This paper develops an asymptotic theory for estimated change-points in linear and nonlinear time series models. Based on a measurable objective function, it is shown that the estimated change-point ...

Altogether five linear and nonlinear time series models were applied. The analysis reveals that prices of dairy commodities reached a structural breakpoint in 2006/2007. The results also show that a ...

You construct a generalized linear model by deciding on response and explanatory variables for your data and choosing an appropriate link function and response probability distribution. Some examples ...

Course Topics Ordinary linear regression (OLR) assumes that response variables are continuous. Generalized Linear Models (GLMs) provide an extension to OLR since response variables can be continuous ...

Course TopicsOrdinary linear regression (OLR) assumes that response variables are continuous. Generalized Linear Models (GLMs) provide an extension to OLR since response variables can be discrete (e.g ...