Panel threshold models with interactive fixed effects
DOI10.1016/J.JECONOM.2020.05.018zbMATH Open1464.62517OpenAlexW3047802367MaRDI QIDQ2227077FDOQ2227077
Authors: Ke Miao, Kunpeng Li, Liangjun Su 
Publication date: 9 February 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.05.018
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Parametric hypothesis testing (62F03) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)
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Cited In (8)
- Financial openness and economic growth -- an empirical analysis based on the panel threshold model
- What determines the finance-growth nexus? Empirical evidence for threshold models
- Panel threshold regressions with latent group structures
- Panel kink regression with an unknown threshold
- Panel threshold spatial Durbin models with individual fixed effects
- Maximum likelihood estimation of dynamic panel threshold models
- Threshold spatial autoregressive model
- Regime switching panel data models with interactive fixed effects
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