Constant modulus transforms like discrete Fourier transform (DFT), Walsh transform, and Gold codes have been successfully used over several decades in several engineering applications, including discrete multi-tone (DMT), orthogonal frequency division multiplexing (OFDM) and code division...

Recent empirical researches have examined the relationship between US short-term interest rates using linear as well nonlinear econometric tools. The main objective of this paper is to employ a new dynamic model that combines the bivariate noisy Mackey-Glass and the BEKK GARCH processes...

In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are based on average pair-wise residual correlation coefficients. In nonlinear models, the definition of the residual is ambiguous and we consider two approaches: deviations of the...

This study tests whether the behaviour of daily stock returns for the sample of three banks and the composite index in the Malaysian market are nonlinear dependence. Using three nonlinear testing procedures, the study suggests nonlinearity in the return series for all cases. The cause for the...

In this paper, a general Blinder-Oaxaca decomposition is derived that can also be applied to non-linear models, which allows the differences in a non-linear outcome variable between two groups to be decomposed into a part that is explained by differences in observed characteristics and a part...

A new approach recently suggested by Hamilton for flexible parametric inference in nonlinear models is examined through simulation studies. Hamilton suggests a new test for neglected nonlinearity and we compare it with the neural network test, Tsay's test, White's dynamic misspecification test,...

Photon has proved its better acceptability instead of electronics in data or signal processing because of many fundamental advantages. Many optical logic and arithmetic processors have already been proposed by scientists and technologists. We know that multiplication is an essential task in any...