Robust estimation and inference for threshold models with integrated regressors
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- Chen, Haiqiang, 2015. "Robust Estimation And Inference For Threshold Models With Integrated Regressors," Econometric Theory, Cambridge University Press, vol. 31(4), pages 778-810, August.
- Haiqiang Chen, "undated". "Robust Estimation and Inference for Threshold Models with Integrated Regressors," Working Papers 2013-12-02, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
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- Lixiong Yang & Chingnun Lee & I‐Po Chen, 2021. "Threshold model with a time‐varying threshold based on Fourier approximation," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 406-430, July.
- repec:wyi:journl:002203 is not listed on IDEAS
- Chen, Haiqiang, 2015.
"Robust Estimation And Inference For Threshold Models With Integrated Regressors,"
Econometric Theory, Cambridge University Press, vol. 31(4), pages 778-810, August.
- Haiqiang Chen, "undated". "Robust Estimation and Inference for Threshold Models with Integrated Regressors," Working Papers 2013-12-02, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Haiqiang Chen, 2013. "Robust Estimation and Inference for Threshold Models with Integrated Regressors," SFB 649 Discussion Papers SFB649DP2013-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Chen, Haiqiang, 2013. "Robust estimation and inference for threshold models with integrated regressors," SFB 649 Discussion Papers 2013-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Lixiong Yang, 2023. "Variable selection in threshold model with a covariate-dependent threshold," Empirical Economics, Springer, vol. 65(1), pages 189-202, July.
- Fukang Zhu & Mengya Liu & Shiqing Ling & Zongwu Cai, 2020. "Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202021, University of Kansas, Department of Economics, revised Dec 2020.
- Poeschel, Friedrich, 2012.
"Assortative matching through signals,"
VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century
62061, Verein für Socialpolitik / German Economic Association.
- Poeschel, Friedrich, 2012. "Assortative matching through signals," IAB-Discussion Paper 201215, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Friedrich Poeschel, 2013. "Assortative matching through signals," 2013 Papers ppo178, Job Market Papers.
- Poeschel, Friedrich, 2013. "Assortative matching through signals," SFB 649 Discussion Papers 2013-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Friedrich Poeschel, 2013. "Assortative matching through signals," SFB 649 Discussion Papers SFB649DP2013-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Ebrahimi Salari, Taghi & Naji Meidani, Ali Akbar & Shabani Koshalshahi, Zeinab & Ajori Ayask, Amir Abbas, 2022. "The threshold effect of HDI on the relationship between financial development and oil revenues," Resources Policy, Elsevier, vol. 76(C).
- Hasanov, Fakhri J. & Aliyev, Ruslan & Taskin, Dilvin & Suleymanov, Elchin, 2023. "Oil rents and non-oil economic growth in CIS oil exporters. The role of financial development," Resources Policy, Elsevier, vol. 82(C).
- Christis Katsouris, 2023. "Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors," Papers 2305.00860, arXiv.org, revised May 2023.
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More about this item
Keywords
Threshold effects; Integrated processes; Nonlinear cointegration; Weak identification;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2013-07-28 (Econometrics)
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