Threshold regression with nonparametric sample splitting

DOI10.1016/j.jeconom.2022.07.005arXiv1905.13140OpenAlexW3093216552WikidataQ114183582 ScholiaQ114183582MaRDI QIDQ6108278

Yoonseok Lee, Yu-Long Wang

Publication date: 29 June 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.13140

zbMATH Keywords

random fieldnonparametricthreshold regressionsample splittingtipping pointMetropolitan area boundary

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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