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...

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...

Using nominal and real exchange rates for Ireland relative to Germany and the UK from 1975 to 2003, this article explores likely sources of nonlinearity in Purchasing Power Parity (PPP) relationships and difficulties in employing an I(1)/I(0) econometric framework. Tests for fractional...

As of January 1, 1995, Israel's National Health Insurance (NHI) Law laid the foundations for regulating competition among the country's four private, not-for-profit sick funds. Prior to NHI the sick funds (SFs) had competed without governmental control. Extensive research on NHI implementation...

This paper focuses on replication in the sense of Herrnson (1995). It re-examines the only study of an Irish popularity function (Borooah and Borooah, 1990) in the light of recent developments in econometric methodology and in Irish politics. Using error correction models the analysis provides...