عنوان

Recent advances in estimating nonlinear models :with applications in economics and finance

Standard Number

2147

Title Proper

Recent advances in estimating nonlinear models :with applications in economics and finance

Specific Material Designation and Extent of Item

1 online resource )xvi, 299 pages( : illustrations )some color(

Text of Note

Includes bibliographical references

Text of Note

Stock Return and Inflation: An Analysis Based on the State-Space Framework -- Diffusion Index Model Specification and Estimation: Using Mixed Frequency Datasets -- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks -- On the Use of the Flexible Fourier Form in Unit Roots Tests, Endogenous Breaks, and Parameter Instability -- Testing for a Markov-Switching Mean in Serially-Correlated Data -- Nonlinear Time Series Models and Model Selection -- Nonstationarities and Markov Switching Models -- Has Wealth Effect Changed Over Time? Evidence from Four Industrial Countries -- A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Times Series Models -- Small Area Estimation with Correctly Specified Linking Models -- Forecasting Stock Returns: Does Switching between Models Help? -- The Global Joint Distribution of Income and Health

Entry Element

، Estimation theory

Entry Element

، Nonlinear theories

Entry Element

، Economics/Management Science

Entry Element

، Econometrics

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، Statistics for Business/Economics/Mathematical Finance/Insurance

Entry Element

، Financial Economics

Number

Class number

Relator Code

TI

Entry Element

Jun Ma, Mark Wohar, editors

AU nuJ ,aM editor of compilation

AU E kraM ,rahoW editor of compilation

Shelving Form of Title, Author, Author/Title

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