Panel Smooth Transition Regression (PSTR) Model
Top Management Team Heterogeneity, Shareholding Proportion of the Largest Shareholder and Innovation Performance: A Study Based on a Panel Smooth Transition Regression Model
... a panel smooth transition regression model (PSTR) to investigate the nonlinear relationship between top management team (TMT) heterogeneity and corporate innovation performance ...
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The Non Linear Relationship between Electricity Consumption and Temperature in Taiwan: An Application for STR (Smooth Transition Regression) Model
... a panel smooth transition regression (PSTR) model to describe the relationship between electricity demand and tem- perature in those countries and find threshold temperatures for ...
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Debt and Investment: A Firm Level Evidence
... nonlinear model to analyze the relationship between debt and the real economy ...nonlinear Panel Smooth Transition Regression (PSTR) model to ex- plore the connection ...
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Evidence from Business Strategy of Mutual Fund Managers after the Financial Crisis - Panel Smooth Transition Regression Model
... of PSTR models. The transition function is logistic specification (m=1 with two regimes), C is location parameters, in the region, the value are ...The transition function is logistic ...
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The growth effect of trade openness on African countries: evidence from using an Instrumental Variable Panel Smooth Transition Model
... non-dynamic Panel Smooth Transition Regression (PSTR) model developed by Gonzalez et ...the PSTR model proposed by Gonzalez et ...the PSTR model, the ...
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The Effects of Fiscal Policy in Great Recession by using Panel Smooth Transition Regression (PSTR): Evidence from Emerging Market
... the model of Markov Switch to varied probability (MSTVP), showed that public spending in France have a stronger impact during ...using panel data on OECD countries and non-OECD covering the period 1981-2007 ...
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Municipal infrastructure spending capacity in South Africa: a panel smooth transition regression (PSTR) approach
... a Panel Corrected Standard Errors regression model, Mathew and Moore (2011) analyse the determinants of capacity to spend transfers from central government, the Centrally Sponsored Schemes, by the ...
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Investigating the Asymmetric Effects of Banking Sector Development and Stock Market Development on Economic Growth in Iran Using Smooth Transition Regression (STR) Model
... the PSTR (Panel Smooth Transition Regression) technique is applied to a panel- data set for 16 middle income countries (including Iran) during the period ...
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Inflation Effects on Finance Growth Link: A Panel Smooth Transition Approach
... Smooth transition regression model is a non-linear time series model that can be considered as a more developed species of regression models with varying coefficients that has ...
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Health care expenditure and GDP: An international panel smooth transition approach
... As can be seen, the income elasticity of health care spending is below unity for all the countries of the sample whatever the model considered. This result contrasts with that found in previous studies: here, ...
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Exports and Capacity Constraints: A smooth transition regression model for six euro-area countries. CEPS Working Document No. 395/May 2014
... a panel of French ...the transition variable and is not as strong as it is for other countries; we find an elasticity of around ...LSTR model; this could also be due to the fact that non-linearity is ...
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Nonlinear impact of inflation on economic growth in South Africa: A smooth transition regression (STR) analysis
... a panel of developing and developed ...empirical model is that observed data of inflation, economic growth and other growth determinants can be segregated into two regimes; one regime capturing the dynamics ...
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TREND ANALYSIS OF TUBERCULOSIS CASES AND THE EFFECT OF HIV CASES ON TUBERCULOSIS CASES IN SOME WEST AFRICAN COUNTRIES USING PANEL POISSON AND NEGATIVE BINOMIAL REGRESSION MODELS
... binomial panel regression model with fixed effects from the analysis also show that there is a positive trend in TB cases in West African countries (Time = ...
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New vision on the Relationship between Income and Water Withdrawal in Industry Sector
... In this paper, STR model based on cross section data was used to estimate the relationship between IWW and in- come for 132 countries throughout the world. It does seem that it is an inverse U-shaped curve for ...
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What Explains The Equity Risk Premium In ASEAN Countries?
... through panel pooled regression and found out that among the four variables, only inflation and stocks traded turnover ratio can significantly affect ...method, panel VECM also suggests relevant ...
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Nonlinear Smooth Transition Autoregressive (STAR)–type modelling and forecasting on Malaysia Airlines (MAS) stock returns
... LSTAR model to get the final conclusion for the ARCH effect in the ...where panel (a) illustrates the ...(3,2) model is adequate for the MAS stock return data since the model has zero mean, ...
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A generalized panel data switching regression model
... above panel data models, as well as their generalizations that followed later [see Semykina and Wooldridge (2010) and the references therein], largely focus on binary sample ...
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Testing for smooth transition nonlinearity in adjustments of cointegrating systems
... ML estimation of STVECMs is non-standard due to the presence of cointegrating vector within the transition function and due to a well-documented problem with estimation of the transition parameters , see ...
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Online Full Text
... The smooth-transition model states that two relations are conceptual neighbors if there is a smooth-transition from one relation to the ...a smooth- -transition as an ...
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Monetary Policy Impact on Stock Return: Evidence from Growing Stock Markets
... Using a random effect model for the panel regression coupled with a panel vector error correction model to study the short term and long term relationship between the variables, the find[r] ...
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