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 …

This paper investigates the dynamic causal link between exports and economic growth using both linear and nonlinear … we turn to the nonlinear methods to evaluate Granger causality between exports and GDP. First, we use Hiemstra and Jones … (1994) nonlinear Granger causality test and find a unidirectional causality from GDP to exports. However, using a more …

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 …

Nonlinear pricing is prevalent in industries such as health care, public utilities, and telecommunications. However …, this pricing scheme introduces bias into estimating elasticities for welfare analysis or policy changes. I develop a local … elasticity estimation method that uses nonlinear price schedules to isolate consumers' expenditure choices from selection and …

market, and such a phenomenon is considered as an adverse influence. Nonlinear Granger causality and Bayesian factor analysis … nonlinear relationship between ADR and LD by employing Bayesian factor analysis, which has never been employed in the related … are employed to investigate the nonlinear relationship between ADR and LD. The results indicate the existence of a …

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 …