Structural threshold quantile regression
CM Kuan, C Michalopoulos - Available at SSRN 2133713, 2012 - papers.ssrn.com
In this paper, a simultaneous equation model with an endogenous variable and an
exogenous threshold variable is analysed and estimated thereby extending Caner and …
exogenous threshold variable is analysed and estimated thereby extending Caner and …
[PDF][PDF] Improved estimation in threshold regression with applications to price transmission modeling
F Greb - 2012 - d-nb.info
Modeling a dependent variable as a linear combination of independent variables with
regression coefficients which vary between regimes is known as threshold regression. The …
regression coefficients which vary between regimes is known as threshold regression. The …
Essays on estimation and inference in semiparametric models
L Zhu - 2012 - search.proquest.com
This dissertation can be divided in two parts. The first part (Chap. 1) concerns estimation and
inference in partially identified semiparametric models, and the second part (Chap. 2 & 3) …
inference in partially identified semiparametric models, and the second part (Chap. 2 & 3) …
[引用][C] VInferences in Semiparametric Partially Identified Models: An Empirical Process Approach
JC Escanciano, L Zhu - 2012 - V Working paper