Testing for homogeneous thresholds in threshold regression models
From MaRDI portal
(Redirected from Publication:6536816)
Cites work
- A note on invariance principles for induced order statistics
- A Smooth Nonparametric Estimator of a Quantile Function
- A smoothed least squares estimator for threshold regression models
- Confidence sets for the date of a single break in linear time series regressions
- Continuous record Laplace-based inference about the break date in structural change models
- Convergence of sample paths of normalized sums of induced order statistics
- Dynamic models of segregation†
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimation and model selection based inference in single and multiple threshold models.
- Factor-driven two-regime regression
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS
- scientific article; zbMATH DE number 3960788 (Why is no real title available?)
- In-fill asymptotic theory for structural break point in autoregressions
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
- Introduction to empirical processes and semiparametric inference
- Likelihood estimation and inference in threshold regression
- Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
- Nearly optimal tests when a nuisance parameter is present under the null hypothesis
- New distribution theory for the estimation of structural break point in mean
- Nonparametric econometrics. Theory and practice.
- On the least squares estimation of multiple-regime threshold autoregressive models
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Panel threshold regressions with latent group structures
- Pre and post break parameter inference
- Robust inference for threshold regression models
- Sample Splitting and Threshold Estimation
- Structural threshold regression
- Testing For and Dating Common Breaks in Multivariate Time Series
- Testing for the Constancy of Parameters Over Time
- Testing for Threshold Effects in Regression Models
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- The uniform CLT for martingale difference arrays under the uniformly integrable entropy
- Threshold Autoregression with a Unit Root
- Threshold Regression With a Threshold Boundary
- Threshold regression with endogeneity
- Valid Inference in Partially Unstable Generalized Method of Moments Models
- Weak convergence and empirical processes. With applications to statistics
This page was built for publication: Testing for homogeneous thresholds in threshold regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6536816)
