Endogenous Kink Threshold Regression
From MaRDI portal
Cites work
- Additive Nonparametric Regression in the Presence of Endogenous Regressors
- Asymptotics on Laguerre or Hermite polynomial expansions and their applications in Gauss quadrature
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- Convergence rates and asymptotic normality for series estimators
- Dealing With Endogeneity in Threshold Models Using Copulas
- Dynamic panels with threshold effect and endogeneity
- Endogeneity in semiparametric threshold regression
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
- Limiting properties of the least squares estimator of a continuous threshold autoregressive model
- Measurement Error Models with Auxiliary Data
- Nonparametric Estimation of Triangular Simultaneous Equations Models
- Regression Kink With an Unknown Threshold
- Robust inference for threshold regression models
- Sample Selection Bias as a Specification Error
- Sample Splitting and Threshold Estimation
- Sparse HP filter: finding kinks in the COVID-19 contact rate
- Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
- Structural threshold regression
- Theory of uniform approximation of functions by polynomials. Transl. from the Russian by Dimitry Malyshev, Peter V. Malyshev and Vladimir V. Gorunovich
- Threshold regression with endogeneity
This page was built for publication: Endogenous Kink Threshold Regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6938208)
