Panel threshold models with interactive fixed effects

DOI10.1016/J.JECONOM.2020.05.018MaRDI QIDQ2227077zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

likelihood ratio testthreshold regressioneconomic growthdynamic panelfinancial developmentcross sectional dependence

Mathematics Subject Classification ID

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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Cites work

• scientific article; zbMATH DE number 2161246 (Why is no real title available?)
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• The Rotation of Eigenvectors by a Perturbation. III
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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 spatial Durbin models with individual fixed effects
• Panel threshold regressions with latent group structures
• Maximum likelihood estimation of dynamic panel threshold models
• Panel kink regression with an unknown threshold
• Regime switching panel data models with interactive fixed effects
• Threshold spatial autoregressive model

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