THE BOOTSTRAP IN THRESHOLD REGRESSION
From MaRDI portal
Publication:3191834
DOI10.1017/S0266466614000012zbMath1296.62100MaRDI QIDQ3191834
Publication date: 25 September 2014
Published in: Econometric Theory (Search for Journal in Brave)
Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Statistical methods; economic indices and measures (91B82)
Related Items
Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion, Bootstrap Adjustment to Minimum p-Value Method for Predictive Classification, Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models, Single-index Thresholding in Quantile Regression, Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models, Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship, A threshold mixed count time series model: estimation and application, Threshold regression with endogeneity, Adaptive estimation of the threshold point in threshold regression, Regression discontinuity designs with unknown discontinuity points: testing and estimation, Robust inference for threshold regression models, STRUCTURAL THRESHOLD REGRESSION
Cites Work
- Unnamed Item
- Subsampling inference in threshold autoregressive 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
- Bootstrap consistency for general semiparametric \(M\)-estimation
- Kernel density estimation via diffusion
- Change-point in stochastic design regression and the bootstrap
- Threshold models in time series analysis -- 30 years on
- On the least squares estimation of multiple-regime threshold autoregressive models
- Likelihood estimation and inference in threshold regression
- Cube root asymptotics
- Inference for identifiable parameters in partially identified econometric models
- Inconsistency of bootstrap: the Grenander estimator
- On smoothing and the bootstrap
- Some asymptotic theory for the bootstrap
- The asymptotic behavior of some nonparametric change-point estimators
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- Stopping times and tightness
- Bootstrap methods: another look at the jackknife
- Subsampling
- Exchangeably weighted bootstraps of the general empirical process
- Diagnosing bootstrap success
- Generalised bootstrap in non-regular M-estimation problems
- The jackknife and bootstrap
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- Inference under right censoring for transformation models with a change-point based on a covariate threshold
- Simulation and the Asymptotics of Optimization Estimators
- On the Failure of the Bootstrap for Matching Estimators
- Bootstrapping confidence intervals for the change-point of time series
- Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen
- The bootstrap: To smooth or not to smooth?
- Change-point problem and bootstrap
- Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
- Sample Splitting and Threshold Estimation
- On the Bootstrap of the Maximum Score Estimator
- Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
- Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
- On the bootstrap in cube root asymptotics
- Onmout ofnBootstrapping for Nonstandard M-Estimation With Nuisance Parameters
- On Deviations between Theoretical and Empirical Distributions
- Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.