Publisher Summary This chapter discusses a survey of nonlinear regression models, with an
emphasis on the theory of estimation and hypothesis testing rather than on computation and …

The article considers the estimation of the parameters of a set of nonlinear regression
equations when the responses are contemporaneously but not serially correlated …

This paper develops an asymptotic theory for a general class of nonlinear non‐stationary
regressions, extending earlier work by Phillips and Hansen (1990) on linear cointegrating …

The need to use estimates from separate studies as regressors often arises. Such
regressors need to be modelled as variables measured with error. We demonstrate the use …

This paper surveys some of the recent developments in nonlinear analysis of economic time
series. The emphasis lies on stochastic models. Various classes of nonlinear models …

This paper extends the classical test for structural change in linear regression models (see
Chow (1960)) to a wide variety of nonlinear models, estimated by a variety of different …

After reading a few articles in the nonlinear econonetric literature one begins to notice that
each discussion follows roughly the same lines as the classical treatment of maximum …

Publisher Summary This chapter discusses that the standard linear regression model has
been an attractive model to use in econometrics. If econometricians can uncover stable …

The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a
unified approach of modern linear and nonlinear econometrics in a concise and intuitive …

The application of nonlinear fixed effects models in econometrics has often been avoided for
two reasons, one methodological, one practical. The methodological question centers on an …