Subsampling inference in threshold autoregressive models
From MaRDI portal
Publication:262833
Recommendations
Cites work
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- Large sample confidence regions based on subsamples under minimal assumptions
- Limiting properties of the least squares estimator of a continuous threshold autoregressive model
- Mixing: Properties and examples
- Sample Splitting and Threshold Estimation
- Subsampling
Cited in
(36)- Using threshold autoregressive models to study dyadic interactions
- Robust inference for threshold regression models
- Bayesian estimation for threshold autoregressive model with multiple structural breaks
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification
- Generalised density forecast combinations
- Subsampling vector autoregressive tests of linear constraints
- Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
- A threshold mixed count time series model: estimation and application
- A fast subsampling method for nonlinear dynamic models
- Structural threshold regression
- Nested sub-sample search algorithm for estimation of threshold models
- A smoothed least squares estimator for threshold regression models
- Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
- Quantile regression on quantile ranges -- a threshold approach
- Estimation of nonlinear error correction models
- The bootstrap in threshold regression
- Model diagnosis for SETAR time series
- Modelling asymmetric behaviour in time series: identification through PSO
- A nonlinear panel data model of cross-sectional dependence
- Adaptive estimation of the threshold point in threshold regression
- Endogeneity in semiparametric threshold regression
- Simulation and application of subsampling for threshold autoregressive moving-average models
- Self-weighted LAD-based inference for heavy-tailed continuous threshold autoregressive models
- Testing for exogeneity in threshold models
- Optimal subsampling for large‐sample quantile regression with massive data
- Endogeneity in semiparametric threshold regression models with two threshold variables
- Threshold Estimation in Proportional Mean Residual Life Model
- Segment regression model average with multiple threshold variables and multiple structural breaks
- Bootstraps for dynamic panel threshold models
- Statistical inference for four-regime segmented regression models
- Robust subsampling
- On the least squares estimation of multiple-regime threshold autoregressive models
- Likelihood estimation and inference in threshold regression
- Asymptotic inference in multiple-threshold double autoregressive models
- Modeling structural breaks in economic relationships using large shocks
- Subsampling \(p\)-values
This page was built for publication: Subsampling inference in threshold autoregressive models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q262833)
