Search Results - subject:"Nonlinear Models"

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

Market regime detection via realized covariances

Bucci, Andrea; Ciciretti, Vito - In: Economic modelling 111 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013349063

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

Does financial crisis really affect French economic growth? : fresh insights from nonlinear approach

Sadraoui, Tarek; Mgadmi, Nidhal; Chetti, Nasreddine - In: International journal of managerial and financial … 14 (2022) 4, pp. 378-394

Persistent link: https://www.econbiz.de/10013415119

Estimating asymmetries in monetary policy reaction function : an oil price augmented Taylor type rule for Nigeria under unconventional regime

Ogiji, Patricks; Shitile, Tersoo Shimonkabir; Usman, … - In: Economic change & restructuring 55 (2022) 3, pp. 1655-1672

Persistent link: https://www.econbiz.de/10013429408

Clubes de convergencia regional en Colombia 2000-2016 : un análisis flexible por departamentos

Rodríguez Benavides, Domingo; Ceballos Mina, Owen Eli - In: Journal of regional research (2022) 53/2, pp. 47-65

Persistent link: https://www.econbiz.de/10014280923

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

Fixed effect estimation of large T panel data models

Fernández-Val, Iván; Weidner, Martin - 2018

This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of time periods is relatively large. We focus on semiparametric models with unobserved individual and time effects, where the distribution of the outcome variable conditional on...

Persistent link: https://www.econbiz.de/10011941460

Fixed effect estimation of large T panel data models

Fernández-Val, Iván; Weidner, Martin - 2018

Persistent link: https://www.econbiz.de/10011812268

Cointegration of electricity consumption and GDP in the presence of smooth structural changes

Arčabić, Vladimir; Gelo, Tomislav; Sonora, Robert; … - In: Energy economics 97 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012820029

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