Abstract The recent flattening of the Phillips curve has stimulated new empirical research and theoretical discussions regarding nonlinear nature changes in parameters. objective present paper is twofold: to detect relevant type implied nonlinearity look for some general model capable generating a mimicking one. We find evidence convex US price curve, from 1961 q1 2019 q4, assessed both by piec...

This article considers the problem of model averaging for regression models that can be nonlinear in their parameters and variables. We consider a (NMA) framework propose weight-choosing criterion, information criterion (NIC). show up to constant, NIC is an asymptotically unbiased estimator risk function under settings with some mild assumptions. also prove optimality convergence weights. Monte...

Almost all of the current nonparametric regression methods such as smoothing splines, generalized additive models and varying coefficients models assume a linear relationship when nonparametric functions are regarded as parameters. In this article, we propose a general class of nonlinear nonparametric models that allow nonparametric functions to act nonlinearly. They arise in many fields as eit...