نتایج جستجو برای: panel smooth threshold regression model

تعداد نتایج: 2574938  

ژورنال: پژوهش های ریاضی 2022

Wavelet analysis is one of the useful techniques in mathematics which is used much in statistics science recently. In this paper, in addition to introduce the wavelet transformation, the wavelet threshold estimation of semiparametric regression model with correlated errors with having Gaussian distribution is determined and the convergence ratio of estimator computed. To evaluate the wavelet th...

Journal: :Risks 2023

This paper investigates the impact of financial inclusion on sustainable firm growth in Northern African countries (Egypt, Morocco, and Tunisia) during period 2007–2020. To this end, study employs a dynamic panel threshold regression (DPTR) model. model is panel-data that can capture different behaviors data, depending variable. The main results showed existence effect. means when low (high), l...

Journal: :The Annals of Statistics 1999

Journal: :Cogent economics & finance 2023

The study’s main objective was to evaluate the link between anti-money laundering (AML) regulations and financial sector development (FSD) in Africa test nonlinearities AML regulations-FSD nexus. Panel data of 51 African countries from World Bank’s indicators, IMF, Basel Institute on Governance over period 2012 2019 were used. study employs two-step system GMM dynamic panel threshold regression...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس - دانشکده علوم انسانی 1389

rivers and runoff have always been of interest to human beings. in order to make use of the proper water resources, human societies, industrial and agricultural centers, etc. have usually been established near rivers. as the time goes on, these societies developed, and therefore water resources were extracted more and more. consequently, conditions of water quality of the rivers experienced rap...

2003
Birgit Strikholm Timo Teräsvirta

In this paper we propose a method for determining the number of regimes in threshold autoregressive models using smooth transition autoregression as a tool. As the smooth transition model is just an approximation to the threshold autoregressive one, no asymptotic properties are claimed for the proposed method. Tests available for testing the adequacy of a smooth transition autoregressive model ...

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