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Nonlinear Time Series Analysis

Author

Listed:
  • Bruce Mizrach

    () (Rutgers University)

Abstract

This entry for the New Palgrave covers developments in nonlinear time series analysis over the last 25 years.

Suggested Citation

  • Bruce Mizrach, 2006. "Nonlinear Time Series Analysis," Departmental Working Papers 200604, Rutgers University, Department of Economics.
  • Handle: RePEc:rut:rutres:200604
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    File URL: http://www.sas.rutgers.edu/virtual/snde/wp/2006-04.pdf
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    References listed on IDEAS

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    1. Gary S. Becker, 1974. "Crime and Punishment: An Economic Approach," NBER Chapters,in: Essays in the Economics of Crime and Punishment, pages 1-54 National Bureau of Economic Research, Inc.
    2. Borjas, George J, 1985. "Assimilation, Changes in Cohort Quality, and the Earnings of Immigrants," Journal of Labor Economics, University of Chicago Press, vol. 3(4), pages 463-489, October.
    3. Una Okonkwo Osili & Anna L. Paulson, 2004. "Prospects for immigrant-native wealth assimilation: evidence from financial market participation," Working Paper Series WP-04-18, Federal Reserve Bank of Chicago.
    4. Kristin F. Butcher & Anne Morrison Piehl, 2000. "The Role of Deportation in the Incarceration of Immigrants," NBER Chapters,in: Issues in the Economics of Immigration, pages 351-386 National Bureau of Economic Research, Inc.
    5. Darren Lubotsky, 2000. "Chutes or Ladders? A Longitudinal Analysis of Immigrant Earnings," Working Papers 824, Princeton University, Department of Economics, Industrial Relations Section..
    6. Luojia Hu, 1999. "Use of Means-Tested Transfer Programs by Immigrants, Their Children, and Their Children's Children," JCPR Working Papers 71, Northwestern University/University of Chicago Joint Center for Poverty Research.
    7. George J. Borjas, 1994. "The Economics of Immigration," Journal of Economic Literature, American Economic Association, vol. 32(4), pages 1667-1717, December.
    8. Darren Lubotsky, 2007. "Chutes or Ladders? A Longitudinal Analysis of Immigrant Earnings," Journal of Political Economy, University of Chicago Press, vol. 115(5), pages 820-867, October.
    9. Darren Lubotsky, 2000. "Chutes or Ladders? A Longitudinal Analysis of Immigrant Earnings," Working Papers 824, Princeton University, Department of Economics, Industrial Relations Section..
    10. A. D. Roy, 1951. "Some Thoughts On The Distribution Of Earnings," Oxford Economic Papers, Oxford University Press, vol. 3(2), pages 135-146.
    11. Kristin F. Butcher & Anne Morrison Piehl, 1998. "Recent Immigrants: Unexpected Implications for Crime and Incarceration," ILR Review, Cornell University, ILR School, vol. 51(4), pages 654-679, July.
    12. Borjas, George J, 1987. "Self-Selection and the Earnings of Immigrants," American Economic Review, American Economic Association, vol. 77(4), pages 531-553, September.
    13. George J. Borjas, 2003. "The Labor Demand Curve is Downward Sloping: Reexamining the Impact of Immigration on the Labor Market," The Quarterly Journal of Economics, Oxford University Press, vol. 118(4), pages 1335-1374.
    14. repec:fth:prinin:445 is not listed on IDEAS
    15. Borjas, George J., 2002. "Homeownership in the immigrant population," Journal of Urban Economics, Elsevier, vol. 52(3), pages 448-476, November.
    16. Kristin F. Butcher & Anne Morrison Piehl, 1998. "Cross-city evidence on the relationship between immigration and crime," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 17(3), pages 457-493.
    17. repec:pri:rpdevs:lubotsky_chutes_or_ladders.pdf is not listed on IDEAS
    18. Kristin F. Butcher, 1994. "Black Immigrants in the United States: A Comparison with Native Blacks and other Immigrants," ILR Review, Cornell University, ILR School, vol. 47(2), pages 265-284, January.
    19. Gordon H. Hanson, 2007. "Emigration, Labor Supply, and Earnings in Mexico," NBER Chapters,in: Mexican Immigration to the United States, pages 289-328 National Bureau of Economic Research, Inc.
    20. George J. Borjas, 2003. "The Labor Demand Curve is Downward Sloping: Reexamining the Impact of Immigration on the Labor Market," NBER Working Papers 9755, National Bureau of Economic Research, Inc.
    21. Una Okonkwo Osili & Anna L. Paulson, 2004. "Institutional quality and financial market development: evidence from international migrants in the U.S," Working Paper Series WP-04-19, Federal Reserve Bank of Chicago.
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    Citations

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    Cited by:

    1. Hiroshi Ishijima & Masaki Uchida, 2011. "The Regime Switching Portfolios," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 18(2), pages 167-189, May.
    2. Ihle, Rico & von Cramon-Taubadel, Stephan, 2008. "A Comparison of Threshold Cointegration and Markov-Switching Vector Error Correction Models in Price Transmission Analysis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37603, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

    More about this item

    Keywords

    nonlinear; time series; analysis;

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics

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