Is There a Jump in the Transition?
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kim, Young-Joo | - |
dc.contributor.author | Seo, Myung Hwan | - |
dc.date.available | 2020-07-10T05:20:38Z | - |
dc.date.created | 2020-07-06 | - |
dc.date.issued | 2017-04 | - |
dc.identifier.issn | 0735-0015 | - |
dc.identifier.uri | https://scholarworks.bwise.kr/hongik/handle/2020.sw.hongik/5935 | - |
dc.description.abstract | This article develops a statistical test for the presence of a jump in an otherwise smooth transition process. In this testing, the null model is a threshold regression and the alternative model is a smooth transition model. We propose a quasi-Gaussian likelihood ratio statistic and provide its asymptotic distribution, which is defined as the maximum of a two parameter Gaussian process with a nonzero bias term. Asymptotic critical values can be tabulated and depend on the transition function employed. A simulation method to compute empirical critical values is also developed. Finite-sample performance of the test is assessed via Monte Carlo simulations. The test is applied to investigate the dynamics of racial segregation within cities across the United States. | - |
dc.language | 영어 | - |
dc.language.iso | en | - |
dc.publisher | AMER STATISTICAL ASSOC | - |
dc.title | Is There a Jump in the Transition? | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Kim, Young-Joo | - |
dc.identifier.doi | 10.1080/07350015.2016.1164055 | - |
dc.identifier.scopusid | 2-s2.0-85015102867 | - |
dc.identifier.wosid | 000398183000007 | - |
dc.identifier.bibliographicCitation | JOURNAL OF BUSINESS & ECONOMIC STATISTICS, v.35, no.2, pp.241 - 249 | - |
dc.relation.isPartOf | JOURNAL OF BUSINESS & ECONOMIC STATISTICS | - |
dc.citation.title | JOURNAL OF BUSINESS & ECONOMIC STATISTICS | - |
dc.citation.volume | 35 | - |
dc.citation.number | 2 | - |
dc.citation.startPage | 241 | - |
dc.citation.endPage | 249 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | ssci | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Business & Economics | - |
dc.relation.journalResearchArea | Mathematical Methods In Social Sciences | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Economics | - |
dc.relation.journalWebOfScienceCategory | Social Sciences, Mathematical Methods | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.subject.keywordPlus | REGRESSION-MODELS | - |
dc.subject.keywordPlus | SEGREGATION | - |
dc.subject.keywordPlus | INFERENCE | - |
dc.subject.keywordAuthor | Parameter on a boundary | - |
dc.subject.keywordAuthor | Racial segregation | - |
dc.subject.keywordAuthor | Smooth transition | - |
dc.subject.keywordAuthor | Threshold regression | - |
dc.subject.keywordAuthor | Tipping | - |
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