THE BOOTSTRAP IN THRESHOLD REGRESSION
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Publication:3191834
DOI10.1017/S0266466614000012zbMath1296.62100MaRDI QIDQ3191834
Publication date: 25 September 2014
Published in: Econometric Theory (Search for Journal in Brave)
Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Statistical methods; economic indices and measures (91B82)
Related Items (12)
Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion ⋮ Bootstrap Adjustment to Minimum p-Value Method for Predictive Classification ⋮ Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models ⋮ Single-index Thresholding in Quantile Regression ⋮ Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models ⋮ Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship ⋮ A threshold mixed count time series model: estimation and application ⋮ Threshold regression with endogeneity ⋮ Adaptive estimation of the threshold point in threshold regression ⋮ Regression discontinuity designs with unknown discontinuity points: testing and estimation ⋮ Robust inference for threshold regression models ⋮ STRUCTURAL THRESHOLD REGRESSION
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