International Journal of Nonlinear Analysis and Applications

Comparison between Renyi GME and Tsallis GME for estimation Kink regression

Document Type : Research Paper

Authors

1 Baghdad University, College of Administration and Economics, Baghdad, Iraq

2 Al-Iraqia University, College of Administration and Economics, Baghdad, Iraq

Abstract

In this paper, an estimation of the parameters of the Kink regression model was made by relying on higher order from the general maximum entropy method with two measures Tsallis and Renyi (α=3, α=4, α=5, α=6), A practical application has been made to data for a real phenomenon in the Iraqi economy, which is inflation with the Debt/GDP ratio and a statistical analysis of it.  After making a comparison with other estimation methods, as the results showed that the explanatory variable for the kink point is equal to (5), and the results show a decrease in the Debt/GDP ratio after observations Kink.

Keywords

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International Journal of Nonlinear Analysis and Applications
Volume 12, Issue 2
November 2021
Pages 743-750
  • Receive Date: 18 December 2020
  • Revise Date: 09 May 2021
  • Accept Date: 27 May 2021