A Parametric Approach to Flexible Nonlinear Inference

DOI10.1111/1468-0262.00205MaRDI QIDQ4531010zbMATH OpenOpenAlexFDO

Authors James D. Hamilton

Publication date 28 May 2002

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://escholarship.org/uc/item/68s8157x

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields; image analysis (62M40) Applications of statistics to economics (62P20)

Recommendations

• Testing for neglected nonlinearity in regression models based on the theory of random fields
• Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model
• scientific article; zbMATH DE number 472927
• scientific article; zbMATH DE number 1168350
• Nonparametric transfer function models

Cited in

(22)

• Parametric embedding of nonparametric inference problems
• A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS
• The convergence of estimators based on heuristics: theory and application to a GARCH model
• Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship
• Likelihood inference of nonlinear models based on a class of flexible skewed distributions
• Robustness checks and robustness tests in applied economics
• The Phillips curve at 65: time for time and frequency
• Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty
• Spurious regression
• What is an oil shock?
• A flexible nonlinear inference to the Kuznets hypothesis
• Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
• An investigation of tests for linearity and the accuracy of likelihood based inference using random fields
• Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model
• On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study
• Which econometric specification to characterize the U.S. inflation rate process?
• A note on spurious nonlinear regression
• Granger causality, exogeneity, cointegration, and economic policy analysis
• A flexible approach to parametric inference in nonlinear and time varying time series models
• Bayesian nonparametric vector autoregressive models
• A flexible sequential Monte Carlo algorithm for parametric constrained regression
• Testing for neglected nonlinearity in regression models based on the theory of random fields

This page was built for publication: A Parametric Approach to Flexible Nonlinear Inference

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4531010)