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  • Search: subject:"Nonlinear statistics"
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Year of publication
Subject
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Nichtlineare Regression 3,397 Nonlinear regression 3,397 Theorie 1,520 Theory 1,520 Zeitreihenanalyse 1,022 Time series analysis 1,020 Schätzung 892 Estimation 891 Estimation theory 653 Schätztheorie 653 Prognoseverfahren 419 Forecasting model 418 Cointegration 352 Kointegration 352 Regression analysis 350 Regressionsanalyse 350 Einheitswurzeltest 283 Unit root test 283 USA 265 United States 264 Panel 231 Panel study 231 Volatility 213 Volatilität 213 Kaufkraftparität 195 Purchasing power parity 195 Business cycle 176 Konjunktur 175 Stochastic process 167 Stochastischer Prozess 167 Economic growth 158 Wirtschaftswachstum 158 Börsenkurs 157 Share price 157 VAR model 152 VAR-Modell 152 Statistical test 151 Statistischer Test 151 ARCH model 147 ARCH-Modell 147
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Online availability
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Free 1,291 Undetermined 727 CC license 42
Type of publication
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Article 1,814 Book / Working Paper 1,584
Type of publication (narrower categories)
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Article in journal 1,643 Aufsatz in Zeitschrift 1,643 Arbeitspapier 829 Working Paper 829 Graue Literatur 827 Non-commercial literature 827 Aufsatz im Buch 145 Book section 145 Hochschulschrift 85 Thesis 65 Collection of articles of several authors 32 Sammelwerk 32 Collection of articles written by one author 25 Sammlung 25 Konferenzschrift 11 Conference paper 10 Konferenzbeitrag 10 Aufsatzsammlung 9 Forschungsbericht 6 Systematic review 6 Übersichtsarbeit 6 Conference proceedings 5 Bibliografie enthalten 4 Bibliography included 4 Lehrbuch 4 Reprint 4 Textbook 4 Bibliografie 3 Festschrift 3 Rezension 3 CD-ROM, DVD 1 Case study 1 Fallstudie 1 Mikroform 1 Nachschlagewerk 1 Reference book 1
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Language
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English 3,354 German 33 Spanish 4 French 3 Polish 2 Dutch 1 Portuguese 1 Romanian 1 Slovenian 1 Undetermined 1
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Author
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Teräsvirta, Timo 58 Kapetanios, George 42 Gao, Jiti 41 Gil-Alaña, Luis A. 31 Caporale, Guglielmo Maria 30 Phillips, Peter C. B. 29 Dijk, Dick van 25 Potter, Simon M. 24 Gupta, Rangan 23 Medeiros, Marcelo C. 23 Chen, Xiaohong 20 Jawadi, Fredj 20 Schorfheide, Frank 19 Su, Chi-Wei 19 Chang, Tsangyao 18 Peel, David 18 Sibbertsen, Philipp 18 Tjostheim, Dag 18 Arellano, Manuel 17 Wang, Qiying 17 Franses, Philip Hans 16 Marcellino, Massimiliano 16 Payá, Ivan 16 Saikkonen, Pentti 16 Bonhomme, Stéphane 15 Harrison, Michael J. 15 Li, Degui 15 Omay, Tolga 15 Shin, Yongcheol 15 Bond, Derek 14 Kilian, Lutz 14 McAleer, Michael 14 O'Brien, Edward J. 14 Koop, Gary 13 Aruoba, S. Borağan 12 Chen, Jia 12 Fernández-Val, Iván 12 Morley, James C. 12 Park, Joon Y. 12 Enders, Walter 11
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Institution
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National Bureau of Economic Research 19 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 13 Queen Mary College / Department of Economics 10 Ekonomiska forskningsinstitutet <Stockholm> 5 Christian-Albrechts-Universität zu Kiel 4 Centre for Analytical Finance <Århus> 3 Centre for Microdata Methods and Practice <London> 3 London School of Economics and Political Science 3 Econometrisch Instituut <Rotterdam> 2 European University Institute / Department of Law 2 Federal Reserve Bank of St. Louis 2 Gottfried Wilhelm Leibniz Universität Hannover 2 National Institute of Economic and Social Research 2 Norges Bank / Utredningsavdelingen 2 School of Economics and Finance <Brisbane> 2 Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn 2 Trinity College Dublin / Department of Economics 2 Center for Economic Research <Tilburg> 1 Centre for Quantitative Economics & Computing 1 Deutsche Forschungsgemeinschaft 1 Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften 1 Edward Elgar Publishing 1 European Central Bank 1 European Commission / Directorate-General for Economic and Financial Affairs 1 European Commission / Statistical Office of the European Communities 1 European University Institute / Department of Economics 1 Europäische Kommission / Gemeinsame Forschungsstelle / Institute for the Protection and Security of the Citizen 1 Federal Reserve Bank of San Francisco 1 Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies 1 Innocenzo Gasparini Institute for Economic Research <Mailand> 1 Institut für Wirtschaftswissenschaften <Wien> 1 Instituto Valenciano de Investigaciones Económicas 1 International Symposium in Economic Theory and Econometrics <11, 1995, Århus> 1 International Symposium in Economic Theory and Econometrics <13, 1997, Sydney> 1 Internationaler Währungsfonds / Research Department 1 Katholieke Universiteit Brabant / Faculteit der Economische Wetenschappen 1 Københavns Universitet / Økonomisk Institut 1 National University of Ireland, Galway / Dept. of Economics 1 Panepistēmio Kypru / Department of Economics 1 Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia 1
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Published in...
