Recent Advances in Estimating Nonlinear Models
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13

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Published By Springer New York

9781461480594, 9781461480600

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Nonstationarities and Markov Switching Models

Recent Advances in Estimating Nonlinear Models ◽

10.1007/978-1-4614-8060-0_7 ◽

2013 ◽

pp. 123-146

Author(s):

Marcelle Chauvet ◽

Yanpin Su

Keyword(s):

Markov Switching ◽

Markov Switching Models ◽

Switching Models

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Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks

Recent Advances in Estimating Nonlinear Models ◽

10.1007/978-1-4614-8060-0_3 ◽

2013 ◽

pp. 33-57 ◽

Cited By ~ 1

Author(s):

Tae-Hwy Lee ◽

Zhou Xi ◽

Ru Zhang

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Artificial Neural

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On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability

Recent Advances in Estimating Nonlinear Models ◽

10.1007/978-1-4614-8060-0_4 ◽

2013 ◽

pp. 59-83 ◽

Cited By ~ 7

Author(s):

Paul M. Jones ◽

Walter Enders

Keyword(s):

Unit Root ◽

Unit Root Tests ◽

Parameter Instability

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Has Wealth Effect Changed Over Time? Evidence from Four Industrial Countries

Recent Advances in Estimating Nonlinear Models ◽

10.1007/978-1-4614-8060-0_8 ◽

2013 ◽

pp. 147-168 ◽

Cited By ~ 2

Author(s):

Vipul Bhatt ◽

N. Kundan Kishor

Keyword(s):

Wealth Effect ◽

Industrial Countries ◽

Over Time

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Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets

Recent Advances in Estimating Nonlinear Models ◽

10.1007/978-1-4614-8060-0_2 ◽

2013 ◽

pp. 15-31

Author(s):

Kihwan Kim ◽

Norman Rasmus Swanson

Keyword(s):

Model Specification ◽

Mixed Frequency ◽

Index Model ◽

Diffusion Index

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A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models

Recent Advances in Estimating Nonlinear Models ◽

10.1007/978-1-4614-8060-0_9 ◽

2013 ◽

pp. 169-191 ◽

Cited By ~ 1

Author(s):

Hendrik Kaufmann ◽

Robinson Kruse ◽

Philipp Sibbertsen

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Transition Function ◽

Time Series Models

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Nonlinear Time Series Models and Model Selection

Recent Advances in Estimating Nonlinear Models ◽

10.1007/978-1-4614-8060-0_6 ◽

2013 ◽

pp. 99-121 ◽

Cited By ~ 1

Author(s):

Yamin Ahmad ◽

Ming Chien Lo

Keyword(s):

Time Series ◽

Model Selection ◽

Nonlinear Time Series ◽

Time Series Models

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Small Area Estimation with Correctly Specified Linking Models

Recent Advances in Estimating Nonlinear Models ◽

10.1007/978-1-4614-8060-0_10 ◽

2013 ◽

pp. 193-228 ◽

Cited By ~ 5

Author(s):

P. A. V. B. Swamy ◽

J. S. Mehta ◽

G. S. Tavlas ◽

S. G. Hall

Keyword(s):

Small Area ◽

Small Area Estimation ◽

Area Estimation

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Testing for a Markov-Switching Mean in Serially Correlated Data

Recent Advances in Estimating Nonlinear Models ◽

10.1007/978-1-4614-8060-0_5 ◽

2013 ◽

pp. 85-97 ◽

Cited By ~ 1

Author(s):

James Morley ◽

Zohra Rabah

Keyword(s):

Markov Switching ◽

Correlated Data

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Forecasting Stock Returns: Does Switching Between Models Help?

Recent Advances in Estimating Nonlinear Models ◽

10.1007/978-1-4614-8060-0_11 ◽

2013 ◽

pp. 229-248

Author(s):

David G. McMillan

Keyword(s):

Stock Returns

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