Likelihood estimation and inference in threshold regression
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Publication:738152
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Cites work
- scientific article; zbMATH DE number 3733065 (Why is no real title available?)
- scientific article; zbMATH DE number 3222422 (Why is no real title available?)
- A Wiener-Hopf integral equation arising in some inference and queueing problems
- Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
- Asymptotic Statistics
- BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- Convergence of stochastic processes
- Diagnosing bootstrap success
- Income inequality and economic development: Evidence from the threshold regression model
- Inference about the change-point in a sequence of random variables
- Large sample confidence regions based on subsamples under minimal assumptions
- Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
- Maximum Likelihood Estimation of Misspecified Models
- On parameter estimation of threshold autoregressive models
- On the estimation of jump points in smooth curves
- Sample Splitting and Threshold Estimation
- Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
- Simulation and the Asymptotics of Optimization Estimators
- Slice sampling. (With discussions and rejoinder)
- Stopping times and tightness
- Subsampling
- Subsampling inference in threshold autoregressive models
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Weak convergence and empirical processes. With applications to statistics
Cited in
(36)- Time-varying threshold regression model using the Kalman filter method
- A nonlinear panel data model of cross-sectional dependence
- First-order random coefficients integer-valued threshold autoregressive processes
- Adaptive estimation of the threshold point in threshold regression
- Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
- Robust inference for threshold regression models
- Threshold Regression With a Threshold Boundary
- Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion
- Quantile regression on quantile ranges -- a threshold approach
- Structural threshold regression
- Segment regression model average with multiple threshold variables and multiple structural breaks
- Understanding estimators of treatment effects in regression discontinuity designs
- Endogeneity in semiparametric threshold regression models with two threshold variables
- scientific article; zbMATH DE number 7247632 (Why is no real title available?)
- Robust estimation and inference for threshold models with integrated regressors
- Generalized threshold latent variable model
- Common threshold in quantile regressions with an application to pricing for reputation
- Asymptotics for threshold regression under general conditions
- Regularized Bayesian estimation of generalized threshold regression models
- Bayesian estimation for threshold autoregressive model with multiple structural breaks
- Testing for homogeneous thresholds in threshold regression models
- On a periodic negative binomial SETINAR model
- Single-index Thresholding in Quantile Regression
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Threshold regression with nonparametric sample splitting
- Model-robust inference for continuous threshold regression models
- Threshold effect in varying coefficient models with unknown heteroskedasticity
- The bootstrap in threshold regression
- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
- Threshold regression with endogeneity
- M-Estimators of U-Processes With a Change-Point Due to a Covariate Threshold
- An integer-valued threshold autoregressive process based on negative binomial thinning
- Self-weighted LAD-based inference for heavy-tailed continuous threshold autoregressive models
- Endogeneity in semiparametric threshold regression
- Entropy inference in smooth transition kink regression
- Likelihood-Based Inference in Some Continuous Exponential Families With Unknown Threshold Parameters
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