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Journal of econometrics 96 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 83 Economic modelling 66 Applied economics letters 60 Economics letters 48 Applied economics 46 Econometric reviews 41 Working paper 38 International journal of forecasting 34 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 33 CEMMAP working papers / Centre for Microdata Methods and Practice 29 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 28 Journal of forecasting 27 Macroeconomic dynamics 27 CREATES research paper 25 Econometric theory 25 Discussion paper / Tinbergen Institute 23 Energy economics 22 Journal of economic dynamics & control 22 CESifo working papers 20 Computational economics 19 European journal of operational research : EJOR 18 Journal of macroeconomics 18 NBER Working Paper 17 NBER working paper series 17 Nonlinear modeling of economic and financial time-series 17 The econometrics journal 17 Working paper / Department of Econometrics and Business Statistics, Monash University 17 Cowles Foundation discussion paper 16 Discussion paper / Centre for Economic Policy Research 15 Nonlinear time series analysis of business cycles 15 SSE EFI working paper series in economics and finance 15 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 15 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 14 Mathematics Preprint Archive 14 The empirical economics letters : a monthly international journal of economics 14 Discussion papers of interdisciplinary research project 373 13 International journal of finance & economics : IJFE 13 Journal of applied econometrics 13 Oxford bulletin of economics and statistics 13
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Source
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ECONIS (ZBW) 3,397 RePEc 1
Showing 151 - 160 of 3,398
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Solitary-Wave Dynamics in an $R^2$Lc Nonlinear Transmission Line with Voltage Bias
Dikandé, Alain Moise; Nkongho, Achere Akem; Mbobda … - 2022
Highlights* A nonlinear transmission line with a Schottky varactor and two resistive elements, connected to a voltage terminal, is studied.* Solitary-wave ignals are shown to propagate with amplitudes that are either exponentially increased of decreased with time, depending on a specific...
Persistent link: https://www.econbiz.de/10013300712
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Non-Convex Projected Nlms Algorithm for Adaptive Nonlinear Prediction
Liu, Zhaoting; Wang, Yafeng; Li, Chunguang - 2022
Prediction of nonlinear dynamic process remains a challenging and active research topic. In this paper, adaptive nonlinear prediction based on a Hammerstein-modeling approach is investigated. Motivated by the desire to represent the best fit to the nonlinear dynamical plant with the Hammerstein...
Persistent link: https://www.econbiz.de/10013301947
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A Gauss/Anti-Gauss Quadrature Method of Moments Applied to Population Balance Equations with Turbulence-Induced Nonlinear Phase-Space Diffusion
Pütz, Michele; Pollack, Martin; Hasse, Christian; … - 2022
Turbulent dispersed multiphase systems are of paramount importance in numerous physical applications. In terms of the numerical modeling of such systems, crucial aspects are, among others, the mathematical representation of dispersed particles and the effect of fluid turbulence on those...
Persistent link: https://www.econbiz.de/10013302904
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Bound/Positivity Preserving and Unconditionally Stable Schemes for a Class of Fourth Order Nonlinear Equations
HUANG, FUKENG; Shen, Jie; Wu, Ke - 2022
Abstract. We construct two classes of time discretization schemes for fourth order nonlinear equations by combing a function transform approach with the scalar auxiliary variable (SAV) approach. A suitable function transform ensures that the schemes are bound/positivity preserving, while the SAV...
Persistent link: https://www.econbiz.de/10013302907
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Nonlinear Dynamic Dissolution Behavior of Ti-48al-2cr-2nb Alloy
Zhang, Xianmiao; Luo, Zhijian; Liao, Cuijiao - 2022
Chronoamperometry (CA), phase space reconstruction, correlation dimension, multifractal detrended fluctuation analysis (MFDFA) combining linear sweep voltammetry (LSV), electrochemical impedance spectroscopy (EIS), and surface morphology observation were used to systematically analyze the...
Persistent link: https://www.econbiz.de/10013304492
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Monetary and Fiscal Policy in a Nonlinear Model of Public Debt
Bischi, Gian Italo; Giombini, Germana; Travaglini, Giuseppe - 2022
We study the dynamic relationship between the public debt ratio and the real interest rate. By means of a macroeconomic model of simultaneous difference equations - one for the debt ratio and the other for the real interest rate - we focus on the role of monetary policy, fiscal policy and risk...
Persistent link: https://www.econbiz.de/10013306534
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Semiparametric transition models
Čížek, Pavel; Koo, Chao Hui - In: Econometric reviews 41 (2022) 4, pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
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Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, Christina; Caporale, Guglielmo Maria - In: Journal of economic studies 49 (2022) 6, pp. 937-959
Persistent link: https://www.econbiz.de/10013352888
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When do state-dependent local projections work?
Gonçalves, Sílvia; Herrera, Ana María; Kilian, Lutz; … - 2022
Persistent link: https://www.econbiz.de/10013332588
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Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels
Botosaru, Irene; Muris, Chris - 2022
This paper considers a class of fixed-T nonlinear panel models with time-varying link function, fixed effects, and endogenous regressors. We establish sufficient conditions for the identification of the regression coefficients, the time-varying link function, the distribution of counterfactual...
Persistent link: https://www.econbiz.de/10013307459
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