Panel kink threshold regression model with a covariate-dependent threshold

DOI10.1093/ECTJ/UTAA035OpenAlexW3111918347MaRDI QIDQ5083286FDOQ5083286

Chingnun Lee, Lixiong Yang, C. L. Zhang, I-Po Chen

Publication date: 22 June 2022

Published in: Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/ectj/utaa035

zbMATH Keywords

panel dataMonte Carlo simulationscovariate-dependent thresholdkink threshold regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (1)

• High dimensional threshold model with a time-varying threshold based on Fourier approximation

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