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Recent Advances in Estimating Nonlinear Models

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Cover of 'Recent Advances in Estimating Nonlinear Models'

Table of Contents

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    Book Overview
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    Chapter 1 Stock Return and Inflation: An Analysis Based on the State-Space Framework
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    Chapter 2 Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets
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    Chapter 3 Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
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    Chapter 4 On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability
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    Chapter 5 Recent Advances in Estimating Nonlinear Models
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    Chapter 6 Nonlinear Time Series Models and Model Selection
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    Chapter 7 Nonstationarities and Markov Switching Models
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    Chapter 8 Has Wealth Effect Changed Over Time? Evidence from Four Industrial Countries
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    Chapter 9 A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models
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    Chapter 10 Small Area Estimation with Correctly Specified Linking Models
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    Chapter 11 Forecasting Stock Returns: Does Switching Between Models Help?
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    Chapter 12 The Global Joint Distribution of Income and Health
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    Chapter 13 The Non-linear and Linear Impact of Investor Sentiment on Stock Returns: An Empirical Analysis of the US Market
Attention for Chapter 4: On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability
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