Titlebook: Recent Advances in Estimating Nonlinear Models; With Applications in Jun Ma,Mark Wohar Book 2014 Springer Science+Business Media New York 2

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Book 2014st to distinguish between competing nonlinear models. Principles and techniques in this book will appeal to econometricians, finance professors teaching quantitative finance, researchers, and graduate students interested in learning how to apply advances in nonlinear time series modeling to solve co

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https://doi.org/10.1007/978-1-4614-8060-0Markov-switching models; Nonlinear models; Smooth transition; Threshold models; Time series analysis

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Has Wealth Effect Changed Over Time? Evidence from Four Industrial Countries,nt in the USA before 1969 and in Canada before 1983. The corresponding estimate of wealth effect is one cent for the UK economy for the post-1987 time period. We don’t find any significant evidence for wealth effect in Germany.

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Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets, using both classical principal components-based diffusion indexes and a combination of diffusion indexes and factors formed using small mixed frequency datasets. Preliminary evidence that mixed frequency-based forecasting models yield improvements over standard fixed frequency models is presented.

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