This article explores estimation and inference in a regression kink model with an unknown
threshold. A regression kink model (or continuous threshold model) is a threshold …

Abstract Using the Reinhart–Rogoff dataset, we find a debt threshold not around 90 per cent
but around 30 per cent, above which the median real gross domestic product (GDP) growth …

We study threshold regression models that allow the relationship between the outcome and
a covariate of interest to change across a threshold value in the covariate. In particular, we …

In this paper, we extend the kink regression model with an unknown threshold in Hansen
(2017) to the panel data framework, where the cross-sectional dimension (N) goes to infinity …

We introduce a rank-based bent linear regression with an unknown change point. Using a
linear reparameterization technique, we propose a rank-based estimate that can make …

Statistical Testing Strategies in the Health Sciences provides a compendium of statistical
approaches for decision making, ranging from graphical methods and classical procedures …

Expectile regression is a useful tool for exploring the relation between the response and the
explanatory variables beyond the conditional mean. A continuous threshold expectile …

The bent line quantile regression describes the situation where the conditional quantile
function of the response is piecewise linear but still continuous in covariates. In some …

We study, via quantile regression, time series models whose conditional distribution may
change over different quantile range of a threshold variable. We derive the limiting …

This paper considers a new estimating method for the bent line quantile regression model.
By a simple linearization technique, the proposed method can simultaneously obtain the …