نتایج جستجو برای: panel smooth transition regression pstr model
تعداد نتایج: 2686373 فیلتر نتایج به سال:
In the context of climate change and high-quality economic growth, penetration green innovation is crucial for attaining sustainable development. However, growth carbon emissions nexus has not been fully investigated from perspective. Using as transition variable, this research employs panel smooth regression model to examine influence on in 30 Chinese provinces over period 2000–2019. The empir...
In a structural time series regression model, binary variables have been used to quantify qualitative or categorical quantitative events such as politic and economic structural breaks, regions, age groups and etc. The use of the binary dummy variables is not reasonable because the effect of an event decreases (increases) gradually over time not at once. The simple and basic idea in this paper i...
Multivariate smooth transition AR model with aggregation operators and application to exchange rates
An overview of multivariate modelling based on logistic and exponential smooth transition models with transition variable generated by aggregation operators and orders of auto and exogenous regression selected by information criterion separately for each regime is given. Model specification procedure is demonstrated on trivariate exchange rates time series. The application results show satisfac...
We study the Cauchy problem for Euler-Poisson-Darboux equation, with a power nonlinearity:utt−uxx+μtut=tα|u|p,t>t0,x∈R, where μ>0, p>1 and α>−2. Here either t0=0 (singular problem) or t0>0 (regular problem). show that this model may be interpreted as semilinear wave equation borderline dissipation: existence of global small data solutions depends not only on p, but also parameter μ. Global weak...
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
PURPOSE We characterized the morphologic and functional changes in optic nerve crushed mice and evaluated electroretinogram (ERG) responses as tools to monitor retinal ganglion cell (RGC) dysfunction. METHODS We performed optic nerve crush (ONC) unilaterally in adult BALB/cJ mice. The neuronal loss in the RGC layer (GCL) and superior colliculus (SC) was determined by Nissl staining. Retinal t...
This paper uses STR (Smooth Transition Regression) model to study the nonlinear relation between CPI in China and international oil price. The results show that the change of CPI in current period has a positive effect to the next period, and the non-linear effect of international oil price almost completely reveals the changing characteristics of CPI.
We establish minimax optimal rates of convergence for estimation in a high dimensional additive model assuming that it is approximately sparse. Our results reveal an interesting phase transition behavior universal to this class of high dimensional problems. In the sparse regime when the components are sufficiently smooth or the dimensionality is sufficiently large, the optimal rates are identic...
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