M-Estimation of a Nonparametric Threshold Regression Model
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Cited by:
- Lee, Yoonseok & Wang, Yulong, 2023.
"Threshold regression with nonparametric sample splitting,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 816-842.
- Yoonseok Lee & Yulong Wang, 2019. "Threshold Regression with Nonparametric Sample Splitting," Papers 1905.13140, arXiv.org, revised Jan 2021.
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More about this item
Keywords
Change Point; M-Estimation; Nonparametric Threshold Regression; Regression Discontinuity; Structural Change Publication Status: Submitted;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2017-12-18 (Econometrics)
- NEP-ORE-2017-12-18 (Operations Research)
- NEP-SEA-2017-12-18 (South East Asia)
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