Matches in SemOpenAlex for { <https://semopenalex.org/work/W1578889236> ?p ?o ?g. }
Showing items 1 to 78 of
78
with 100 items per page.
- W1578889236 abstract "We propose a new and simple parametrization of the so-called speed of transition parameter of the logistic smooth transition autoregressive (LSTAR) model. The new parametrization highlights that a consequence of the well-known identification problem of the speed of transition parameter is that the threshold autoregression (TAR) is a limiting case of the LSTAR process. We demonstrate how this fact impedes numerical optimization of the original parametrization, whereas this is not the case for the new parametrization. Next, we show that information criteria provide a tool to choose between an LSTAR model and a TAR model; a choice previously basedsolely on economic theory. Reestimation of two published applications illustrate the usefulness of our findings." @default.
- W1578889236 created "2016-06-24" @default.
- W1578889236 creator A5004770679 @default.
- W1578889236 creator A5052952582 @default.
- W1578889236 date "2013-01-01" @default.
- W1578889236 modified "2023-10-02" @default.
- W1578889236 title "Parameter Identification in the Logistic STAR Model" @default.
- W1578889236 cites W1500470240 @default.
- W1578889236 cites W1511805578 @default.
- W1578889236 cites W1988789713 @default.
- W1578889236 cites W2018389776 @default.
- W1578889236 cites W2032575170 @default.
- W1578889236 cites W2078432169 @default.
- W1578889236 cites W2085742009 @default.
- W1578889236 cites W2096734231 @default.
- W1578889236 cites W2100084310 @default.
- W1578889236 cites W2118234389 @default.
- W1578889236 cites W2121077548 @default.
- W1578889236 cites W2121490355 @default.
- W1578889236 cites W2121914867 @default.
- W1578889236 cites W2130497590 @default.
- W1578889236 cites W2131940376 @default.
- W1578889236 cites W2138226879 @default.
- W1578889236 cites W2146987211 @default.
- W1578889236 cites W2151747877 @default.
- W1578889236 cites W2168175751 @default.
- W1578889236 cites W2792664943 @default.
- W1578889236 doi "https://doi.org/10.2139/ssrn.2330263" @default.
- W1578889236 hasPublicationYear "2013" @default.
- W1578889236 type Work @default.
- W1578889236 sameAs 1578889236 @default.
- W1578889236 citedByCount "4" @default.
- W1578889236 countsByYear W15788892362015 @default.
- W1578889236 countsByYear W15788892362017 @default.
- W1578889236 countsByYear W15788892362023 @default.
- W1578889236 crossrefType "journal-article" @default.
- W1578889236 hasAuthorship W1578889236A5004770679 @default.
- W1578889236 hasAuthorship W1578889236A5052952582 @default.
- W1578889236 hasBestOaLocation W15788892362 @default.
- W1578889236 hasConcept C105795698 @default.
- W1578889236 hasConcept C116834253 @default.
- W1578889236 hasConcept C134306372 @default.
- W1578889236 hasConcept C149782125 @default.
- W1578889236 hasConcept C151956035 @default.
- W1578889236 hasConcept C2780897414 @default.
- W1578889236 hasConcept C33923547 @default.
- W1578889236 hasConcept C41008148 @default.
- W1578889236 hasConcept C59822182 @default.
- W1578889236 hasConcept C86803240 @default.
- W1578889236 hasConceptScore W1578889236C105795698 @default.
- W1578889236 hasConceptScore W1578889236C116834253 @default.
- W1578889236 hasConceptScore W1578889236C134306372 @default.
- W1578889236 hasConceptScore W1578889236C149782125 @default.
- W1578889236 hasConceptScore W1578889236C151956035 @default.
- W1578889236 hasConceptScore W1578889236C2780897414 @default.
- W1578889236 hasConceptScore W1578889236C33923547 @default.
- W1578889236 hasConceptScore W1578889236C41008148 @default.
- W1578889236 hasConceptScore W1578889236C59822182 @default.
- W1578889236 hasConceptScore W1578889236C86803240 @default.
- W1578889236 hasLocation W15788892361 @default.
- W1578889236 hasLocation W15788892362 @default.
- W1578889236 hasLocation W15788892363 @default.
- W1578889236 hasOpenAccess W1578889236 @default.
- W1578889236 hasPrimaryLocation W15788892361 @default.
- W1578889236 hasRelatedWork W2037668591 @default.
- W1578889236 hasRelatedWork W2119158312 @default.
- W1578889236 hasRelatedWork W2347937125 @default.
- W1578889236 hasRelatedWork W2552050053 @default.
- W1578889236 hasRelatedWork W3025036157 @default.
- W1578889236 hasRelatedWork W4248817909 @default.
- W1578889236 hasRelatedWork W4308786984 @default.
- W1578889236 hasRelatedWork W4367048510 @default.
- W1578889236 hasRelatedWork W4385396693 @default.
- W1578889236 hasRelatedWork W1660165136 @default.
- W1578889236 isParatext "false" @default.
- W1578889236 isRetracted "false" @default.
- W1578889236 magId "1578889236" @default.
- W1578889236 workType "article" @default.