A smoothed least squares estimator for threshold regression models (Q289180): Difference between revisions

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+On the Bootstrap of the Maximum Score Estimator
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+Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
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+A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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+Limiting properties of the least squares estimator of a continuous threshold autoregressive model
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+DYNAMIC TIME SERIES BINARY CHOICE
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+Subsampling inference in threshold autoregressive models
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+The bootstrap and Edgeworth expansion
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+A Smoothed Maximum Score Estimator for the Binary Response Model
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+Bootstrap Methods for Median Regression Models
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+Bootstrap critical values for tests based on the smoothed maximum score estimator
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+Q4807340
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+Maximum score estimation of the stochastic utility model of choice
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+A smoothed least squares estimator for threshold regression models
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+Threshold models in non-linear time series analysis
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+Q3999154
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+SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
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