Segment regression model average with multiple threshold variables and multiple structural breaks

Cites Work

Subsampling inference in threshold autoregressive models
A smoothed least squares estimator for threshold regression models
Adaptive estimation of the threshold point in threshold regression
Least squares model averaging by Mallows criterion
Threshold models in non-linear time series analysis
Jackknife model averaging
On the least squares estimation of multiple-regime threshold autoregressive models
Likelihood estimation and inference in threshold regression
LASSO estimation of threshold autoregressive models
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
Threshold regression with endogeneity
Model averaging based on leave-subject-out cross-validation for vector autoregressions
Estimation and model selection based inference in single and multiple threshold models.
Nonconcave penalized likelihood with a diverging number of parameters.
Multi-threshold accelerated failure time model
Robust inference for threshold regression models
Semiparametric model averaging prediction for dichotomous response
A computationally efficient nonparametric approach for changepoint detection
Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
Frequentist model averaging for threshold models
STRUCTURAL THRESHOLD REGRESSION
Nested sub-sample search algorithm for estimation of threshold models
Optimal Weight Choice for Frequentist Model Average Estimators
Analysis of randomized comparative clinical trial data for personalized treatment selections
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Sample Splitting and Threshold Estimation
Threshold Autoregression with a Unit Root
Semiparametric model average prediction in panel data analysis
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS
A Model-Averaging Approach for High-Dimensional Regression
A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
A NEW MULTILEVEL MODELING APPROACH FOR CLUSTERED SURVIVAL DATA
TESTING FOR EXOGENEITY IN THRESHOLD MODELS
Model‐robust inference for continuous threshold regression models
Effectively Selecting a Target Population for a Future Comparative Study
Least Squares Model Averaging
AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories
Bayesian Model Averaging: A Systematic Review and Conceptual Classification

This page was built for publication: Segment regression model average with multiple threshold variables and multiple structural breaks