mellander, Erik - 1984

Persistent link: https://www.econbiz.de/10010334676

CONRAD – A Maximum Likelihood Program for Estimation of Simultaneous Equations Models that are Non-Linear in the Parameters

Jansson, Leif; Mellander, Erik - Institutet för Näringslivsforskning (IFN) - 1984

No abstract.

Persistent link: https://www.econbiz.de/10010684500

Dynamics of the non linear learning curve with spillovers in a differentiated oligopoly: effects on industry structure

Randon, Emanuela; Naimzada, Ahmad - In: Journal of Evolutionary Economics 17 (2007) 1, pp. 95-106

Persistent link: https://www.econbiz.de/10005760571

On least-squares and naïve extrapolations in a non-linear AR(1) process

Andel, J. - In: TEST: An Official Journal of the Spanish Society of … 6 (1997) 1, pp. 91-100

Persistent link: https://www.econbiz.de/10005390578

Fokker-Planck equation and non-linear hydrodynamic equations of a system of several Brownian particles in a non-equilibrium bath

Shea, Joan-Emma; Oppenheim, Irwin - In: Physica A: Statistical Mechanics and its Applications 247 (1997) 1, pp. 417-443

exact non-linear hydrodynamic equations of the Brownian particles. The exact equations are simplified using the fact that … the Fokker-Planck equation using time-dependent projection operators and is used to derive the non-linear hydrodynamic … the system. The non-linear hydrodynamic equations for the bath and Brownian densities are combined to yield the conserved …

Persistent link: https://www.econbiz.de/10010871694

New integrable cases of a Cremona transformation: a finite-order orbits analysis

Boukraa, S.; Hassani, S.; Maillard, J.-M. - In: Physica A: Statistical Mechanics and its Applications 240 (1997) 3, pp. 586-621

free parameters (ε and α), associated with the action of a discrete group of non-linear (birational) transformations on the …

Persistent link: https://www.econbiz.de/10011060945

Sub-structuring non-linear dynamic systems in the time domain

Devenish, D.G.; Stone, B.J. - In: Mathematics and Computers in Simulation (MATCOM) 43 (1997) 2, pp. 159-170

This paper presents a sub-structuring method which is simple and quite general, for modelling non-linear dynamic …

Persistent link: https://www.econbiz.de/10010749004

An Econometric and Historical Perspective on the Long-Run Stability of the Demand for Money: The Case of Italy

Muscatelli, Vito Antonio; Spinelli, Franco - In: Giornale degli Economisti 56 (1997) 1-2, pp. 41-65

This paper investigates the stability of the demand for money in Italy using a new data set for the period 1861-1990. We discuss how institutional and other historical factors may have shaped monetary history and how, despite major shifts in policy and a turbulent economic background, there...

Persistent link: https://www.econbiz.de/10005612333