Non‐stationary regression with logistic transition

DOI10.1111/J.1368-423X.2012.00371.XOpenAlexW2115902873MaRDI QIDQ5093186

Bibo Jiang, Joon Y. Park, Yoosoon Chang

Publication date: 26 July 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2012.00371.x

zbMATH Keywords

logistic regressionintegrated time seriessmooth transitionfunctional coefficientsnon-linear least squaresnon-stationary non-linear asymptotics

Mathematics Subject Classification ID

Statistics (62-XX)

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