Semiparametric Regression Model with Multiple Structural Changes

被引：0
|
作者：
Wang Chengyong [1 ]
Wu Juan [2 ]
机构：
[1] Xiangfan Univ, Math & Comp Sci Sch, Xiangfan 441053, Peoples R China
[2] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Hubei, Peoples R China
来源：
DATA PROCESSING AND QUANTITATIVE ECONOMY MODELING | 2010年
关键词：
Structural change model; Semiparametric approach; Series estimator; ASYMPTOTIC NORMALITY; SERIES ESTIMATORS;
D O I：
暂无
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
By introducing semiparametric approach into multiple structural change models, a semiparametric regression model with multiple structural changes has been proposed in this paper. We estimate the nonparametric function in the new model by series estimator, the estimating methods of parameters and structural break points has been given, the consistency and convergence speed of estimated break points and the asymptotic normality of estimated parameters are also proved.
引用
收藏
页码：225 / +
页数：2
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