A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL

DOI10.1017/S0266466602183113MaRDI QIDQ4807311zbMATH OpenFDO

Authors Mehmet Caner

Publication date 18 May 2003

Published in Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Asymptotic properties of parametric tests (62F05)

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(22)

• scientific article; zbMATH DE number 3874465 (Why is no real title available?)
• Adaptive estimation of the threshold point in threshold regression
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• Bent-cable quantile regression model
• Quantile regression on quantile ranges -- a threshold approach
• A smoothed least squares estimator for threshold regression models
• The limiting behavior of least absolute deviation estimators for threshold autoregressive models
• Threshold quantile autoregressive models
• Asymptotics for argmin processes: convexity arguments
• Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models
• Spatial cluster detection with threshold quantile regression
• Estimation and Inference for Multi-Kink Quantile Regression
• Common threshold in quantile regressions with an application to pricing for reputation
• Single-index Thresholding in Quantile Regression
• M-estimators with non-standard rates of convergence and weakly dependent data
• Testing linearity against threshold effects: uniform inference in quantile regression
• Novel global harmony search algorithm for least absolute deviation
• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
• Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors
• Threshold effect in varying coefficient models with unknown heteroskedasticity
• Self-weighted LAD-based inference for heavy-tailed continuous threshold autoregressive models
• Least absolute value regression: recent contributions

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