Panel kink regression with an unknown threshold

DOI10.1016/J.ECONLET.2017.05.033zbMath1401.62184OpenAlexW2626049910MaRDI QIDQ1782319

Qiankun Zhou, Yonghui Zhang, Li Jiang

Publication date: 20 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.05.033

zbMATH Keywords

fixed effectspanel databootstrap procedurekink regressiontesting for kink effectunknown threshold

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

Related Items (1)

A multi-kink quantile regression model with common structure for panel data analysis

Cites Work

• Unnamed Item
• Threshold effects in non-dynamic panels: Estimation, testing, and inference
• Dynamic panels with threshold effect and endogeneity
• Invariance principles for absolutely regular empirical processes
• Income inequality and economic development: Evidence from the threshold regression model
• Limiting properties of the least squares estimator of a continuous threshold autoregressive model
• Testing for Threshold Effects in Regression Models
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

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