Estimating the transition between two intersecting straight lines
From MaRDI portal
Publication:5630501
DOI10.1093/biomet/58.3.525zbMath0224.62035OpenAlexW2085742009MaRDI QIDQ5630501
Publication date: 1971
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/58.3.525
Related Items (44)
Change point models for cognitive tests using semi-parametric maximum likelihood ⋮ Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets ⋮ Testing the constancy of regression parameters against continuous structural change ⋮ Entropy inference in smooth transition kink regression ⋮ ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS ⋮ Unit roots and double smooth transitions ⋮ Structural change and unit roots ⋮ Testing the adequacy of smooth transition autoregressive models ⋮ Simultaneous confidence band for the difference of segmented linear models ⋮ A gradual switching regression model with a flexible transition path ⋮ A comparison of estimators for regression models with change points ⋮ Discriminating between competing STAR models ⋮ Smooth transition quantile capital asset pricing models with heteroscedasticity ⋮ A consistent on‐line Bayesian procedure for detecting change points ⋮ Estimation of Knots in Linear Spline Models ⋮ Regularized Bayesian estimation of generalized threshold regression models ⋮ A gradual switching regression model with autocorrelated errors ⋮ Forecasting performance of exponential smooth transition autoregressive exchange rate models ⋮ Drift time detection and adjustment procedures for processes subject to linear trend ⋮ Bayesian estimation of the switching regression model with autocorrelated errors ⋮ Structural changes in time series models ⋮ MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL ⋮ Bayesian methods for estimating multi-segment discharge rating curves ⋮ Regression splines for threshold selection with application to a random-effects logistic dose-response model ⋮ Bayesian detection of structural changes ⋮ A Bayesian estimation of macro and micro CES production functions ⋮ A Bayesian test of the product cycle hypothesis applied to Japanese crude steel production ⋮ Bayesian prediction of the number of change points in the piecewise linear model ⋮ Bayesian hierarchical regression on clearance rates in the presence of “lag” and “tail” phases with an application to malaria parasites ⋮ Moment-based estimation of smooth transition regression models with endogenous variables ⋮ Switching Linear Models: A General Approach ⋮ Unnamed Item ⋮ Change-point problems: bibliography and review ⋮ Bayesian detection of a change of scale parameter in sequences of independent gamma random variables ⋮ Estimation and inference for exponential smooth transition nonlinear volatility models ⋮ Bayesian forecasting with changing linear models ⋮ Two-phase nonlinear regression with smooth transition ⋮ On a bayesian approach for the shiftpoint problem ⋮ Bayesian Time Series Analysis of Structural Changes in Level and Trend ⋮ A Bayesian analysis of some threshold switching models ⋮ Comprehensively testing linearity hypothesis using the smooth transition autoregressive model ⋮ Approximate regression models and splines ⋮ Special issue: Long memory and nonlinear time series. Selected papers of a conference, Cardiff, UK, July 9--11, 2000 ⋮ Bayesian analysis of switching regression models
This page was built for publication: Estimating the transition between two intersecting straight lines