Exploring nonlinearity with random field regression
Derek Bond (),
Michael J. Harrison and
Applied Economics Letters, 2010, vol. 17, issue 2, 121-124
Random field regression models provide an extremely flexible way to investigate nonlinearity in economic data. This article 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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Working Paper: Exploring nonlinearity with random field regression (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:17:y:2010:i:2:p:121-124
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