This entry for the New Palgrave covers developments in nonlinear time series analysis over the last 25 years. …

In this paper we discuss the current state-of-the-art in estimating, evaluating, and selecting among non-linear … argue that although the evidence in favor of constructing forecasts using non-linear models is rather sparse, there is …

uncertainty index developed by Baker et al. (2013). We implement both the traditional linear and the nonlinear variants of the … Granger causality test. Based on the Diks and Panchenko (2005) non-linear Granger causality test, we find significant evidence …

This paper investigates the dynamic causal link between exports and economic growth using both linear and nonlinear … turn to the nonlinear methods to evaluate Granger causality between exports and GDP. We use both Hiemstra and Jones (1994 …) and Diks and Panchenko (2005) nonlinear Granger causality tests. For the Hiemstra and Jones (1994) test, we find a …

A simple graphical approach to presenting results from nonlinear regression models is described. In the face of …

multilevel models with a new variant are discussed. Furthermore, non-linear, nonparametric and semiparametric models are analyzed …. In contrast to linear models there do not exist unified methods for nonlinear approaches. In this case FEM are dominated … simulated estimators exist. If the nonlinear function is not exactly known, nonparametric or semiparametric methods should be …

A simple graphical approach to presenting results from nonlinear regression models is described. In the face of …

multilevel models with a new variant are discussed. Furthermore, non-linear, nonparametric and semiparametric models are analyzed …. In contrast to linear models there do not exist unified methods for nonlinear approaches. In this case FEM are dominated … simulated estimators exist. If the nonlinear function is not exactly known, nonparametric or semiparametric methods should be …

Breitung’s (2001) rank tests for cointegration. Results from further analysis indicates that nominal exchange rates and … system in these countries may have resulted in the establishment of the above-mentioned nonlinear relationship. …