The bootstrap in threshold regression
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Recommendations
- Robust inference for threshold regression models
- Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
- Inference under random limit bootstrap measures
- Asymptotics for threshold regression under general conditions
- Likelihood estimation and inference in threshold regression
Cites work
- A smoothed least squares estimator for threshold regression models
- Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
- Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen
- Bootstrap consistency for general semiparametric \(M\)-estimation
- Bootstrap methods: another look at the jackknife
- Bootstrapping confidence intervals for the change-point of time series
- Change-point in stochastic design regression and the bootstrap
- Change-point problem and bootstrap
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- Cube root asymptotics
- Diagnosing bootstrap success
- Exchangeably weighted bootstraps of the general empirical process
- Generalised bootstrap in non-regular M-estimation problems
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- Inconsistency of bootstrap: the Grenander estimator
- Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
- Inference for identifiable parameters in partially identified econometric models
- Inference under right censoring for transformation models with a change-point based on a covariate threshold
- Kernel density estimation via diffusion
- Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
- Likelihood estimation and inference in threshold regression
- On Deviations between Theoretical and Empirical Distributions
- On smoothing and the bootstrap
- On the bootstrap in cube root asymptotics
- On the Bootstrap of the Maximum Score Estimator
- On the Failure of the Bootstrap for Matching Estimators
- On the least squares estimation of multiple-regime threshold autoregressive models
- Onmout ofnBootstrapping for Nonstandard M-Estimation With Nuisance Parameters
- 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
- Some asymptotic theory for the bootstrap
- Stopping times and tightness
- Subsampling
- Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
- Subsampling inference in threshold autoregressive models
- The asymptotic behavior of some nonparametric change-point estimators
- The bootstrap: To smooth or not to smooth?
- The jackknife and bootstrap
- Threshold models in time series analysis -- 30 years on
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
Cited in
(21)- Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion
- Threshold regression with endogeneity
- Robust inference for threshold regression models
- Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models
- Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship
- A threshold mixed count time series model: estimation and application
- Structural threshold regression
- Fast Bootstrap Confidence Intervals for Continuous Threshold Linear Regression
- Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
- Adaptive estimation of the threshold point in threshold regression
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Self-weighted LAD-based inference for heavy-tailed continuous threshold autoregressive models
- Bootstrapping the shorth for regression
- Bootstrap Adjustment to Minimum p-Value Method for Predictive Classification
- Single-index Thresholding in Quantile Regression
- Threshold Regression With a Threshold Boundary
- M-Estimators of U-Processes With a Change-Point Due to a Covariate Threshold
- Smoothed gradient least squares estimator for linear threshold models
- New control function approaches in threshold regression with endogeneity
- Statistical inference for four-regime segmented regression models
- Generalized multivariate threshold autoregressive models with linearly partitioned threshold space
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