Pages that link to "Item:Q150493"
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The following pages link to Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493):
Displaying 50 items.
- dtp (Q150496) (← links)
- Riesz estimators (Q278266) (← links)
- Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
- Idiosyncratic volatility and the expected stock returns for exploring the relationship with panel threshold regression (Q356766) (← links)
- Is concentration a good idea? Evidence from active fund management (Q431915) (← links)
- Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
- Unit root tests for panel MTAR model with cross-sectionally dependent error (Q745497) (← links)
- Do sovereign credit ratings matter for corporate credit ratings? (Q829134) (← links)
- Threshold effect test in censored quantile regression (Q894590) (← links)
- The incidence and persistence of corruption in economic development (Q959684) (← links)
- Currency misalignments in the BRIICS countries: fixed vs. floating exchange rates (Q1628351) (← links)
- The impact of government size on economic growth: a threshold analysis (Q1668035) (← links)
- Threshold effects of human capital: schooling and economic growth (Q1673523) (← links)
- Estimation of nonlinear dynamic panel data models with individual effects (Q1718902) (← links)
- Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719) (← links)
- Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
- Panel kink regression with an unknown threshold (Q1782319) (← links)
- Estimation for the spatial autoregressive threshold model (Q1788014) (← links)
- Threshold autoregressive models for interval-valued time series data (Q1792454) (← links)
- Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Tests for asymmetry in possibly nonstationary dynamic panel models (Q1929071) (← links)
- Relative backwardness, absorptive capacity and knowledge spillovers (Q1934177) (← links)
- How does monetary policy influence capital markets? Using a threshold regression model (Q1945438) (← links)
- A non-parametric decomposition of the environmental performance-income relationship: evidence from a non-linear model (Q2150885) (← links)
- Panel threshold models with interactive fixed effects (Q2227077) (← links)
- Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out (Q2246749) (← links)
- Panel threshold regressions with latent group structures (Q2294453) (← links)
- Weighted-averaging estimator for possible threshold in segmented linear regression model (Q2317277) (← links)
- Tariff reduction and income inequality: some empirical evidence (Q2416257) (← links)
- What determines the finance-growth nexus? Empirical evidence for threshold models (Q2432063) (← links)
- Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
- Panel threshold spatial Durbin models with individual fixed effects (Q2660020) (← links)
- Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and Granger causality tests (Q2691756) (← links)
- ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020) (← links)
- Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881) (← links)
- ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869) (← links)
- Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models (Q3404110) (← links)
- A sequential procedure for determining the number of regimes in a threshold autoregressive model (Q3422395) (← links)
- Bayesian analysis of panel data using an MTAR model (Q3592037) (← links)
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS (Q3632420) (← links)
- (Q4986375) (← links)
- Threshold model with a time‐varying threshold based on Fourier approximation (Q5001025) (← links)
- (Q5004052) (← links)
- Detection of jump location curve in spatial linear regression model with two-dimensional threshold (Q5078288) (← links)
- The Non-linearity in the Relationship Between Human Capital and Growth (Q5109591) (← links)
- INFLATION AND FINANCIAL DEPTH (Q5483952) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL (Q5696350) (← links)
- Maximum likelihood estimation of dynamic panel threshold models (Q5860970) (← links)
- A threshold model for the spread (Q6039123) (← links)
