Threshold effect in varying coefficient models with unknown heteroskedasticity
From MaRDI portal
Publication:6567441
Cites work
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL
- A review of threshold time series models in finance
- A smoothed least squares estimator for threshold regression models
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- Convergence rates and asymptotic normality for series estimators
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Estimation and model selection based inference in single and multiple threshold models.
- Functional coefficient instrumental variables models
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- Likelihood estimation and inference in threshold regression
- Nonparametric regression with multiple thresholds: estimation and inference
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Robust inference for threshold regression models
- Sample Splitting and Threshold Estimation
- Statistical estimation in varying coefficient models
- Statistical methods with varying coefficient models
- Testing and Modeling Multivariate Threshold Models
- Testing for exogeneity in threshold models
- Threshold models in time series analysis -- 30 years on
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
This page was built for publication: Threshold effect in varying coefficient models with unknown heteroskedasticity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6567441)