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(only showing first 100 items - show all)- Asymptotics for argmin processes: convexity arguments
- Threshold effects in non-dynamic panels: Estimation, testing, and inference
- Income inequality and economic development: Evidence from the threshold regression model
- Trade as a threshold variable for multiple regimes
- A joint test for structural stability and a unit root in autoregressions
- Double generalized threshold models with constraint on the dispersion by the mean
- Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion
- Nonlinear effects of fiscal policy over the business cycle
- Threshold effects of human capital: schooling and economic growth
- Threshold regression with endogeneity
- Estimation of nonlinear dynamic panel data models with individual effects
- Estimation for the spatial autoregressive threshold model
- Model recovery for Hammerstein systems using the hierarchical orthogonal matching pursuit method
- Threshold autoregressive models for interval-valued time series data
- Nonparametric regression with multiple thresholds: estimation and inference
- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
- Testing for two-regime threshold cointegration in vector error-correction models.
- Estimation and model selection based inference in single and multiple threshold models.
- Trade as a threshold variable for multiple regimes: a comment
- Openness in services trade and economic growth
- How does monetary policy influence capital markets? Using a threshold regression model
- Robust variable selection and estimation in threshold regression model
- Multi-threshold accelerated failure time model
- Robust inference for threshold regression models
- Inference after estimation of breaks
- The moderate deviation principle for minimizers of convex processes
- Panel threshold models with interactive fixed effects
- Does the Kuznets curve exist in Thailand? A two decades' perspective (1993--2015)
- Generalized linear-quadratic model with a change point due to a covariate threshold
- Panel threshold regressions with latent group structures
- Model recovery for Hammerstein systems using the auxiliary model based orthogonal matching pursuit method
- Bayesian estimation and model selection of threshold spatial Durbin model
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models
- Modeling population dynamics: a quantile approach
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
- Structural-break models under mis-specification: implications for forecasting
- Frequentist model averaging for threshold models
- What determines the finance-growth nexus? Empirical evidence for threshold models
- A switching model with flexible threshold variable: with an application to nonlinear dynamics in stock returns
- A variable addition test for exogeneity in structural threshold models
- A regression tree algorithm for the identification of convergence clubs
- M-estimators with non-standard rates of convergence and weakly dependent data
- Guaranteed testing for epidemic changes of a linear regression model
- Subsampling inference in threshold autoregressive models
- Splitting the sample at the largest uncensored observation
- An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model
- Effects of filtering data on testing asymmetry in threshold autoregressive models
- Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples
- Estimation and inference of threshold regression models with measurement errors
- Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
- The non-linear effects of the Fed asset purchases
- Time-varying threshold cointegration with an application to the Fisher hypothesis
- Growth and convergence: a profile of distribution dynamics and mobility
- Spatially-explicit Bayesian information entropy metrics for calibrating landscape transformation models
- Endogeneity in threshold nonlinearity tests
- Structural threshold regression
- Asymptotic theory on the least squares estimation of threshold moving-average models
- A smoothed least squares estimator for threshold regression models
- Confidence sets for the date of a single break in linear time series regressions
- Likelihood ratio tests for the structural change of an AR(p) model to a threshold AR(p) model
- Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
- Quantile regression on quantile ranges -- a threshold approach
- Testing structural change in partially linear models
- Forecasting time-varying covariance with a robust Bayesian threshold model
- Estimation of nonlinear error correction models
- MONEY GROWTH AND INFLATION IN THE UNITED STATES
- The bootstrap in threshold regression
- Dynamic panels with threshold effect and endogeneity
- BootstrapMUnit Root Tests
- A sequential procedure for determining the number of regimes in a threshold autoregressive model
- Robust estimation and inference for threshold models with integrated regressors
- Maximal uniform convergence rates in parametric estimation problems
- BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
- Martingale Type Statistics Applied to Change Points Detection
- On parameter estimation of threshold autoregressive models
- On identification of the threshold diffusion processes
- Is concentration a good idea? Evidence from active fund management
- scientific article; zbMATH DE number 1034049 (Why is no real title available?)
- Empirical supremum rejection sampling
- Dealing with intraregional flows in spatial econometric gravity models
- Oracle estimation of a change point in high-dimensional quantile regression
- Modelling asymmetric behaviour in time series: identification through PSO
- An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
- Likelihood-ratio-based confidence sets for the timing of structural breaks
- Markov regime switching in mean and in fractional integration parameter
- A nonlinear panel data model of cross-sectional dependence
- Verification of Turning Points
- Adaptive estimation of the threshold point in threshold regression
- Identification of threshold autoregressive moving average models
- Time-varying multi-regime models fitting by genetic algorithms
- Threshold quantile autoregressive models
- A threshold varying-coefficient autoregressive model for analyzing the influence of media reports of suicide on the actual suicides
- The inequality-growth plateau
- Threshold model with a time-varying threshold based on Fourier approximation
- Least squares estimation of large dimensional threshold factor models
- Detection of jump location curve in spatial linear regression model with two-dimensional threshold
- Theory and applications of TAR model with two threshold variables
- Endogeneity in semiparametric threshold regression
- Simulation and application of subsampling for threshold autoregressive moving-average models
- scientific article; zbMATH DE number 7578275 (Why is no real title available?)
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