Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model

Derek Bond, Michael J. Harrison, Edward J. O'Brien

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1-13
Journal	Studies in Nonlinear Dynamics and Econometrics
Volume	9
Issue number	3
Publication status	Published (in print/issue) - 2005

Access to Document

@article{e25c3796330a411d96146d561eaa7ebc,

title = "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model",

author = "Derek Bond and Harrison, {Michael J.} and O'Brien, {Edward J.}",

year = "2005",

language = "English",

volume = "9",

pages = "1--13",

journal = "Studies in Nonlinear Dynamics and Econometrics",

issn = "1558-3708",

publisher = "De Gruyter",

number = "3",

}