Threshold Regression With a Threshold Boundary
From MaRDI portal
(Redirected from Publication:6617815)
Cites work
- A smoothed least squares estimator for threshold regression models
- Adaptive estimation of the threshold point in threshold regression
- An Efficient Semiparametric Estimator for Binary Response Models
- An MCMC approach to classical estimation.
- Are CEOs rewarded for luck? The ones without principals are
- Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
- Asymptotic Statistics
- Asymptotic Theory for M-Estimators of Boundaries
- Asymptotics for threshold regression under general conditions
- Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- Cube root asymptotics
- Dynamic models of segregation†
- Estimating and Testing Linear Models with Multiple Structural Changes
- scientific article; zbMATH DE number 3990600 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 2117879 (Why is no real title available?)
- Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- Kernel density estimation via diffusion
- Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
- Likelihood estimation and inference in threshold regression
- Limiting distributions of linear programming estimators
- Limiting properties of the least squares estimator of a continuous threshold autoregressive model
- Modelling Nonlinear Economic Time Series
- Nonparametric estimation of regression functions with both categorical and continuous data
- On the asymptotics of constrained \(M\)-estimation
- On the Bootstrap of the Maximum Score Estimator
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Point processes, regular variation and weak convergence
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Regression Kink With an Unknown Threshold
- Sample Splitting and Threshold Estimation
- Slice sampling. (With discussions and rejoinder)
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- Testing for structural change in conditional models
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- The bootstrap in threshold regression
- Theory and applications of TAR model with two threshold variables
- Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion
- Threshold regression with endogeneity
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
- Variational Analysis
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
Cited in
(13)- Testing for homogeneous thresholds in threshold regression models
- High dimensional threshold model with a time-varying threshold based on Fourier approximation
- Dynamic panel threshold spatial durbin model with an application to the relationship between financial development and Green growth
- Panel threshold mixed data sampling models with a covariate-dependent threshold
- High-dimensional mixed data sampling models with a covariate-dependent threshold
- An algorithm for estimating threshold boundary regression models
- A novel double-banded-threshold mixture autoregressive model
- Panel threshold model with covariate-dependent thresholds and unobserved individual-specific threshold effects
- Panel threshold model with covariate-dependent thresholds and its application to the cash flow/investment relationship
- A note on the covariate-dependent kink threshold regression model for panel data
- Statistical inference for four-regime segmented regression models
- Continuity of the distribution function of the argmax of a Gaussian process
- Panel smooth transition model with covariate-dependent thresholds and its application to the nexus between investment and cash flow
This page was built for publication: Threshold Regression With a Threshold Boundary
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6617815)
