Asymptotics for threshold regression under general conditions
Author:
Affiliation:
1. Department of Economics, University of Auckland, Auckland 1010, New Zealand
2. Department of Mathematics, University of Wisconsin-Madison, Madison, WI 53706, USA
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/16/3/430/27682374/ectj0430.pdf
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4. On automatic boundary corrections;Cheng;Annals of Statistics,1997
5. LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities;Cho;Econometric Theory,2010
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1. Threshold Regression With a Threshold Boundary;Journal of Business & Economic Statistics;2020-04-14
2. Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion;Economics Letters;2018-11
3. Threshold regression with endogeneity;Journal of Econometrics;2018-03
4. Regression discontinuity designs with unknown discontinuity points: Testing and estimation;Journal of Econometrics;2015-11
5. STRUCTURAL THRESHOLD REGRESSION;Econometric Theory;2015-04-20
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