Adaptive estimation of the threshold point in threshold regression
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Cites work
- scientific article; zbMATH DE number 3733065 (Why is no real title available?)
- scientific article; zbMATH DE number 3742453 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 1181283 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL
- A Semiparametric Maximum Likelihood Estimator
- A smoothed least squares estimator for threshold regression models
- Achieving information bounds in non and semiparametric models
- An MCMC approach to classical estimation.
- Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
- Asymptotic Statistics
- Asymptotic efficiency in estimation with conditional moment restrictions
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Change-point in stochastic design regression and the bootstrap
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- Consistent Estimation of Scaled Coefficients
- Estimating and Testing Structural Changes in Multivariate Regressions
- Estimating structural changes in regression quantiles
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- Inference regarding multiple structural changes in linear models with endogenous regressors
- Inference under right censoring for transformation models with a change-point based on a covariate threshold
- Interval and band estimation for curves with jumps
- Large sample confidence regions based on subsamples under minimal assumptions
- Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
- Likelihood estimation and inference in threshold regression
- Local linear regression smoothers and their minimax efficiencies
- On adaptive estimation
- On inconsistent Bayes estimates of location
- On rate optimality for ill-posed inverse problems in econometrics
- On the consistency of Bayes estimates
- On the least squares estimation of multiple-regime threshold autoregressive models
- Sample Splitting and Threshold Estimation
- Semiparametric Bayesian Inference in Autoregressive Panel Data Models
- Semiparametric Estimation of Index Coefficients
- Semiparametric efficiency bounds
- Slice sampling. (With discussions and rejoinder)
- Statistical decision theory and Bayesian analysis. 2nd ed
- Subsampling inference in threshold autoregressive models
- The bootstrap in threshold regression
- Threshold models in non-linear time series analysis
- Threshold models in time series analysis -- 30 years on
Cited in
(12)- Threshold regression with endogeneity
- Single-index Thresholding in Quantile Regression
- Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion
- Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
- Endogeneity in semiparametric threshold regression
- Quasi-Bayesian Inference for Production Frontiers
- Likelihood estimation and inference in threshold regression
- Endogeneity in semiparametric threshold regression models with two threshold variables
- Understanding estimators of treatment effects in regression discontinuity designs
- Segment regression model average with multiple threshold variables and multiple structural breaks
- Adaptive Threshold Estimation via Extreme Value Theory
- Threshold Regression With a Threshold Boundary
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