Search Results - subject:"Nonlinear statistics"

Modeling the daily volatility of oil gold dollar bitcoin and Iranian stock markets : an empirical application of a nonlinear space state model

Taleblou, Reza; Mohajeri, Parisa - In: Iranian economic review : journal of University of Tehran 27 (2023) 3, pp. 1033-1063

Persistent link: https://www.econbiz.de/10015400866

A smooth transition autoregressive model for matrix-variate time series

Bucci, Andrea - In: Computational economics 65 (2025) 1, pp. 429-458

Persistent link: https://www.econbiz.de/10015195772

A reweighted ℓ₁-penalty method for nonlinear complementarity problems

Tian, Boshi; Chang, Xiaoxing - In: Mathematical methods of operations research : ZOR 101 (2025) 1, pp. 95-110

Persistent link: https://www.econbiz.de/10015331084

Commodity price pass-through and inflation in Japan : a nonlinear time series analysis

Sekine, Atsushi - In: Applied economics letters 32 (2025) 6, pp. 808-811

Persistent link: https://www.econbiz.de/10015329834

Optimal new product design using reverse quality function deployment with nonlinear regression modeling

Wang, Jian; Tan, Yi; Zhang, Jingzhi; Han, Yajuan - In: International journal of quality & reliability management 42 (2025) 2, pp. 357-376

Persistent link: https://www.econbiz.de/10015202674

Nonlinearity and nonlinear convergence of inflation rates in the West African Monetary Zone : a way to Monetary Integration

Ilyas, Muhammad; Song, Liying; Galadima, Mukhtar Danladi; … - In: Portuguese economic journal 24 (2025) 1, pp. 83-100

Persistent link: https://www.econbiz.de/10015332501

Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments : new international evidence

Xie, Zixiong; Chen, Shyh-Wei; Hsieh, Chun-Kuei - In: Empirica : journal of european economics 52 (2025) 1, pp. 143-172

Persistent link: https://www.econbiz.de/10015333812

Machine learning the macroeconomic effects of financial shocks

Hauzenberger, Niko; Huber, Florian; Klieber, Karin; … - 2025

Persistent link: https://www.econbiz.de/10015404181

Design of neuro-stochastic Bayesian networks for nonlinear chaotic differential systems in financial mathematics

Syed, Farwah Ali; Fang, Kwo-Ting; Kiani, Adiqa Kausar - In: Computational economics 65 (2025) 1, pp. 241-270

Persistent link: https://www.econbiz.de/10015195764

Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects

Mugnier, Martin; Wang, Ao - 2022

We study a nonlinear two-way fixed effects panel model that allows for unobserved individual heterogeneity in slopes (interacting with covariates) and (unknown) flexibly specified link function. The former is particularly relevant when the researcher is interested in the distributional causal...

Persistent link: https://www.econbiz.de/10014078902

A service of the

zbw