The equation x^a+y^b+z^c=m in real numbers represents a group of Nonlinear Multi-Agent Systems, is an ill-posed problem and can be used in physical sciences and social sciences. This article introduces some Equivalence-Conditions, Existence-Conditions and properties of xa+yb+zc=m in real...

According to several empirical studies, US inflation and nominal interest rates, as well as the real interest rate, can be described as unit root processes. These results imply that nominal interest rates and expected inflation do not move one-for-one in the long run, which is not consistent...

Difference-in-difference-in-differences (DiDiD) allow for the correction of unmeasured con-founding and function as a robustness check for difference-in-differences (DiD) techniques. However, this technique is not scale invariant and requires that the outcome variable be measured on units for...

ExpEnd is a Gauss programme for non-linear generalised method of moments (GMM) estimation of exponential models with endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM for cross section data using moment conditions...

A central limit theorem is stated for a wide class of triangular arrays of nonlinear functionals of the periodogram of a stationary linear sequence. Those functionals may be singular and not-bounded. The proof of this result is based on Bartlett decomposition and an existing counterpart result...

The relationship between cointegration and error correction (EC) models is well characterized in a linear context, but the extension to the nonlinear context is still a challenge. Few extensions of the linear framework have been done in the context of nonlinear error correction (NEC) or...

Methods textbooks in sociology and other social sciences routinely recommend the use of the logit or probit model when an outcome variable is binary, an ordered logit or ordered probit when it is ordinal, and a multinomial logit when it has more than two categories. But these methodological...

While there is an extensive literature concerning forecasting with many predictors, there are but few attempts to allow for non-linearity in such a "data-rich environment". Using macroeconomic data, we show that substantial gains in forecast accuracy can be achieved by including both squares and...

The paper shows how increases in the inflation rate can cause the output growth rate to decrease by a lessor amount as the inflation rate rises. This is the so-called non-linearity in the inflation-growth effect. Our explanation helps show how model-based estimates of the inflation-growth effect...