Abstract T his paper is to convince the usage of the nonlinear unit root tests when dealing with a nonlinear model. To do so, the stationary test for variables in a model titles “Fiscal Reaction Function in Iran” has been applied according to both the ordinary and the Nonlinear Dickey-Fuller (NDF) tests. Results show that while variables under investigation are stationary ...

We consider a nonlinear regression model introduced in Jurečková [2006], where concept of regression rank scores was generalized to nonlinear models. We try to support by simulations the results (asymptotic properties under some regularity conditions) proven in that article and apply them to a set of real data. We test a two sample problem under nuisance nonlinear regression pointing out some d...

Transform-both-sides nonlinear models have proved useful in many experimental applications including those in pharmaceutical sciences and biochemistry. The maximum likelihood method is commonly used to fit transform-both-sides nonlinear models, where the regression and transformation parameters are estimated simultaneously. In this paper, an analysis of variance-based method is described in det...

In this article, we introduce new techniques to solve the nonlinear regression problem and the nonlinear classification problem. Our benchmarks suggest that our method for regression is significantly more effective when compared to classical methods and our method for classification is competitive. Our list of classical methods includes least squares, random forests, decision trees, boosted tre...