A Parametric Approach to Flexible Nonlinear Inference
DOI10.1111/1468-0262.00205zbMATH Open1017.62076OpenAlexW2040576368MaRDI QIDQ4531010FDOQ4531010
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
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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)
Cited In (21)
- A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS
- Parametric embedding of nonparametric inference problems
- 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
- 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
- Bayesian nonparametric vector autoregressive models
- A flexible approach to parametric inference in nonlinear and time varying time series 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
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