Semiparametric Regression Model with Multiple Structural Changes

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.

关键词： structural change model semiparametric approach series estimator

作者: WANG Chengyong WU Juan

作者单位: Mathematics & Computer Science School, Xiangfan University, P.R.China, 441053 Mathematics & Statistics School, Huazhong University of Science & Technology, P.R.China, 430074

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 225-229

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）