Exploring nonlinearity with random field regression
AbstractRandom field regression models provide an extremely flexible way to investigate nonlinearity in economic data. This paper introduces a new approach to interpreting such models, which may allow for improved inference about the possible parametric specification of nonlinearity.
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Bibliographic InfoPaper provided by School Of Economics, University College Dublin in its series Working Papers with number 200717.
Length: 12 pages
Date of creation: 19 Nov 2007
Date of revision:
Other versions of this item:
- Derek Bond & Michael Harrison & Edward O'Brien, 2010. "Exploring nonlinearity with random field regression," Applied Economics Letters, Taylor & Francis Journals, vol. 17(2), pages 121-124.
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