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Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors

Yang, Lixiong - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 533-551

Persistent link: https://www.econbiz.de/10012819480

Testing the validity of economic growth theories using copula-based seemingly unrelated quantile kink regression

Pathairat Pastpipatkul; Paravee Maneejuk; Songsak … - In: Robustness in econometrics, (pp. 523-541). 2017

Persistent link: https://www.econbiz.de/10011801825

Threshold quantile regression neural network

Yang, Lixiong; Bai, Hujie; Ren, Mingjian - In: Applied economics letters 31 (2024) 17, pp. 1675-1685

Persistent link: https://www.econbiz.de/10015075590

Efficient estimation of conditionally linear and Gaussian state space models

Moura, Guilherme Valle; Turatti, Douglas Eduardo - In: Economics letters 124 (2014) 3, pp. 494-499

Persistent link: https://www.econbiz.de/10010495099

Chapter 8 Forecasting economic variables with nonlinear models

Teräsvirta, Timo - 2006

building are parameter estimation and evaluation that are also briefly considered. There are two possibilities of generating …

Persistent link: https://www.econbiz.de/10014023698

Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design

Card, David E. - 2012

We consider nonparametric identification and estimation in a nonseparable model where a continuous regressor of … endogenous assignment variable (like previous earnings). We provide new results on identification and estimation for these …

Persistent link: https://www.econbiz.de/10013097659

Redefining the nexus of military spending among Southeast Mediterranean countries in the presence of nonlinearities

Palaios, Panagiotis; Papapetrou, Evangelia - In: Defence and peace economics 35 (2024) 7, pp. 865-882

Persistent link: https://www.econbiz.de/10015182013

On the estimation of nonlinearly aggregated mixed models

Proietti, Tommaso (contributor) - European Commission / Statistical Office of the … - 2004 - 2004 edition

The article proposes an iterative algorithm for the estimation of fixed and random effects of a nonlinearly aggregated …

Persistent link: https://www.econbiz.de/10015317357

Nonlinear policy rules and the identification and estimation of causal effects in a generalized regression kink design

Pei, Zhuan; Card, David E.; Lee, David S.; Weber, Andrea - 2013

Persistent link: https://www.econbiz.de/10010231615

Penalized estimation of high-dimensional models under a generalized sparsity condition

Horowitz, Joel; Huang, Jian - 2012

We consider estimation of a linear or nonparametric additive model in which a few coefficients or additive components …

Persistent link: https://www.econbiz.de/10009567830