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Investigating nonlinearity : a note on the estimation of Hamilton's random field regression model
Bond, Dereck; Harrison, Michael J.; O'Brien, Edward J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 3, pp. 1-41
Persistent link: https://www.econbiz.de/10003283953
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Comment on Investigating nonlinearity
Hamilton, James D. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 3, pp. 1-8
Persistent link: https://www.econbiz.de/10003283961
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Mathematics for economics and finance
Harrison, Michael J. - 2011
Persistent link: https://www.econbiz.de/10014498440
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Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model
Bond, Derek; Harrison, Michael J.; O'Brien, Edward J. - In: Studies in Nonlinear Dynamics & Econometrics 9 (2005) 3
In this paper we give an account of the approach to nonlinear econometric modelling proposed by Hamilton (2001) and briefly describe some of the methods of nonlinear optimization that may be used in the Gauss computer program provided by Hamilton for the implementation of his methodology. The...
Persistent link: https://www.econbiz.de/10014620931
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Exploring nonlinearity with random field regression
Bond, Derek; Harrison, Michael J.; O'Brien, Edward J. - In: Applied Economics Letters 17 (2010) 2, pp. 121-124
Random field regression models provide an extremely flexible way to investigate nonlinearity in economic data. This article introduces a new approach to interpreting such models, which may allow for improved inference about the possible parametric specification of nonlinearity.
Persistent link: https://www.econbiz.de/10008582786
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The role of social entrepreneurs in developing community resilience in remote areas
Morrison, Caroline; Ramsey, Elaine; Bond, Derek - In: Journal of enterprising communities : people and places … 11 (2017) 1, pp. 95-112
Persistent link: https://www.econbiz.de/10011654247
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Northern Ireland's property market crisis : insights from Minsky's Financial Instability Hypothesis
Gallagher, Emer Marie; Ramsey, Elaine; Bond, Derek - In: Cambridge journal of economics 42 (2018) 4, pp. 901-916
Persistent link: https://www.econbiz.de/10012050967
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Investigating nonlinearity : a note on the estimation of Hamilton's random field regression model
Bond, Dereck; Harrison, Michael J.; O'Brien, Edward J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 3, pp. 1-41
Persistent link: https://www.econbiz.de/10009949850
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Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model
Bond, Derek; Harrison, Michael; O'Brien, Edward - In: Studies in Nonlinear Dynamics & Econometrics 9 (2007) 3, pp. 1230-1230
In this paper we give an account of the approach to nonlinear econometric modelling proposed by Hamilton (2001) and briefly describe some of the methods of nonlinear optimization that may be used in the Gauss computer program provided by Hamilton for the implementation of his methodology. The...
Persistent link: https://www.econbiz.de/10004966170
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Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model
Bond, Derek; Harrison, Michael; O'Brien, Edward - In: Studies in Nonlinear Dynamics & Econometrics 9 (2005) 3, pp. 1230-1230
In this paper we give an account of the approach to nonlinear econometric modelling proposed by Hamilton (2001) and briefly describe some of the methods of nonlinear optimization that may be used in the Gauss computer program provided by Hamilton for the implementation of his methodology. The...
Persistent link: https://www.econbiz.de/10005579853