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Threshold mixed data sampling models with a covariate-dependent threshold

Yang, Lixiong; Zhang, Chunli - In: Applied economics letters 30 (2023) 12, pp. 1708-1716

Persistent link: https://www.econbiz.de/10014304954

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

An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model

Li, Dandan; Ghoshray, Atanu; Morley, Bruce - In: International review of financial analysis 30 (2013), pp. 109-120

Persistent link: https://www.econbiz.de/10010459990

Investigating nonlinearity : a note on the estimation of Hamilton's radom field regression model

Bond, Derek (contributor); Harrison, Michael J. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003258132

Statistical inference for conditional quantiles in nonlinear time series models

So, Mike Ka-pui; Chung, Ray S. W. - In: Journal of econometrics 189 (2015) 2, pp. 457-472

Persistent link: https://www.econbiz.de/10011504625