Transitional regression models (TRMs), signifying nonlinear regression models expressed in terms of conditional means and variances given past observations, provide a unifying framework for two ...

The first step in conducting a regression-based study is to specify a model. In real applications, this is usually the most challenging step - deciding which variables “belong” in the model and which ...

Parametric versus Semi/nonparametric Regression Models Course Topics Linear models, generalized linear models, and nonlinear models are examples of parametric regression models because we know the ...

An exogenous switching regression model with imperfect regime classification information is specified and applied to a study of cartel stability. An efficient estimation method is proposed which takes ...