المقارنة بين طريقتي انحدار اساس الشريحة و الشريحة التكعيبية في تقدير نموذج المعلمات المتغيرة زمنيا

Authors

  • نور عبد الكريم فياض
  • ا.م.د وفاء جعفر حسين

Keywords:

نموذج المعلمات المتغيرة زمنيا ، الشريحة التكعيبية ، دوال الاساس ، معلمة التمهيد ، انحدار اساس الشريحة

Abstract

This research involves the study of varying coefficient model and time-varying coefficient models, as they have attracted great interest in recent years. These methods were used as two methods, the Regression  basis spline method and the cubic spline method. The simulation method is used for comparison. The nonparametric method shows the preference of the cubic spline method for penalized constraints by comparing three mathematical functions to represent variable parameters, different sample sizes, and different levels of model standard deviation.


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References

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Published

2022-12-14

How to Cite

المقارنة بين طريقتي انحدار اساس الشريحة و الشريحة التكعيبية في تقدير نموذج المعلمات المتغيرة زمنيا . (2022). Al Kut Journal of Economics and Administrative Sciences, 14(45). https://kjeas.uowasit.edu.iq/index.php/kjeas/article/view/435