Tree-structured smooth transition models
Autor(a) principal: | |
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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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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 |
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