Semi-parametric estimation of a generalized threshold regression model under conditional quantile restriction

DOI10.1111/ECTJ.12005MaRDI QIDQ5093210zbMATH OpenOpenAlexFDO

Authors Zhengyu Zhang

Publication date 26 July 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/ectj.12005

zbMATH Keywords

maximum score methodquantile regressionthreshold regression modeltransformation model

Mathematics Subject Classification ID

Statistics (62-XX)

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(9)

• Double generalized threshold models with constraint on the dispersion by the mean
• The asymptotic distribution of MLE of treatment lag threshold
• Semiparametric estimation of partially linear transformation models under conditional quantile restriction
• Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
• Adaptive estimation of the threshold point in threshold regression
• Estimation of threshold values and regression parameters in threshold regression model
• Asymptotics for threshold regression under general conditions
• scientific article; zbMATH DE number 2217287 (Why is no real title available?)
• Regularized Bayesian estimation of generalized threshold regression models

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