Search Results - subject:"Nonlinear Models"

Estimating base temperatures in econometric models that include degree days

Woods, James; Fuller, Cody - In: Energy economics 45 (2014), pp. 166-171

Persistent link: https://www.econbiz.de/10010504773

What drives the nonlinearity of time series : a frequency perspective

Caraiani, Petre - In: Economics letters 125 (2014) 1, pp. 40-42

Persistent link: https://www.econbiz.de/10010504780

Threshold effects in nonlinear models with an application to the social capital-retirement-health relationship

Gannon, Brenda; Harris, David; Harrison, Mark - In: Health economics 23 (2014) 9, pp. 1072-1083

Persistent link: https://www.econbiz.de/10011306418

Exchange rate uncertainty and trade growth: A comparison of linear and nonlinear (forecasting) models

Herwartz, Helmut; Weber, Henning - 2007

Persistent link: https://www.econbiz.de/10010263693

Can we distinguish between common nonlinear time series models and long memory?

Kuswanto, Heri; Sibbertsen, Philipp - 2007

We show that specific nonlinear time series models such as SETAR, LSTAR, ESTAR and Markov switching which are common in econometric practice can hardly be distinguished from long memory by standard methods such as the GPH estimator for the memory parameter or linearity tests either general or...

Persistent link: https://www.econbiz.de/10010264933

Modelling heterogeneity and dynamics in the volatility of individual wages

Hospido Quintana, Laura - 2007

Incluye bibliografía ; In this paper I consider a model for the heterogeneity and dynamics of the conditional mean and the conditional variance of standarized individual wages. In particular, I propose a dynamic panel data model with individual effects both in the mean and in a conditional ARCH...

Persistent link: https://www.econbiz.de/10012530196

Can we distinguish between common nonlinear time series models and long memory?

Kuswanto, Heri; Sibbertsen, Philipp - Wirtschaftswissenschaftliche Fakultät, Leibniz … - 2007

Persistent link: https://www.econbiz.de/10005464781

The average treatment effect and average partial effect in nonlinear models

Nguyen Viet, Cuong - Volkswirtschaftliche Fakultät, … - 2007

nonlinear models of outcomes and illustrates the estimation in an example of a micro-credit program in Vietnam. …

Persistent link: https://www.econbiz.de/10011113800

Exchange Rate Uncertainty and Trade Growth - A Comparison of Linear and Nonlinear (Forecasting) Models

Herwartz, Helmut; Weber, Henning - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007

particularly provide a comparison of linear and nonlinear models with respect to ex-ante forecasting. In terms of average ranks of … absolute forecast errors nonlinear models outperform both, a common linear model and some specification building on the … 15 industrialized economies. We particularly provide a comparison of linear and nonlinear models with respect to ex …

Persistent link: https://www.econbiz.de/10005678026

MODELLING HETEROGENEITY AND DYNAMICS IN THE VOLATILITY OF INDIVIDUAL WAGES

Hospido, Laura - Centro de Estudios Monetarios y Financieros (CEMFI) - 2007

In this paper I consider a model for the heterogeneity and dynamics of the conditional mean and the conditional variance of standarized individual wages. In particular, I propose a dynamic panel data model with individual effects both in the mean and in a conditional ARCH type variance function....

Persistent link: https://www.econbiz.de/10005827092