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Exploring nonlinearity with random field regression

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Author Info
Derek Bond (University of Ulster)
Michael J Harrison (University College Dublin)
Edward J O’Brien (European Central Bank)

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Abstract

Random 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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File URL: http://www.ucd.ie/economics/research/papers/2007/WP07.17.pdf
File Format: application/pdf
File Function: First version, 2007
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Publisher Info
Paper provided by School Of Economics, University College Dublin in its series Working Papers with number 200717.

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Length: 12 pages
Date of creation: 19 Nov 2007
Date of revision:
Handle: RePEc:ucn:wpaper:200717

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