Estimation and inference of threshold regression models with measurement errors
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Cites work
- scientific article; zbMATH DE number 3742453 (Why is no real title available?)
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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- Estimation of Nonlinear Models with Measurement Error
- Functional-Coefficient Autoregressive Models
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- Generic consistency of the break‐point estimator under specification errors
- Instrumental variable estimator for the nonlinear errors-in-variables model
- Measurement error in the generalised linear model
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
- Rejoinder to: ``Feature matching in time series modeling.
- Sample Splitting and Threshold Estimation
- Specification Tests in Econometrics
- Structural change in AR(1) models
- Testing and Modeling Multivariate Threshold Models
- The Fitting of Straight Lines When both Variables are Subject to Error
- Theory and applications of TAR model with two threshold variables
- Threshold models in non-linear time series analysis
- Threshold models in time series analysis -- 30 years on
- Two-stage intrumental variable estimators for the nonlinear errors-in- variables model
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