Structural threshold regression
From MaRDI portal
Publication:2826005
Recommendations
Cites work
- A smoothed least squares estimator for threshold regression models
- Asymptotic Statistics
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- Cube root asymptotics
- Estimation and model selection based inference in single and multiple threshold models.
- Inconsistency of 2SLS estimators in threshold regression with endogeneity
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- Inference regarding multiple structural changes in linear models with endogenous regressors
- Least Squares Model Averaging
- Likelihood estimation and inference in threshold regression
- Limiting properties of the least squares estimator of a continuous threshold autoregressive model
- On the least squares estimation of multiple-regime threshold autoregressive models
- Sample Selection Bias as a Specification Error
- Sample Splitting and Threshold Estimation
- Subsampling inference in threshold autoregressive models
- The bootstrap in threshold regression
- The location of the maximum and asymmetric two-sided Brownian motion with triangular drift
- Trade as a threshold variable for multiple regimes
Cited in
(32)- Multithreshold change plane model: estimation theory and applications in subgroup identification
- Threshold regression with endogeneity
- A switching model with flexible threshold variable: with an application to nonlinear dynamics in stock returns
- Inconsistency of 2SLS estimators in threshold regression with endogeneity
- A simple test for linearity against exponential smooth transition models with endogenous variables
- Panel threshold regressions with latent group structures
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
- Multiple regimes in the preferences for redistribution
- Social threshold regression
- Endogeneity in threshold nonlinearity tests
- What drives illicit financial flows? An empirical study of trade data discrepancies
- A variable addition test for exogeneity in structural threshold models
- Threshold model with a time-varying threshold based on Fourier approximation
- Endogeneity in semiparametric threshold regression
- Moment-based estimation of smooth transition regression models with endogenous variables
- Robust estimation and inference for threshold models with integrated regressors
- Status Traps
- Dealing With Endogeneity in Threshold Models Using Copulas
- Multi-threshold proportional hazards model and subgroup identification
- Multi-Threshold Structural Equation Model
- Trade as a threshold variable for multiple regimes: reply
- Dynamic panels with threshold effect and endogeneity
- The non-linearity in the relationship between human capital and growth
- Nonparametric regression with multiple thresholds: estimation and inference
- Endogeneity in semiparametric threshold regression models with two threshold variables
- Maximum likelihood estimation of dynamic panel threshold models
- Segment regression model average with multiple threshold variables and multiple structural breaks
- Consistency of the least squares estimator in threshold regression with endogeneity
- Smooth transition simultaneous equation models
- Testing for exogeneity in threshold models
- Testing for homogeneous thresholds in threshold regression models
- Time-varying threshold regression model using the Kalman filter method
This page was built for publication: Structural threshold regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2826005)
