Testing for change points due to a covariate threshold in quantile regression
L Zhang, HJ Wang, Z Zhu - Statistica Sinica, 2014 - JSTOR
We develop a new procedure for testing change points due to a covariate threshold in
regression quantiles. The proposed test is based on the CUSUM of the subgradient of the …
regression quantiles. The proposed test is based on the CUSUM of the subgradient of the …
Testing linearity against threshold effects: uniform inference in quantile regression
This paper develops a uniform test of linearity against threshold effects in the quantile
regression framework. The test is based on the supremum of the Wald process over the …
regression framework. The test is based on the supremum of the Wald process over the …
Regularized Bayesian estimation of generalized threshold regression models.
F Greb, T Krivobokova, A Munk… - Bayesian …, 2014 - projecteuclid.org
In this article we discuss estimation of generalized threshold regression models in settings
when the threshold parameter lacks identifiability. In particular, if estimation of the regression …
when the threshold parameter lacks identifiability. In particular, if estimation of the regression …
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent
Using the Reinhart-Rogoff dataset, we find a debt threshold not around 90 percent but
around 30 percent above which the median real GDP growth falls abruptly. Our work is the …
around 30 percent above which the median real GDP growth falls abruptly. Our work is the …
[PDF][PDF] Statistica Sinica Preprint No: SS-12-322R2
HJ Wang, Z Zhu - stat.sinica.edu.tw
We develop a new procedure for testing change points due to a covariate threshold in
regression quantiles. The proposed test is based on the CUSUM of the subgradient of the …
regression quantiles. The proposed test is based on the CUSUM of the subgradient of the …