Search Results - subject:"Nonlinear regression"

Nonlinear Regression with Harris Recurrent Markov Chains

Li, Degui; Tjøstheim, Dag; Gao, Jiti - Department of Econometrics and Business Statistics, … - 2012

In this paper, we study parametric nonlinear regression under the Harris recurrent Markov chain framework. We first … properties of the nonlinear regression function, but also on the number of regenerations for the Harris recurrent Markov chain …. Furthermore, we apply our results to the nonlinear regression with I(1) processes and establish an asymptotic distribution theory …

Persistent link: https://www.econbiz.de/10010860422

Generalized Discrete Fourier Transform with Nonlinear Phase

Akansu, Ali; Agirman-Tosun, Handan - 2012

Constant modulus transforms like discrete Fourier transform (DFT), Walsh transform, and Gold codes have been successfully used over several decades in several engineering applications, including discrete multi-tone (DMT), orthogonal frequency division multiplexing (OFDM) and code division...

Persistent link: https://www.econbiz.de/10014174009

Complex Methods in Economics : An Example of Behavioral Heterogeneity in House Prices

Bolt, Wilko; Demertzis, Maria; Diks, Cees G. H.; Leij, … - 2012

We show how simple statistical techniques for capturing critical transitions used in natural sciences, fail to capture economic regime shifts. This implies that we need to use model-based approaches to identify critical transitions. We apply a heterogenous agents model in a standard housing...

Persistent link: https://www.econbiz.de/10014174623

Is the Taylor Rule Nonlinear? Empirical Evidence from a Semi-Parametric Modeling Approach

Markov, Nikolay; de Porres, Carlos - 2012

This paper investigates the empirical specification of the Taylor Rule. Building on the New Keynesian paradigm, we derive a general nonlinear specification for the optimal policy rule that nests the standard linear Taylor Rule as a particular case. Using a novel semi-parametric modeling...

Persistent link: https://www.econbiz.de/10014181694

Reproducing Business Cycle Features : Are Nonlinear Dynamics a Proxy for Multivariate Information?

Morley, James C.; Piger, Jeremy Max; Tien, Pao-lin - 2012

We consider the extent to which different time-series models can generate simulated data with the same business cycle features that are evident in U.S. real GDP. We focus our analysis on whether multivariate linear models can improve on the previously documented failure of univariate linear...

Persistent link: https://www.econbiz.de/10014041205

Economic Growth Nonlinearities

Tan, Chih Ming - 2012

Nonlinearities in growth have important implications for cross-country income inequality. In particular, they imply that countries may spend long periods of time in a low-growth poverty trap. However, finding evidence of such nonlinearities in the data and accounting for their emergence pose...

Persistent link: https://www.econbiz.de/10014053143

An All-Optical Method of Binary Data Multiplication with Use of the Kerr Nonlinearity

Ghosh, Bijan; Raman Pal, Radha; Mukhopadhyay, Sourangshu - 2012

Photon has proved its better acceptability instead of electronics in data or signal processing because of many fundamental advantages. Many optical logic and arithmetic processors have already been proposed by scientists and technologists. We know that multiplication is an essential task in any...

Persistent link: https://www.econbiz.de/10014195968

Extensions to the Non-Linear Armington Model

Fetzer, James - 2012

This paper documents various extensions that have been made to the non-linear Armington partial equilibrium model used for modeling the impact of changes in border measures, particularly safeguard remedies and other changes in duties, quotas, and tariff-rate quotas. The extensions generally fall...

Persistent link: https://www.econbiz.de/10014216523

Non-Linearities, Model Uncertainty, and Macro Stress Testing

Misina, Miroslav; Tessier, David - 2012

A distinguishing feature of macro stress testing exercises is the use of macroeconomic models in scenario design and implementation. It is widely agreed that scenarios should be based on “rare but plausible” events that have either resulted in vulnerabilities in the past or could do so in...

Persistent link: https://www.econbiz.de/10014163008

Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design

Card, David E. - 2012

We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of interest is a known, deterministic, but kinked function of an observed assignment variable. This design arises in many institutional settings where a policy variable (such as weekly...

Persistent link: https://www.econbiz.de/10013097659