Estimating the transition between two intersecting straight lines
From MaRDI portal
Cited in
(56)- Estimation and inference for exponential smooth transition nonlinear volatility models
- A Bayesian analysis of some threshold switching models
- Bayesian analysis of switching regression models
- Testing the adequacy of smooth transition autoregressive models
- Bayesian estimation of the switching regression model with autocorrelated errors
- Structural changes in time series models
- 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
- Testing the constancy of regression parameters against continuous structural change
- Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets
- A gradual switching regression model with a flexible transition path
- Bayesian methods for estimating multi-segment discharge rating curves
- Bayesian detection of a change of scale parameter in sequences of independent gamma random variables
- Special issue: Long memory and nonlinear time series. Selected papers of a conference, Cardiff, UK, July 9--11, 2000
- Structural change and unit roots
- A comparison of estimators for regression models with change points
- Discriminating between competing STAR models
- Smooth transition quantile capital asset pricing models with heteroscedasticity
- Change-point problems: bibliography and review
- Change point models for cognitive tests using semi-parametric maximum likelihood
- Forecasting performance of exponential smooth transition autoregressive exchange rate models
- Bayesian hierarchical regression on clearance rates in the presence of ``lag and ``tail phases with an application to malaria parasites
- Bayesian time series analysis of structural changes in level and trend
- On a bayesian approach for the shiftpoint problem
- Drift time detection and adjustment procedures for processes subject to linear trend
- MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL
- Bayesian prediction of the number of change points in the piecewise linear model
- Bayesian forecasting with changing linear models
- Approximate regression models and splines
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
- Two-phase nonlinear regression with smooth transition
- Entropy inference in smooth transition kink regression
- Unit roots and double smooth transitions
- Applications of regime-switching models based on aggregation operators
- Switching Linear Models: A General Approach
- Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
- Simultaneous confidence band for the difference of segmented linear models
- A consistent on‐line Bayesian procedure for detecting change points
- Estimation of Knots in Linear Spline Models
- Using the softplus function to construct alternative link functions in generalized linear models and beyond
- A hypothesis testing procedure for random changepoint mixed models
- A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity
- Methods for generalized change-point models: with applications to human immunodeficiency virus surveillance and diabetes data
- Nonlinear mixed-effects modeling of longitudinal count data: Bayesian inference about median counts based on the marginal zero-inflated discrete Weibull distribution
- Does a meta-combining method lead to more accurate forecasts in the decision-making process?
- Tractable Bayesian estimation of smooth transition vector autoregressive models
- Segmented Bent-Cable regression model for changepoint data analysis
- An adaptive dose-finding method using a change-point model for molecularly targeted agents in phase I trials
- Bivariate random change point models for longitudinal outcomes
- Modelling time to maximum competency in medical student progress tests
- Threshold detection under a semiparametric regression model
- Moment-based estimation of smooth transition regression models with endogenous variables
- Regularized Bayesian estimation of generalized threshold regression models
- A gradual switching regression model with autocorrelated errors
- Regression splines for threshold selection with application to a random-effects logistic dose-response model
This page was built for publication: Estimating the transition between two intersecting straight lines
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5630501)
