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Exploring nonlinearity with random field regression
Applied Economic Letters (2010)
  • Derek Bond, University of Ulster
  • Michael J Harrison, University College Dublin
  • Edward J O'Brien
Random field regression models provide an extremely flexible way to investigate nonlinearity in economic data. This article introduces a new approach to interpreting such models, which may allow for improved inference about the possible parametric specification of nonlinearity.
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Derek Bond, Michael J Harrison and Edward J O'Brien. "Exploring nonlinearity with random field regression" Applied Economic Letters Vol. 17 Iss. 2 (2010)
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