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Nonlinear time series models, especially those with regime-switching and/or conditionally heteroskedastic errors, have become increasingly popular in the economics and finance literature. However, much of the research has concentrated on the empirical applications of various models, with little theoretical or statistical analysis associated with the structure of the processes or the associated asymptotic...
Ecological patents have been increasing steadily over time. This paper analyses trends and volatility in ecological patents in the USA from 1975 to 1997. Germany contributed more than 10% of the total US ecological patents, and is by far the strongest foreign performer. This paper estimates a set of novel regime-switching models to investigate the time-varying nature of the conditional mean, as well...
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