Special Issue "Non-Linear Regression Modeling"
A special issue of Econometrics (ISSN 2225-1146).
Deadline for manuscript submissions: closed (28 November 2014)
Prof. Dr. Timo Teräsvirta
Department of Economics and Business, Aarhus University, Fuglesangs Allé 4, Building 2628, 8210 Aarhus, Denmark
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
- 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