Search Results - subject:"Nonlinear regression"

Nonlinearity in intergenerational income transmission : a cross-country analysis

Berrittella, Maria; Dardanoni, Valentino - In: Economic analysis and policy : EAP ; journal of the … 52 (2016), pp. 1-10

Persistent link: https://www.econbiz.de/10011557260

Uncovering nonlinear dynamics in air transport demand

Inglada-Pérez, Lucìa - In: International journal of transport economics 43 (2016) 1/2, pp. 33-65

Persistent link: https://www.econbiz.de/10011559425

Non-linear modeling of the impact of the crisis on the interactions among financial markets and macroeconomic variables in CEE countries

Albu, Lucian-Liviu (ed.); Caraiani, Petre (ed.) - 2016

Preface -- Nonlinear modelling of the relation between financial markets and economic growth in the EU / Lucian-Liviu Albu, Radu Lupu, Adrian Cantemir Calin, Institute for Economic Forecasting, Romanian Academy, Romania -- The eastern and central European financial market reaction to...

Persistent link: https://www.econbiz.de/10011472462

Firm value, corporate cash holdings and financial constraint : a study from a developing market

Nguyen Thi Lien Hoa; Nguyen Le Ngan Trang; Thi Phuong Vy Le - In: Australian economic papers 55 (2016) 4, pp. 368-385

Persistent link: https://www.econbiz.de/10011710757

Is the PPP valid for the EA-11 countries? : new evidence from nonlinear unit root tests

Kavkler, Alenka; Boršič, Darja; Bekő, Jani - In: Economic research 29 (2016) 1, pp. 612-622

Persistent link: https://www.econbiz.de/10012221745

The Misalignment Phenomena in the Foreign Exchange Market: Evidence for the Tunisian Dinar

Ezzeddine, Salima Ben; Naoui, Kamel - In: The spread of financial sophistication through emerging …, (pp. 345-360). 2016

The aim of this chapter is to assess the real exchange rate misalignments. A smooth transition autoregressive model (STAR) is used for Tunisian exchange market. This model allows us to see whether these differences are temporary or persistent over the period 1975–2012. We start by defining the...

Persistent link: https://www.econbiz.de/10015365864

Recent Advances in the Measurement Error Literature

Schennach, Susanne M. - 2016

This article reviews recent significant progress made in developing estimation and inference methods for nonlinear models in the presence of mismeasured data that may or may not conform to the classical assumption of independent zero-mean errors. The aim is to cover a broad range of methods...

Persistent link: https://www.econbiz.de/10014124298

Cluster-based lack of fit tests for nonlinear regression models

Munasinghe, Wijith Prasantha - 2010

Checking the adequacy of a proposed parametric nonlinear regression model is important in order to obtain useful … surface of the proposed nonlinear regression model. However, in some cases,a single maximum clustering suffices, leading to …

Persistent link: https://www.econbiz.de/10009464093

Partly parametric generalized additive model

Zhang, Tianyang - 2010

In many scientific studies, the response variable bears a generalized nonlinear regression relationship with a certain … class of models, the partly parametric generalized additive model (PPGAM) for doing generalized nonlinear regression with … other covariates. The PPGAM extends both the generalized additive model (GAM) and the generalized nonlinear regression model …

Persistent link: https://www.econbiz.de/10009466085

Forecasting with nonlinear time series models

Kock, Anders Bredahl; Teräsvirta, Timo - School of Economics and Management, University of Aarhus - 2010

In this paper, nonlinear models are restricted to mean nonlinear parametric models. Several such models popular in time series econometrics are presented and some of their properties discussed. This includes two models based on universal approximators: the Kolmogorov-Gabor polynomial model and...

Persistent link: https://www.econbiz.de/10008556269