Sample Splitting and Threshold Estimation
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Publication:4530973
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- A joint test for structural stability and a unit root in autoregressions
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- Asymptotic properties of Bayesian inference in linear regression with a structural break
- Endogeneity in threshold nonlinearity tests
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- A variable addition test for exogeneity in structural threshold models
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- scientific article; zbMATH DE number 7578275 (Why is no real title available?)
- Estimation of generalized threshold autoregressive models
- Endogeneity in semiparametric threshold regression
- Efficient estimation in semiparametric self-exciting threshold INAR processes
- Detection of jump location curve in spatial linear regression model with two-dimensional threshold
- Threshold quantile autoregressive models
- Simulation and application of subsampling for threshold autoregressive moving-average models
- Testing for two-regime threshold cointegration in vector error-correction models.
- Nonlinearity testing and modeling for threshold moving average models
- Effects of filtering data on testing asymmetry in threshold autoregressive models
- Robust estimation and inference for threshold models with integrated regressors
- Asymptotic theory on the least squares estimation of threshold moving-average models
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- Nonlinearity between finance and growth
- BootstrapMUnit Root Tests
- Asymptotic normality of a change plane estimator in fixed dimension with near-optimal rate
- Change‐point analysis through integer‐valued autoregressive process with application to some COVID‐19 data
- Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime
- Asymptotic inference in multiple-threshold double autoregressive models
- LASSO estimation of threshold autoregressive models
- Is There a Jump in the Transition?
- Random change point model with an application to the China household finance survey
- Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models
- Status Traps
- Dealing With Endogeneity in Threshold Models Using Copulas
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