Panel threshold mixed data sampling models with a covariate-dependent threshold

DOI10.1111/JTSA.12813MaRDI QIDQ6854956zbMATH OpenFDO

Authors Lixiong Yang, I-Po Chen, Chingnun Lee, Yihang Ye

Publication date 23 February 2026

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/JTSA.12813

zbMATH Keywords

climate changecovariate-dependent thresholdmixed data sampling (MIDAS)panel threshold modelunobserved individual-specific threshold effects

Mathematics Subject Classification ID

Sequential estimation (62L12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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