Tree-structured smooth transition models

Detalhes bibliográficos
Autor(a) principal: Medeiros, Marcelo C.
Data de Publicação: 2005
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/12584
Resumo: 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.
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spelling Medeiros, Marcelo C.Escolas::EPGEFGV2014-11-25T10:51:17Z2014-11-25T10:51:17Z2005-11-03http://hdl.handle.net/10438/12584The 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.engEscola de Pós-Graduação em Economia da FGVSeminários de pesquisa econômica da EPGETodo 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 cabíveisinfo:eu-repo/semantics/openAccessRegression-treesSmooth transitionsNonlinear modelsTime seriesRegressionModeling cycleSemi-parametric modelsEconomiaAnálise de regressãoTree-structured smooth transition modelsinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlereponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINAL1993.pdf1993.pdfapplication/pdf202690https://repositorio.fgv.br/bitstreams/e7d9dc06-6e33-49c5-8302-8dba459bc755/download6e372959079204dab84d0fe3129274f5MD51LICENSElicense.txtlicense.txttext/plain; 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dc.title.eng.fl_str_mv Tree-structured smooth transition models
title Tree-structured smooth transition models
spellingShingle Tree-structured smooth transition models
Medeiros, Marcelo C.
Regression-trees
Smooth transitions
Nonlinear models
Time series
Regression
Modeling cycle
Semi-parametric models
Economia
Análise de regressão
title_short Tree-structured smooth transition models
title_full Tree-structured smooth transition models
title_fullStr Tree-structured smooth transition models
title_full_unstemmed Tree-structured smooth transition models
title_sort Tree-structured smooth transition models
author Medeiros, Marcelo C.
author_facet Medeiros, Marcelo C.
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.affiliation.none.fl_str_mv FGV
dc.contributor.author.fl_str_mv Medeiros, Marcelo C.
dc.subject.eng.fl_str_mv Regression-trees
Smooth transitions
Nonlinear models
Time series
Regression
Modeling cycle
Semi-parametric models
topic Regression-trees
Smooth transitions
Nonlinear models
Time series
Regression
Modeling cycle
Semi-parametric models
Economia
Análise de regressão
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Análise de regressão
description 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.
publishDate 2005
dc.date.issued.fl_str_mv 2005-11-03
dc.date.accessioned.fl_str_mv 2014-11-25T10:51:17Z
dc.date.available.fl_str_mv 2014-11-25T10:51:17Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/12584
url http://hdl.handle.net/10438/12584
dc.language.iso.fl_str_mv eng
language eng
dc.relation.ispartofseries.por.fl_str_mv Seminários de pesquisa econômica da EPGE
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.publisher.none.fl_str_mv Escola de Pós-Graduação em Economia da FGV
publisher.none.fl_str_mv Escola de Pós-Graduação em Economia da FGV
dc.source.none.fl_str_mv reponame:Repositório Institucional do FGV (FGV Repositório Digital)
instname:Fundação Getulio Vargas (FGV)
instacron:FGV
instname_str Fundação Getulio Vargas (FGV)
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institution FGV
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collection Repositório Institucional do FGV (FGV Repositório Digital)
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