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  • Search: subject:"Non linear Model"
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Year of publication
Subject
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Nichtlineare Regression 3,398 Nonlinear regression 3,392 Theorie 1,531 Theory 1,531 Zeitreihenanalyse 1,024 Time series analysis 1,021 Schätzung 896 Estimation 895 Estimation theory 654 Schätztheorie 654 Prognoseverfahren 422 Forecasting model 421 Regressionsanalyse 353 Cointegration 352 Kointegration 352 Regression analysis 351 Einheitswurzeltest 282 Unit root test 282 USA 266 United States 265 Panel 234 Panel study 234 Volatility 213 Volatilität 213 Kaufkraftparität 195 Purchasing power parity 195 Business cycle 175 Konjunktur 174 Stochastic process 168 Stochastischer Prozess 168 Börsenkurs 160 Share price 160 Economic growth 159 Wirtschaftswachstum 159 VAR model 152 VAR-Modell 152 Statistical test 151 Statistischer Test 151 ARCH model 147 ARCH-Modell 147
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Online availability
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Free 1,314 Undetermined 743 CC license 43
Type of publication
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Article 1,849 Book / Working Paper 1,605
Type of publication (narrower categories)
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Article in journal 1,658 Aufsatz in Zeitschrift 1,658 Working Paper 836 Arbeitspapier 832 Graue Literatur 831 Non-commercial literature 831 Aufsatz im Buch 146 Book section 146 Hochschulschrift 86 Thesis 66 Collection of articles of several authors 32 Sammelwerk 32 Collection of articles written by one author 25 Sammlung 25 Konferenzschrift 11 Aufsatzsammlung 10 Conference paper 10 Konferenzbeitrag 10 Bibliografie enthalten 6 Bibliography included 6 Forschungsbericht 6 Systematic review 6 Übersichtsarbeit 6 Conference proceedings 5 Lehrbuch 5 Textbook 5 Reprint 4 Article 3 Bibliografie 3 Festschrift 3 Rezension 3 research-article 2 CD-ROM, DVD 1 Case study 1 Dissertation u.a. Prüfungsschriften 1 Einführung 1 Fallstudie 1 Mikroform 1 Nachschlagewerk 1 Reference book 1
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Language
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English 3,387 German 35 Undetermined 22 Spanish 4 French 3 Polish 2 Dutch 1 Portuguese 1 Romanian 1 Slovenian 1
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Author
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Teräsvirta, Timo 58 Kapetanios, George 42 Gao, Jiti 41 Gil-Alaña, Luis A. 30 Caporale, Guglielmo Maria 29 Phillips, Peter C. B. 29 Dijk, Dick van 25 Gupta, Rangan 23 Medeiros, Marcelo C. 23 Potter, Simon M. 23 Chen, Xiaohong 20 Jawadi, Fredj 20 Schorfheide, Frank 19 Su, Chi-Wei 19 Chang, Tsangyao 18 Peel, David 18 Sibbertsen, Philipp 18 Tjostheim, Dag 18 Arellano, Manuel 17 Wang, Qiying 17 Franses, Philip Hans 16 Payá, Ivan 16 Saikkonen, Pentti 16 Semmler, Willi 16 Bonhomme, Stéphane 15 Harrison, Michael J. 15 Li, Degui 15 Marcellino, Massimiliano 15 Omay, Tolga 15 Shin, Yongcheol 15 Bond, Derek 14 Kilian, Lutz 14 McAleer, Michael 14 O'Brien, Edward J. 14 Koop, Gary 13 Milas, Costas 13 Aruoba, S. Borağan 12 Chen, Jia 12 Fernández-Val, Iván 12 Morley, James C. 12
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Institution
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National Bureau of Economic Research 19 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 13 Queen Mary College / Department of Economics 10 Ekonomiska forskningsinstitutet <Stockholm> 5 Christian-Albrechts-Universität zu Kiel 4 Centre for Analytical Finance <Århus> 3 Centre for Microdata Methods and Practice <London> 3 London School of Economics and Political Science 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Econometrisch Instituut <Rotterdam> 2 European Central Bank 2 European University Institute / Department of Law 2 Federal Reserve Bank of St. Louis 2 Gottfried Wilhelm Leibniz Universität Hannover 2 National Institute of Economic and Social Research 2 Norges Bank / Utredningsavdelingen 2 School of Economics and Finance <Brisbane> 2 Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn 2 Trinity College Dublin / Department of Economics 2 Center for Economic Research <Tilburg> 1 Centre for Quantitative Economics & Computing 1 Deutsche Forschungsgemeinschaft 1 Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften 1 EconWPA 1 Edward Elgar Publishing 1 European Commission / Directorate-General for Economic and Financial Affairs 1 European Commission / Statistical Office of the European Communities 1 European University Institute / Department of Economics 1 Europäische Kommission / Gemeinsame Forschungsstelle / Institute for the Protection and Security of the Citizen 1 Federal Reserve Bank of San Francisco 1 Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies 1 Innocenzo Gasparini Institute for Economic Research <Mailand> 1 Institut für Wirtschaftswissenschaften <Wien> 1 Instituto Valenciano de Investigaciones Económicas 1 International Symposium in Economic Theory and Econometrics <11, 1995, Århus> 1 International Symposium in Economic Theory and Econometrics <13, 1997, Sydney> 1 Internationaler Währungsfonds / Research Department 1 Katholieke Universiteit Brabant / Faculteit der Economische Wetenschappen 1 Københavns Universitet / Økonomisk Institut 1 National University of Ireland, Galway / Dept. of Economics 1
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Published in...
