Recent Advances in Estimating Nonlinear Models

1. Stock Return and Inflation: An Analysis Based on the State-Space Framework
Jared Levant, Jun Ma, Mark E. Wohar

2. Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets
Kihwan Kim, Norman Rasmus Swanson

3. Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
Tae-Hwy Lee, Zhou Xi, Ru Zhang

4. On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability
Paul M. Jones, Walter Enders

5. Testing for a Markov-Switching Mean in Serially Correlated Data
James Morley, Zohra Rabah

6. Nonlinear Time Series Models and Model Selection
Yamin Ahmad, Ming Chien Lo

7. Nonstationarities and Markov Switching Models
Marcelle Chauvet, Yanpin Su

8. Has Wealth Effect Changed Over Time? Evidence from Four Industrial Countries
Vipul Bhatt, N. Kundan Kishor

9. A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models
Hendrik Kaufmann, Robinson Kruse, Philipp Sibbertsen

10. Small Area Estimation with Correctly Specified Linking Models
P. A. V. B. Swamy, J. S. Mehta, G. S. Tavlas, S. G. Hall

11. Forecasting Stock Returns: Does Switching Between Models Help?
David G. McMillan

12. The Global Joint Distribution of Income and Health
Ximing Wu, Andreas Savvides, Thanasis Stengos

13. The Non-linear and Linear Impact of Investor Sentiment on Stock Returns: An Empirical Analysis of the US Market
Bartosz Gebka

Nyckelord: Economics/Management Science, Econometrics, Statistics for Business/Economics/Mathematical Finance/Insurance, Financial Economics