Exploring nonlinearity with random field regression
نویسندگان
چکیده
Random field regression models provide an extremely flexible way to investigate nonlinearity in economic data. This paper introduces a new approach to interpreting such models, which may allow for improved inference about the possible parametric specification of nonlinearity. This paper is forthcoming in Applied Economics Letters. Corresponding author. Email: [email protected]. The views expressed in this paper do not necessarily reflect those of the European Central Bank or its members.
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تاریخ انتشار 2007