Asymptotic theory for regressions with smoothly changing parameters
type: Item
instance of: scholarly article
title: Asymptotic theory for regressions with smoothly changing parameters
zbMATH Open document ID: 1499.62307
author: Eric Hillebrand
author: Marcelo C. Medeiros
author: Junyue Xu
published in: Journal of Time Series Econometrics
publication date: 2018-02-07T00:00:00Z
full work available at URL: asymptotic-theory-for-regressions-with-smoothly-changing-parameters(86ffd5e2-e977-40ac-bdcb-a4ada785af9b).html
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6835811
zbMATH Keywords: regime switching
zbMATH Keywords: smooth transition regression
zbMATH Keywords: asymptotic theory
MaRDI profile type: Publication
OpenAlex ID: W2121914867
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DOI: 10.1515/JTSE-2012-0024
description: scientific article; zbMATH DE number 6835811