Smooth-Transition
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 been introduced by Bacon and ...
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Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand
... a smooth structural change over time is ...is smooth over time and (2) that it is potentially ...on smooth transition regressions by Terasvirta ...
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Government size and economic growth in Greece: A smooth transition approach
... This paper tries to verify the existence of the Armey curve, which states that there is an inverted U-shaped relationship between the government size and the economic growth. To that end, we use annual data over ...
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Health care expenditure and GDP: An international panel smooth transition approach
... specification. Smooth transition regression models are straightforward to deal with cross-country heterogeneity and time instability of the elasticities by allowing coefficients to vary across individuals ...
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Forecasting ENSO with a smooth transition autoregressive model
... STAR modelling framework is that it it allows for non-discrete switching points between the extreme regimes, resulting in a potentially smooth transition between them. Since its introduction, the STAR ...
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Contemporaneous threshold smooth transition GARCH models
... contemporaneous-threshold smooth transition GARCH (or C-STGARCH) model for dynamic conditional ...contemporaneous smooth transition threshold autoregressive model of Dueker et ...its ...
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Smooth transitions, asymmetric adjustment and unit roots
... On the other hand, nonlinearities can be present in the series as an asymmetric speed of mean reversion, i.e. the autoregressive parameter varies depending upon values of a variable. This nonlinear behaviour implies that ...
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Testing for smooth transition nonlinearity in adjustments of cointegrating systems
... across the variables are present, selecting the correct type of nonlinearity more than 90% of times. The exponential adjustment is correctly selected in at least 80% of cases, where the selection frequency decreases with ...
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Smooth transitions, asymmetric adjustment and unit roots
... exponential smooth transition autoregression (ESTAR) function for the autoregressive parameter, whereas structural changes are approximated by a smooth transition in the deterministic ...
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Au Gratings Fabricated by Interference Lithography for Experimental Study of Localized and Propagating Surface Plasmons
... a smooth transition in the optical response of these gratings from propagating surface plasmon modes to localized plasmon resonances with increasing of the modulation depth of the gratings and/or slit width ...
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Non linear equilibrium correction in US real money balances, 1869 1997
... exponential smooth transition regression with the lagged long-run equilibrium error acting as the transition variable, implying faster adjustment towards equilibrium the greater the absolute size of ...
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Estimating Money Demand Function by a Smooth Transition Regression Model: An Evidence for Turkey
... the transition variable in ...a transition variable for a small-open economy, Turkey by using the monthly data spanning from January, 1990 to May, ...the Smooth Transition Regression (STR) ...
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The Non Linear Relationship between Electricity Consumption and Temperature in Taiwan: An Application for STR (Smooth Transition Regression) Model
... panel smooth transition regression (PSTR) model to describe the relationship between electricity demand and tem- perature in those countries and find threshold temperatures for those ...
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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
... The results for France (Figure 4) do not correspond with our theoretical priors but with the results by Berman et al. (2011), who found that exports and domestic sales are not substitutive but complementary for a panel ...
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Estimation and inference in unstable nonlinear least squares models
... In practice, researchers often argue that it can be difficult to discriminate between misspecification due to parameter instability or neglected nonlinearity. It is therefore desirable to develop a framework that allows ...
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Management practices to support donor transition: lessons from Avahan, the India AIDS Initiative
... of transition, country ownership and sustainability can be confusing, and are not explained in a consistent fashion in the ...program. Transition is the process through which greater country ownership and ...
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What is the Shape of Real Exchange Rate Nonlinearity?
... the smooth transition autoregressive (STAR) model and the newly proposed skewed generalized error (SGE) transition ...this transition function is that is nests popularly used transition ...
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H19, a marker of developmental transition, is reexpressed in human atherosclerotic plaques and is regulated by the insulin family of growth factors in cultured rabbit smooth muscle cells
... cultured smooth mus- cle cells to identify H19 regulatory ...and smooth muscles correlated with specific differentiation events in these ...inner smooth muscle layers adjacent to the ...• ...
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Influence of boundary layer transition on the trajectory optimisation of a reusable launch vehicle
... layer transition represents one of the highest technical risks when designing a Reusable Launch ...as transition is ...layer transition on its surface, especially when optimis- ing the reentry ...
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On Development of Fuzzy Controller: The Case of Gaussian and Triangular Membership Functions
... The key elements in human thinking are not numbers, but labels of Fuzzy sets, viz: classes of objects in which the transition from membership to non-membership is gradual rather than abrupt (Zadeh [1]). Fuzzy ...
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