Asymptotics for threshold regression under general conditions
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Publication:5093217
DOI10.1111/ectj.12012OpenAlexW1916377459MaRDI QIDQ5093217
Publication date: 26 July 2022
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/ectj.12012
threshold regressiontreatment effectnon-homogeneous Poisson processweak identificationlocal informationregularly varyingslowly varyingstrong identificationrapidly varyingdiscrete asymptotic distributionextreme value type III distributionstochastic equicontinuity failure
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