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Journal of econometrics 96 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 83 Economic modelling 66 Applied economics letters 60 Economics letters 48 Applied economics 47 Econometric reviews 41 Working paper 38 International journal of forecasting 34 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 33 CEMMAP working papers / Centre for Microdata Methods and Practice 29 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 28 Journal of forecasting 27 Macroeconomic dynamics 27 CREATES research paper 25 Econometric theory 25 Discussion paper / Tinbergen Institute 23 Energy economics 22 Journal of economic dynamics & control 22 CESifo working papers 20 Computational economics 19 European journal of operational research : EJOR 19 Journal of macroeconomics 18 NBER Working Paper 17 NBER working paper series 17 The econometrics journal 17 Working paper / Department of Econometrics and Business Statistics, Monash University 17 Cowles Foundation discussion paper 16 Discussion paper / Centre for Economic Policy Research 15 SSE EFI working paper series in economics and finance 15 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 15 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 14 Mathematics Preprint Archive 14 The empirical economics letters : a monthly international journal of economics 14 Discussion papers of interdisciplinary research project 373 13 International journal of finance & economics : IJFE 13 Journal of applied econometrics 13 Journal of international money and finance 13 Oxford bulletin of economics and statistics 13 Empirical economics : a quarterly journal of the Institute for Advanced Studies 12
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Source
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ECONIS (ZBW) 3,418 RePEc 23 EconStor 7 USB Cologne (EcoSocSci) 4 Other ZBW resources 2
Showing 441 - 450 of 3,454
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Nonlinear Correlation and Dependence Using NNS
Viole, Fred - 2019
This note serves as a hands-on supplement to: Viole, F. and Nawrocki, D. (2012), "Deriving Nonlinear Correlation Coefficients from Partial Moments" "https://ssrn.com/abstract=2148522" https://ssrn.com/abstract=2148522
Persistent link: https://www.econbiz.de/10012901465
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Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data
Plakandaras, Vasilios - 2019
This paper analyses to what extent a selection of leading indicators is able to forecast U.S. recessions, by means of both dynamic probit models and Support Vector Machine (SVM) models, using monthly data from January 1871 to June 2016. The results suggest that the probit models predict U.S....
Persistent link: https://www.econbiz.de/10012901502
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Nonlinear Credit Dynamics, Regime Switches in the Output Gap and Supervisory Shocks
Lucidi, Francesco Simone - 2019
Over the last two decades the intensity of credit standards' tightening during economic contractions has exceeded their easing during expansions among euro area banks. This mechanism is fed by the boom-bust cycle of credit that, as much research has shown, is linked to financial instability with...
Persistent link: https://www.econbiz.de/10012865060
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State-Dependent Autoregressive Model for Nonlinear Time Series : Stationarity, Ergodicity and Estimation Methods
Gobbi, Fabio - 2019
This paper studies some temporal dependence properties and addresses the issue of parametric estimation for a class of state-dependent autoregressive models in which we assume a stochastic autoregressive coefficient depending on the first lagged value of the process itself. We call such a model...
Persistent link: https://www.econbiz.de/10012865341
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Persistence, Non-Linearities and Structural Breaks in European Stock Market Indices
Caporale, Guglielmo Maria - 2019
This paper examines persistence, structural breaks and non-linearities in the case of five European stock market indices, namely the FTSE100 (UK), DAX30 (Germany), CAC40 (France), IBEX35 (Spain) and FTSE MIB40 (Italy), using fractional integration methods. The empirical results provide no...
Persistent link: https://www.econbiz.de/10012866377
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Nonlinear Price Dynamics of S&P 100 Stocks
Caginalp, Gunduz - 2019
The methodology presented provides a quantitative way to characterize investor behavior and price dynamics within a particular asset class and time period. The methodology is applied to a data set consisting of over 250,000 data points of the S&P 100 stocks during 2004-2018. Using a two-way...
Persistent link: https://www.econbiz.de/10012866940
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A Framework for Solving Non-Linear DSGE Models
Masini, Ricardo - 2019
We propose a framework to solve non-linear DSGE models combining approximation and estimation techniques. Instead of relying on a fixed grid, we use Monte Carlo methods to draw samples from the state space, which are used to estimate an approximation for the value or policy functions of...
Persistent link: https://www.econbiz.de/10012867212
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Nonlinear Cointegrating Power Function Regression with Endogeneity
Hu, Zhishui - 2019
This paper develops an asymptotic theory for nonlinear cointegrating power function regression. The framework extends earlier work on the deterministic trend case and allows for both endogeneity and heteroskedasticity, which makes the models and inferential methods relevant to many empirical...
Persistent link: https://www.econbiz.de/10012858171
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Semiparametric nonlinear panel data models with measurement error
Linton, Oliver; Shiu, Ji-Liang - 2019
Persistent link: https://www.econbiz.de/10012692254
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Narrow-band weighted nonlinear least squares estimation of unbalanced cointegration systems
Dumitrescu, Elena-Ivona; Truchis, Gilles de - 2019
Persistent link: https://www.econbiz.de/10012241999
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