Non-or semiparametric estimation and lag selection methods are proposed for three seasonal nonlinear autoregressive models of varying seasonal exibility. All procedures are based on either local constant or local linear estimation. For the semipara-metric models, after preliminary estimation of the seasonal parameters, the function estimation and lag selection are the same as nonparametric esti...

Time series and their methods of analysis are important subjects in statistics. Most of time series have a linear behavior and can be modelled by linear ARIMA models. However, some of realized time series have a nonlinear behavior and for modelling them one needs nonlinear models. For this, many good parametric nonlinear models such as bilinear model, exponential autoregressive model, threshold...

Nonor semiparametric estimation and lag selection methods are proposed for three seasonal nonlinear autoregressive models of varying seasonal flexibility+All procedures are based on either local constant or local linear estimation+ For the semiparametric models, after preliminary estimation of the seasonal parameters, the function estimation and lag selection are the same as nonparametric estim...

The paper aims to examine the nonlinear asymmetric relationship among implied volatility indices of Indian stock market, gold, and oil for period from 2nd March 2009 29th October 2021. Nonlinear Autoregressive Distributed Lag (NARDL) model results provide evidence selected variables in short-run long-run. positive negative shocks gold have a significant influence on market. expected has short-t...

The purpose of taxation is to raise revenue pay for public goods. question how tax mix affects the size underground economy one most important issues its application policy. However, empirical evidence on this subject limited and also somewhat ambiguous. Empirically, study specifically aims evaluate effect corporate rate net taxes product shadow growth in Nigeria during period 1996–2020. It emp...

This study examines the causal relationship between international public relations expenditure and its economic returns at the country level. In order to overcome the limitations of previous studies that have attempted to quantify the outcomes of public relations efforts and investments using correlations, this study conducted a more rigorous causality test by measuring the relationship between...