Bootstraps for dynamic panel threshold models
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Cites work
- A smoothed least squares estimator for threshold regression models
- Bootstrap consistency for general semiparametric \(M\)-estimation
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
- Bootstrapping Lasso estimators
- Bootstrapping the GMM overidentification test under first-order underidentification
- Dynamic panels with threshold effect and endogeneity
- Estimation and inference with a (nearly) singular Jacobian
- Estimation and inference with weak, semi-strong, and strong identification
- Factor-driven two-regime regression
- Generic results for establishing the asymptotic size of confidence sets and tests
- GMM estimation and uniform subvector inference with possible identification failure
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- Hybrid and Size-Corrected Subsampling Methods
- Hypothesis Testing with Efficient Method of Moments Estimation
- Identification- and singularity-robust inference for moment condition models
- Limiting properties of the least squares estimator of a continuous threshold autoregressive model
- Maximum likelihood and the bootstrap for nonlinear dynamic models
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- On the uniform asymptotic validity of subsampling and the bootstrap
- On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
- Panel kink regression with an unknown threshold
- Panel kink threshold regression model with a covariate-dependent threshold
- Panel threshold models with interactive fixed effects
- Panel threshold regressions with latent group structures
- Regression Kink With an Unknown Threshold
- Robust inference for threshold regression models
- Sample Splitting and Threshold Estimation
- Simulation and the Asymptotics of Optimization Estimators
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Subsampling inference in threshold autoregressive models
- Testing for common conditionally heteroskedastic factors
- The asymptotic properties of GMM and indirect inference under second-order identification
- The validity of bootstrap testing for threshold autoregression
- Threshold effects in non-dynamic panels: Estimation, testing, and inference
- Uniform Inference in Autoregressive Models
- Weak convergence and empirical processes. With applications to statistics
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