Panel kink regression with an unknown threshold

DOI10.1016/J.ECONLET.2017.05.033MaRDI QIDQ1782319zbMATH OpenOpenAlexFDO

Authors Yonghui Zhang, Qiankun Zhou, Li Jiang

Publication date 20 September 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2017.05.033

zbMATH Keywords

fixed effectspanel databootstrap procedurekink regressiontesting for kink effectunknown threshold

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 4159917 (Why is no real title available?)
• Dynamic panels with threshold effect and endogeneity
• Income inequality and economic development: Evidence from the threshold regression model
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
• Invariance principles for absolutely regular empirical processes
• Limiting properties of the least squares estimator of a continuous threshold autoregressive model
• Testing for Threshold Effects in Regression Models
• Threshold effects in non-dynamic panels: Estimation, testing, and inference

Cited in

(4)

• Panel threshold regressions with latent group structures
• A multi-kink quantile regression model with common structure for panel data analysis
• Generalized information theoretical approach to panel regression kink model
• Nonlinear effects in the asymmetric copula-based stochastic frontier model

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