The Econometrics of Structural Change: With Special Emphasis on Spline Functions
An introduction to models of structural change; Linear splines; Cubic splines; Bilineart splines; Cobb-Douglas splines; Splines lags: why the almon lag has gone to pieces; A survey of estimation techniques for models with unknown points of structural change; The use of splines in multiple regression; Spline loss functions.
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An Introduction to Models of Structural Change
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Almon lag Amemiya analysis approximation assumed asymmetrical asymptotic bilinear Chapter Cobb-Douglas continuous control variable corresponding cost cubic spline lag defined dependent variable derivative desired level discussed distributed lag Empirical Application end conditions equation example expansion path expected loss F-ratio Feder formulation given grid line Hence implies income input interior knots isoquants jump discontinuities knot locations lag length lag weights least squares estimators likelihood function linear spline matrix maximum likelihood estimators mesh minimization natural cubic spline negative income tax normally distributed observations optimal parameters periodic cubic spline piecewise Poirier posterior distribution prediction interval prior problem production function profit rates quadratic spline loss rectangle regime regressor respect returns to scale SA(x sample segmented regression segments slope spline functions spline loss function spline regression model stochastic structural change switching regression model Theorem tion unknown vector yields zero