Estimation and model selection based inference in single and multiple threshold models.

DOI10.1016/S0304-4076(02)00098-2zbMath1043.62068OpenAlexW1998018384MaRDI QIDQ1858974

Jean-Yves Pitarakis, Jesús Gonzalo

Publication date: 17 February 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(02)00098-2

zbMATH Keywords

model selectionnonlinear modelsthreshold modelsinformation criteria

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Sequential estimation (62L12)

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