The estimation of conditional probability distribution functions (PDFs) in a kernel nonparametric framework has recently received attention. As emphasized by Hall, Racine and Li (2004), these conditional PDFs are extremely useful for a range of tasks including modelling and predicting consumer...

Threshold Autoregressive Models (TAR) along with other nonlinear time series models have attracted much attention in recent years in time series analysis. TAR models have been applied to a variety of time series. It has been reported that they have a good in sample fit but like many other...

The paper develops an approach for analyzing the dynamics of a nonlinear time series that is represented by a nonparametric estimate of its one-step ahead conditional density. The approach entails examination of conditional moment profiles corresponding to certain shocks; a conditional moment...

Das vorliegende Dissertationsprojekt hatte zwei zentrale Schwerpunkte. Den ersten Schwerpunkt bildete die innovative Insolvenzprognosemodellierung für ukrainische Unternehmen.Dafür wurde im Wesentlichen die moderne internationale Standardmethodik zur Insolvenzprognose auf Basis der...

In many scientific studies, the response variable bears a generalized nonlinear regression relationship with a certain covariate of interest, which may, however, be confounded by other covariates with unknown functional form. We propose a new class of models, the partly parametric generalized...

This dissertation studies the question of nonlinearities in the Phillips curve relationshipin France, Germany and Italy. The implications from the theoretical models are that themechanisms that make the Phillips curve nonlinear can work through different channels.Therefore, this thesis not just...

The field of nonlinear regression is a long way from reaching a consensus. Once a method decides to explore nonlinear combinations of predictors, a number of questions are raised, such as what nonlinear combinations to permit and how best to search the resulting model space. Genetic Association...