Recent Advances in Estimating Nonlinear Models With Applications in Economics and Finance /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Ma, Jun (Editor), Wohar, Mark (Editor)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2014.
• Subjects: Statistics.; Econometrics.; Macroeconomics.; Economics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Macroeconomics/Monetary Economics//Financial Economics.

This edited volume provides a timely overview of nonlinear estimation techniques, offering new methods and insights into nonlinear time series analysis. The focus is on such topics as state-space model and the identification issue, use of Markov Switching Models and Smooth Transition Models to analy...

Table of Contents:

• Chapter 1 Stock Return and Inflation: An Analysis Based on the State-Space Framework
• Chapter 2 Diffusion Index Model Specification and Estimation: Using Mixed Frequency Datasets
• Chapter 3 Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
• Chapter 4 On the Use of the Flexible Fourier Form in Unit Roots Tests, Endogenous Breaks, and Parameter Instability
• Chapter 5 Testing for a Markov-Switching Mean in Serially-Correlated Data
• Chapter 6 Nonlinear Time Series Models and Model Selection
• Chapter 7 Nonstationarities and Markov Switching Models
• Chapter 8 Has Wealth Effect Changed Over Time? Evidence from Four Industrial Countries
• Chapter 9 A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Times Series Models
• Chapter 10 Small Area Estimation with Correctly Specified Linking Models
• Chapter 11 Forecasting Stock Returns: Does Switching between Models Help?
• Chapter 12 The Global Joint Distribution of Income and Health.