Smooth transition regression (STR) model.
Exports and Capacity Constraints: A smooth transition regression model for six euro-area countries. CEPS Working Document No. 395/May 2014
... the smooth-transition regression (STR) model thus allows for gradual regime change or for a change when the exact timing of the regime switch is not known with ...error-correction ...
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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
... In the next step we estimate the STR model. If the long-term adjustment process between the two variables is asymmetric, then the Engle-Granger test may have a specification error; therefore, its estimation ...
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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 ...
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Top Management Team Heterogeneity, Shareholding Proportion of the Largest Shareholder and Innovation Performance: A Study Based on a Panel Smooth Transition Regression Model
... panel smooth transition regression model (PSTR) to investigate the nonlinear relationship between top management team (TMT) heterogeneity and corporate innovation performance in listed ...
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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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New vision on the Relationship between Income and Water Withdrawal in Industry Sector
... This paper investigates the relationship between industrial water withdrawal (IWW) and income in selected world countries. The issue is addressed by means of a smooth transition regression ...
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Evidence from Business Strategy of Mutual Fund Managers after the Financial Crisis - Panel Smooth Transition Regression Model
... to evaluate the influence and nonlinear dynamic relationship that asset , management fee and turnover rate have on fund’s performance according to volatility. This study applies Panel Smooth Threshold ...
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Nonlinear impact of inflation on economic growth in South Africa: A smooth transition regression (STR) analysis
... investigating this phenomenon for South Africa have been characterized by two shortcomings. Firstly, some studies have conducted the estimations of inflation thresholds for South Africa using panel data techniques which ...
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Debt and Investment: A Firm Level Evidence
... nonlinear model to analyze the relationship between debt and the real economy ...Panel Smooth Transition Regression (PSTR) model to ex- plore the connection between debt and ...The ...
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The Effects of Fiscal Policy in Great Recession by using Panel Smooth Transition Regression (PSTR): Evidence from Emerging Market
... Panel Smooth Transition Regression (PSTR). This econometric model provides advantage to generate different dynamics depending on the phase of the ...
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Municipal infrastructure spending capacity in South Africa: a panel smooth transition regression (PSTR) approach
... The above studies are important in highlighting various factors affecting subnational government’s capacity to spend; however, they all rely on traditional OLS estimation. As pointed out by Karagianni and Pempetzoglou ...
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Non linear equilibrium correction in US real money balances, 1869 1997
... to model the demand for money in the US during the period ...exponential smooth transition regression with the lagged long-run equilibrium error acting as the transition variable, ...
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Economy, Environment and Government: Study on the Path of Supply Side Reform Forced by the Fog Haze
... (Nonlinear Smooth Transition Structural Vector Auto- regression) model, combining with the relevant data of Shaanxi Province in 2006-2017, and constructs a comprehensive index of haze risk, ...
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The STR/ort mouse model of spontaneous osteoarthritis – an update
... in STR/ort mice might be evident in the endochondral ossi fi cation required for long bone ...with STR/ort mice exhibiting (1) an acceleration in body weight gain and tibia length at sexual maturity (2) ...
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Estimation and inference in unstable nonlinear least squares models
... time-transition model may not lead to the same ...our model is not limited to testing for breaks in smooth transition models, but can be equally applied to other settings such as ...
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Smooth ε-Insensitive Regression by Loss Symmetrization
... three polynomials. It is clear from the figure that the regressor obtained by minimizing the log-loss is very close to the polynomial generating the data, demonstrating the robustness of the log-loss to biased noise. The ...
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Pair Trading in Tehran Stock Exchange based on Smooth Transition GARCH Model
... a smooth transition (ST) autoregressive model to allow for flexibility in model parameters through a smooth transition, which gained popularity via Teräsvirta appear to be the ...
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Contemporaneous threshold smooth transition GARCH models
... threshold smooth transition autoregressive (C-STAR) models in which the mixing (or regime) weights depend on the ex ante probabilities that regime- specific latent variables exceed certain threshold ...
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Mapping snow depth return levels: smooth spatial modeling versus station interpolation
... linear regression models for both the fitted and validation ...the smooth model are quite high compared to those when a GEV is fitted to each station separately (first line of Table ...the ...
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An analysis of the unbiased forward rate hypothesis in developed and emerging economies
... nonlinear model. The paper makes use of the smooth transition error correction model (STECM) to account for long-run relationship and asymmetric adjustment between the two exchange ...