نتایج جستجو برای: panel smooth transition regression pstr model

تعداد نتایج: 2686373  

ژورنال: پژوهش های ریاضی 2017
Mohammadzadeh , M, Sasani , S,

To investigate the spatial error correlation in panel regression models, various statistical hypothesizes and testings have been proposed. This paper, within introduction to spatial panel data regression model, existence of spatial error correlation and random effects is investigated by a joint Lagrange Multiplier test, which simultaneously tests their existence. For this purpose, joint Lagrang...

Journal: :Computational Statistics & Data Analysis 2008
Joel Corrêa da Rosa Alvaro Veiga Marcelo C. Medeiros

This paper introduces a tree-based model that combines aspects of CART (Classification and Regression Trees) and STR (Smooth Transition Regression). The model is called the Smooth Transition Regression Tree (STR-Tree). The main idea relies on specifying a parametric nonlinear model through a tree-growing procedure. The resulting model can be analyzed as a smooth transition regression with multi...

Journal: :Communications for Statistical Applications and Methods 2014

Journal: :Applied Economics and Finance 2023

This paper analyzes the effects of trade openness on economic growth in a panel thirty developed and developing countries. The fixed model was estimated using PSTR technique data covering period 1980-2019. results show that relationship between is non-linear, external depend thresholds national income per capita. Below threshold 35 118 USD capita, has no significant effect growth. Above this th...

This study investigates the impacts on government spending and its financing resources including tax revenues, oil revenues and government debts on GDP in Iran during 1350 to 1387 period. For this regards, Smooth Transition Regression (STR) model has been employed. The results show that, there is a significant nonlinear relationship among government spending and its financing resources and GDP ...

Journal: :E3S web of conferences 2021

Based on the panel data of 35 OECD countries from 2001 to 2019, this paper empirically analyzes nonlinear effect exchange rate economic growth through PSTR model. The results show that appreciation has a certain role in promoting growth. When value local currency is high, stronger growth; when low, weaker Further research shows development export trade strong positive impact growth, while inflo...

Regarding to the importance of the relationship between macroeconomic instability and exchange rate pass-through, present study by using EGARCH and smooth transition regression (STR) model has examined the nonlinear effect of macroeconomic instability on the exchange rate pass-through of Iran during the period 1963-2010. For this, firstly the macroeconomic instability index has been estimated u...

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