Semi‐parametric estimation of a generalized threshold regression model under conditional quantile restriction

DOI10.1111/ECTJ.12005OpenAlexW1896498726MaRDI QIDQ5093210

Zheng-Yu Zhang

Publication date: 26 July 2022

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

Full work available at URL: https://doi.org/10.1111/ectj.12005

zbMATH Keywords

quantile regressiontransformation modelthreshold regression modelmaximum score method

Mathematics Subject Classification ID

Statistics (62-XX)

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