Search Results - subject:"Non linear Model"

Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries

Nonejad, Nima - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012203664

Asymmetric adjustment, non-linearity and housing price bubbles : New international evidence

Xie, Zixiong; Chen, Shyh-Wei; Wu, An-Chi - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-33

Persistent link: https://www.econbiz.de/10012203800

New insights into the non-linearity of the ECB Taylor Rule

Nebot, C. A.; García-Solanes, José; Beyaert, Arielle - In: Applied economics letters 26 (2019) 12, pp. 1044-1048

Persistent link: https://www.econbiz.de/10012204544

Nonlinear dynamics in crude oil benchmarks : an AMH perspective

Varghese, George; Madhavan, Vinodh - In: Applied economics letters 26 (2019) 21, pp. 1798-1801

Persistent link: https://www.econbiz.de/10012204932

Asymmetric gasoline-oil price nexus : recent evidence from non-linear cointegration investigation

Kisswani, Khalid M. - In: Applied economics letters 26 (2019) 21, pp. 1802-1806

Persistent link: https://www.econbiz.de/10012204933

Chapter 6 Re-examining Stock Market Efficiency in Nigeria Using Nonlinear Unit Root Tests

Lawal, Adedoyin Isola; Salisu, Afees Adebayo; Somoye, … - In: The impacts of monetary policy in the 21st century : …, (pp. 75-88). 2019

Persistent link: https://www.econbiz.de/10015091953

Risk management in supply chains : using linear and non-linear models

Heydari, Mohammad; Lai, Kin Keung - 2019 - First Edition.

Cover; Half Title; Series Page; Title Page; Copyright Page; Contents; List of figures; List of tables; Preface; 1 Introduction; 2 Risks in economics; 3 Models of Risks in Economics; 4 Risks in Supply Chain Management; 5 Models of Risk in Supply Chain Management; 6 Risks in Environmental Management; 7...

Persistent link: https://www.econbiz.de/10013180864

КОНЦЕПЦИЯ УПРАВЛЕНИЯ ИНТЕГРАЦИОННЫМИ ПРОЦЕССАМИ В ЭКОНОМИКЕ С УЧЕТОМ НЕЛИНЕЙНОЙ МОДЕЛИ РАЗВИТИЯ ИННОВАЦИЙ

АЛЕКСЕЕВНА, ТРОНИНА ИРИНА - In: Известия Тульского … (2014) 3, pp. 83-89

Разработан концептуальный подход к управлению интеграционными процессами в экономике с учетом нелинейной модели развития инноваций, подтверждающий, что...

Persistent link: https://www.econbiz.de/10011229488

Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models

Hsiao, Cheng; Pesaran, M. Hashem; Pick, Andreas - 2014

In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are based on average pair-wise residual correlation coefficients. In nonlinear models, the definition of the residual is ambiguous and we consider two approaches: deviations of the...

Persistent link: https://www.econbiz.de/10014051110

Semiparametric Methods in Nonlinear Time Series Analysis : A Selective Review

Saart, Patrick; Gao, Jiti; Kim, Nam Hyun - 2014

Time series analysis is a tremendous research area in statistics and econometrics. As remarked in a review by Howell Tong in 2001, for about 100 years up to 2001 Biometrika (alone) published over 400 papers on the subject. [Tong (2001)] Furthermore, in the review, Howell Tong is able break down...

Persistent link: https://www.econbiz.de/10014163446