Smoothed gradient least squares estimator for linear threshold models

DOI10.1080/07474938.2024.2339148MaRDI QIDQ6986705zbMATH OpenFDO

Authors Yiguo Sun

Publication date 9 May 2025

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2024.2339148

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• A smoothed least squares estimator for threshold regression models
• Change-point in stochastic design regression and the bootstrap
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• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
• On the least squares estimation of multiple-regime threshold autoregressive models
• Sample Splitting and Threshold Estimation
• Social threshold regression
• The bootstrap in threshold regression
• Threshold regression with endogeneity

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