Pages that link to "Item:Q289180"

The following pages link to A smoothed least squares estimator for threshold regression models (Q289180):

Displaying 28 items.

• A smoothed least squares estimator for threshold regression models (Q289180) (← links)
• Semiparametric estimation of a binary response model with a change-point due to a covariate threshold (Q295410) (← links)
• Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
• Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
• On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
• Factor-driven two-regime regression (Q820823) (← links)
• Threshold autoregressive models for interval-valued time series data (Q1792454) (← links)
• Robust inference for threshold regression models (Q2000828) (← links)
• On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions (Q2136638) (← links)
• Panel threshold models with interactive fixed effects (Q2227077) (← links)
• Generalized linear-quadratic model with a change point due to a covariate threshold (Q2242889) (← links)
• Panel threshold regressions with latent group structures (Q2294453) (← links)
• Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
• Extremum estimation and numerical derivatives (Q2354853) (← links)
• A switching model with flexible threshold variable: with an application to nonlinear dynamics in stock returns (Q2437202) (← links)
• Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (Q2691690) (← links)
• Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules (Q2697054) (← links)
• Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models (Q2816753) (← links)
• STRUCTURAL THRESHOLD REGRESSION (Q2826005) (← links)
• ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS (Q2936833) (← links)
• ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869) (← links)
• THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
• Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
• Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model (Q6049804) (← links)
• Threshold regression with nonparametric sample splitting (Q6108278) (← links)
• Threshold Estimation in Proportional Mean Residual Life Model (Q6144622) (← links)
• Asymptotic normality of a change plane estimator in fixed dimension with near-optimal rate (Q6184878) (← links)
• Segment regression model average with multiple threshold variables and multiple structural breaks (Q6490393) (← links)