Multi-Threshold Structural Equation Model
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Cites work
- scientific article; zbMATH DE number 6303356 (Why is no real title available?)
- A NEW MULTILEVEL MODELING APPROACH FOR CLUSTERED SURVIVAL DATA
- A model-free consistent test for structural change in regression possibly with endogeneity
- A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS
- A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- Analysis of Financial Time Series
- Asymptotic distribution theory for break point estimators in models estimated via 2SLS
- Bootstrapping structural change tests
- Consistency of the least squares estimator in threshold regression with endogeneity
- Endogeneity in high dimensions
- Estimation and model selection based inference in single and multiple threshold models.
- Estimation of panel data models with parameter heterogeneity when group membership is unknown
- Functional coefficient instrumental variables models
- Grouped patterns of heterogeneity in panel data
- Heterogeneous structural breaks in panel data models
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
- Inference regarding multiple structural changes in linear models with endogenous regressors
- Instrumental Variables Regression with Independent Observations
- Instrumental variable additive hazards models
- Instrumental variable analysis with censored data in the presence of many weak instruments: application to the effect of being sentenced to prison on time to employment
- LASSO estimation of threshold autoregressive models
- Latent Curve Models
- Latent variable models and factor analysis. A unified approach
- Mendelian randomization as an instrumental variable approach to causal inference
- Modeling and testing smooth structural changes with endogenous regressors
- Moment-based estimation of smooth transition regression models with endogenous variables
- Multi-threshold accelerated failure time model
- Nearly unbiased variable selection under minimax concave penalty
- Panel threshold regressions with latent group structures
- Sample Splitting and Threshold Estimation
- Sensitivity Analysis for Instrumental Variables Regression With Overidentifying Restrictions
- Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares
- Structural change estimation in time series regressions with endogenous variables
- Structural threshold regression
- Structure identification in panel data analysis
- Threshold regression with endogeneity
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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