Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model

DOI10.2202/1558-3708.1230MaRDI QIDQ3368392zbMATH OpenOpenAlexFDO

Authors Derek Bond, Michael J. Harrison, Edward J. O'Brien

Publication date 27 January 2006

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1558-3708.1230

zbMATH Keywords

nonlinearitynumerical optimizationUS Phillips curve

Mathematics Subject Classification ID

Economic growth models (91B62)

Recommendations

• An investigation of tests for linearity and the accuracy of likelihood based inference using random fields
• scientific article; zbMATH DE number 3945222
• A Parametric Approach to Flexible Nonlinear Inference
• Publication:4332884
• Nonparametric estimation of nonlinear rational expectation models

Cited in

(2)

• An investigation of tests for linearity and the accuracy of likelihood based inference using random fields
• A Parametric Approach to Flexible Nonlinear Inference

This page was built for publication: Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3368392)