Search Results - subject:"Nonlinear regression"

The impacts of climate policy uncertainty on stock markets : comparison between China and the US

Xu, Xin; Huang, Shupei; Lucey, Brian M.; An, Haizhong - In: International review of financial analysis 88 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014462184

The role of uncertainty in forecasting volatility comovements across stock markets

Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo - In: Economic modelling 125 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014463541

Forecasting electricity prices with expert, linear, and nonlinear models

Billé, Anna Gloria; Gianfreda, Angelica; Del Grosso, … - In: International journal of forecasting 39 (2023) 2, pp. 570-586

Persistent link: https://www.econbiz.de/10014465069

Real-time inflation forecasting using non-linear dimension reduction techniques

Hauzenberger, Niko; Huber, Florian; Klieber, Karin - In: International journal of forecasting 39 (2023) 2, pp. 901-921

Persistent link: https://www.econbiz.de/10014465163

Optimal bandwidth selection in nonlinear cointegrating regression

Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 39 (2023) 6, pp. 1325-1337

Persistent link: https://www.econbiz.de/10014465376

Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests

Abosedra, Salah S.; Fakih, Ali; Ghosh, Sajal; Kanjilal, … - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2729-2741

Persistent link: https://www.econbiz.de/10014327582

Nonlinear hedge fund index clones?

Walden, Mikhail; Lajbcygier, Paul - In: Australian journal of management 48 (2023) 1, pp. 147-170

Persistent link: https://www.econbiz.de/10014246082

A novel estimator of earth's curvature (allowing for inference as well)

Bell, David R.; Ledoit, Olivier; Wolf, Michael - 2023

This paper estimates the curvature of the Earth, defined as one over its radius, without using any physics. The orthodox model is that the Earth is nearly spherical with a curvature of π/20, 000 km. By contrast, the heterodox flat-Earth model stipulates a curvature of zero. Abstracting from the...

Persistent link: https://www.econbiz.de/10014250963

Nonparametric estimation of generalized transformation models with fixed effects

Chen, Songnian; Lu, Xun; Wang, Xi - In: Econometric theory 39 (2023) 2, pp. 357-388

Persistent link: https://www.econbiz.de/10014306314

Weak EMH and Canadian stock markets : evidence from linear and nonlinear unit root tests

Neifar, Malika; Gharbi, Leila - In: Journal of Islamic accounting and business research 14 (2023) 4, pp. 629-651

Persistent link: https://www.econbiz.de/10014313087

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