Special Issue "Non-Linear Regression Modeling"

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A special issue of Econometrics (ISSN 2225-1146).

Deadline for manuscript submissions: closed (28 November 2014)

Special Issue Editor

Guest Editor
Prof. Dr. Timo Teräsvirta
Department of Economics and Business, Aarhus University, Fuglesangs Allé 4, Building 2628, 8210 Aarhus, Denmark
E-Mail: tterasvirta@creates.au.dk

Special Issue Information

Dear Colleagues,

Regression models that are nonlinear in parameters are widely used in the natural sciences, engineering and economics, among other fields, for phenomena where linear regression does not provide an accurate fit of observational data. The purpose of this special issue is to study methods for building such nonlinear models and to tackle the challenges that arise from characterizing their statistical properties. We welcome papers that deal with the techniques of nonlinear modeling, as well as papers that apply nonlinear regression to topics in economics and related subject areas in the social sciences.

Professor Timo Teräsvirta
Guest Editor

 

Keywords

  • Non-linear least squares
  • Testing linearity
  • Nonlinear modeling and nonlinear model specification
  • Iterative numeric techniques
  • Gauss-Newton method
  • Maximum likelihood estimation
  • Generalized method of moments
  • Semi- and nonparametric estimation

Published Papers

No papers have been published in this special issue yet.

Last update: 13 May 2014

Econometrics EISSN 2225-1146 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert