Estimation and inference in unstable NLS models

Keyphrases

• Nonlinearity 100%
• NLS Model 100%
• Econometrics 50%
• Parameter Estimation 50%
• Macroeconomic Variables 50%
• Limit Calculation 50%
• Inference Methods 50%
• Smooth Transition Models 50%
• Nonlinear Least Squares 50%
• Central Limits 50%
• Linearity Test 50%
• Financial Variables 50%
• Instability Test 50%
• Nonlinear Process 50%
• Piecewise Linearity 50%

Mathematics

• Nonlinearity 100%
• Parameter Estimate 50%
• Least Square 50%
• Linear Models 50%
• Inference Method 50%

Economics, Econometrics and Finance

• Nonlinearity 100%
• Macroeconomics 50%