### Table 5: Smooth Transition for b t

"... In PAGE 5: ... For b t , a single smooth transition is required, to capture the collapse of real lending to the personal sector in the 1990s (largely associated with the house price collapse and emergence of negative equity), which is evident in Figure 3. The smooth transition parameters are reported in Table5 , along with the stationarity test results. Here the t-ratio is only -4.... ..."

### Table 2: Smoothness scores for transitions

1998

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### Table 2. Smooth Transition Trend Estimates: 1700-1999

2003

"... In PAGE 11: ... The two regimes admitted by the trend function (7) are given by the linear trends t 1 1 b a + and ( ) ( )t 2 1 2 1 b b a a + + + . The smo oth transition can be fitted by non-linear least squares and unrestricted estimates for each monthly series are reported in Panel A of Table2 . Note that estimation is restricted to a sample starting in 1700.... In PAGE 11: ... This is because using the complete data set from 1659 led to a number of transitions being estimated to be very early in the sample. A number of coefficients are rather imprecisely estimated, and Panel B of Table2 reports restricted estimates obtained after various linear restrictions on the trend specifications have been imposed. As can be seen from the reported likelihood ratio tests, all sets of restrictions are acceptable.... ..."

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### Table 7: Summary of statistical significance tests on arterial travel time for various preemption scenarios and paths using the smooth transition algorithm.

2000

"... In PAGE 7: ...7 Nelson and Bullock Referring to Table7 for the afternoon peak, it can be seen that there were many preemption paths that had statistically significant results of greater than 15 sec/veh. Although all the cases had more than a single preempt call during the simulation period, this finding indicates, not surprisingly, that a significant number of preemption calls in a short period or time can be harmful to the overall operation of the network.... ..."

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### Table 6: Standard and outlier robust LM-type tests for smooth transition error-correction in a CECM for monthly data on the one-month interest rate1

1998

"... In PAGE 15: ... We set d equal to 1 through 6. The rst panel of Table6 shows the p-values of the standard LM-type tests. From the results for H0, it is seen that linearity is rejected for both d = 1 and d = 2.... In PAGE 17: ... We apply the robust LM-type tests for nonlinearity, as they are proposed in Van Dijk et al. (1996), to our monthly data set, and we report the p-values of the test statistics in the second panel of Table6 . The robust test involves the same steps as the standard test outlined in the previous section.... In PAGE 17: ... The asymptotic distributions of the various tests are still 2 and F . The results in Table6 show that evidence for nonlinearity seems to vanish, i.... ..."

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### Table 7: Standard and outlier robust LM-type tests for smooth transition error-correction in a CECM for weekly data on the one-month interest rate1

1998

"... In PAGE 17: ... - insert Table 7 - To evaluate our empirical STECM in (20) in the light of sampling frequency, we collect weekly observed data for the same bivariate interest rate series. Similar to the monthly data we calculate standard and robust LM-type tests for the various hypotheses on nonlinear error-correction, and we report the results in Table7 . From the rst panel of this table, which contains the standard tests, we can conclude that there is substantial evidence for nonlinearity in these weekly data.... ..."

Cited by 2

### Table 1: Transition classification scheme for transition detection

2001

"... In PAGE 2: ...pplied to the two shots involved. All morphing effects fall into this category. Note that in practice often all effects in the spatial class in principle fall into the spatio-chro- matic class since some chromatic transformations are always applied at the boundary between the pixels of the first and second shot such as anti-aliasing, smoothing or shading operations. An alternative shot transition classification scheme more directed towards transition detection classifies the different transition effects based on whether the two shots involved are spatially and/or temporally well separated (see Table1 )16. For instance, for hard cuts and fades the two sequences involved are temporally and spatially well-separated.... ..."

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### Table 1. Distribution of centering transitions and zeros in Japanese newspaper texts (Iida 1998; 163)

"... In PAGE 2: ... Hypothesis 2 : NPs are used to SHIFT the center. Iida (1998; 163) maintained that the first hypothesis in (1a) was confirmed by the distribution of CONTINUE transitions in Table1 (i.... In PAGE 2: ...istribution of CONTINUE transitions in Table 1 (i.e., 91.6% of arguments were realized with zero forms in CONTINUE transitions), while the second hypothesis in (1b) was disconfirmed (only 58% of arguments (83 slots of 143 NPs) were realized with overt NPs in the other transitions). A close reexamination of her data in Table1 , however, leads us to doubt her initial hypothesis in (1a) in that zeros were strongly preferred not only in CONTINUE transitions but also in SMOOTH-SHIFT transitions (79.1% SMOOTH-SHIFT transitions contained zeros).... ..."

### Table 4: Stationarity Test for w t

"... In PAGE 5: ... It is this variable which constrains the length of the sample on which the final model is estimated, observations on w t beginning only in 1963. The trend in the w t series is similar to those in the income and consumption series, and the null that it is I(1) can be rejected without recourse to a smooth transitions model ( Table4 ). For b t , a single smooth transition is required, to capture the collapse of real lending to the personal sector in the 1990s (largely associated with the house price collapse and emergence of negative equity), which is evident in Figure 3.... ..."

### Table 3: Global smoothness score for Example 2 computed following CT 1 2 3 4 5 6 7 8 9 10

1998

"... In PAGE 4: ... That is, we claim that long-distance transitions computed using VT are systematically smoother than accidental transitions at segment boundaries. Table3 displays smoothness scores computed for Example 2 following CT. Note that this conjecture... ..."

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