Asymptotic theory for regressions with smoothly changing parameters

DOI10.1515/jtse-2012-0024zbMath1499.62307OpenAlexW2121914867MaRDI QIDQ1695562

Junyue Xu, Eric Hillebrand, Marcelo C. Medeiros

Publication date: 7 February 2018

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://pure.au.dk/portal/da/publications/asymptotic-theory-for-regressions-with-smoothly-changing-parameters(86ffd5e2-e977-40ac-bdcb-a4ada785af9b).html

zbMATH Keywords

regime switchingasymptotic theorysmooth transition regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

Related Items (1)

Global hemispheric temperatures and co-shifting: a vector shifting-mean autoregressive analysis

Cites Work

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