Search Results - subject:"Nonlinear Models"

Estimating the intergenerational elasticity of expected income with short-run income measures : a generalized error-in-variables model

Mitnik, Pablo A. - In: Empirical economics : a quarterly journal of the … 65 (2023) 6, pp. 2779-2803

Persistent link: https://www.econbiz.de/10014388982

Machine learning advances for time series forecasting

Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Journal of economic surveys 37 (2023) 1, pp. 76-111

Persistent link: https://www.econbiz.de/10014287800

Long-term regional convergence in Mexico : a new look

Germán-Soto, Vicente; Gluščenko, Konstantin P. - In: Review of development economics : an essential resource … 27 (2023) 2, pp. 963-991

Persistent link: https://www.econbiz.de/10014252573

Estimation and inference with a (nearly) singular Jacobian

Han, Sukjin; McCloskey, Adam - In: Quantitative economics : QE ; journal of the … 10 (2019) 3, pp. 1019-1068

This paper develops extremum estimation and inference results for nonlinear models with very general forms of potential …

Persistent link: https://www.econbiz.de/10012049358

Testing market efficiency with nonlinear methods : evidence from Borsa Istanbul

Aliyev, Fuzuli - In: International Journal of Financial Studies : open … 7 (2019) 2/27, pp. 1-11

Market efficiency has been analyzed through many studies using different linear methods. However, studies on financial econometrics reveal that financial time series exhibit nonlinear patterns because of various reasons. This paper examines market efficiency at Borsa Istanbul using a smooth...

Persistent link: https://www.econbiz.de/10012038735

Multiplicadores fiscais dependentes do ciclo econômico : o que é possível dizer para o Brasil?

Alves, Renan Santos; Rocha, Fabiana; Gobetti, Sérgio Wulff - In: Estudos econômicos : publicação trimestral do … 49 (2019) 4, pp. 635-660

Persistent link: https://www.econbiz.de/10015171564

Testing market efficiency with nonlinear methods: Evidence from Borsa Istanbul

Aliyev, Fuzuli - In: International Journal of Financial Studies 7 (2019) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10013200205

Estimation and inference with a (nearly) singular Jacobian

Han, Sukjin; McCloskey, Adam - In: Quantitative Economics 10 (2019) 3, pp. 1019-1068

This paper develops extremum estimation and inference results for nonlinear models with very general forms of potential …

Persistent link: https://www.econbiz.de/10012215392

Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?

Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2146-2152

Persistent link: https://www.econbiz.de/10013184696

Current account sustainability and nonlinear adjustment

Akdoğan, Kurmaş; Husein, Jamal G. - In: Applied economics letters 29 (2022) 13, pp. 1182-1186

Persistent link: https://www.econbiz.de/10013412074