| dc.contributor | Escolas::EPGE | |
| dc.contributor | FGV | |
| dc.creator | Medeiros, Marcelo C. | |
| dc.date.accessioned | 2014-11-25T10:51:17Z | |
| dc.date.accessioned | 2022-11-03T20:30:56Z | |
| dc.date.available | 2014-11-25T10:51:17Z | |
| dc.date.available | 2022-11-03T20:30:56Z | |
| dc.date.created | 2014-11-25T10:51:17Z | |
| dc.date.issued | 2005-11-03 | |
| dc.identifier | http://hdl.handle.net/10438/12584 | |
| dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/5039865 | |
| dc.description.abstract | The goal of this paper is to introduce a class of tree-structured models that combines aspects of regression trees and smooth transition regression models. The model is called the Smooth Transition Regression Tree (STR-Tree). The main idea relies on specifying a multiple-regime parametric model through a tree-growing procedure with smooth transitions among different regimes. Decisions about splits are entirely based on a sequence of Lagrange Multiplier (LM) tests of hypotheses. | |
| dc.language | eng | |
| dc.publisher | Escola de Pós-Graduação em Economia da FGV | |
| dc.relation | Seminários de pesquisa econômica da EPGE | |
| dc.rights | Todo cuidado foi dispensado para respeitar os direitos autorais deste trabalho. Entretanto, caso esta obra aqui depositada seja protegida por direitos autorais externos a esta instituição, contamos com a compreensão do autor e solicitamos que o mesmo faça contato através do Fale Conosco para que possamos tomar as providências cabíveis | |
| dc.subject | Regression-trees | |
| dc.subject | Smooth transitions | |
| dc.subject | Nonlinear models | |
| dc.subject | Time series | |
| dc.subject | Regression | |
| dc.subject | Modeling cycle | |
| dc.subject | Semi-parametric models | |
| dc.title | Tree-structured smooth transition models | |
| dc.type | Working Paper | |
