[HTML][HTML] The threshold effects of ESG performance on the energy transitions: A country-level data
W Puttachai, R Phadkantha, W Yamaka - Energy Reports, 2022 - Elsevier
What are the key drivers of energy transition? Is there any nonlinear effects in the
transitions? In this study, we examine the three sets of factors–environmental, social, and …
transitions? In this study, we examine the three sets of factors–environmental, social, and …
Single-index thresholding in quantile regression
Y Zhang, HJ Wang, Z Zhu - Journal of the American Statistical …, 2022 - Taylor & Francis
Threshold regression models are useful for identifying subgroups with heterogeneous
parameters. The conventional threshold regression models split the sample based on a …
parameters. The conventional threshold regression models split the sample based on a …
Change point detection for high-dimensional linear models: A general tail-adaptive approach
B Liu, Z Qi, X Zhang, Y Liu - arXiv preprint arXiv:2207.11532, 2022 - arxiv.org
We study the change point detection problem for high-dimensional linear regression
models. The existing literature mainly focused on the change point estimation with stringent …
models. The existing literature mainly focused on the change point estimation with stringent …
Threshold effects of public debt on economic growth in South Africa: an application of a regression kink with an unknown threshold
A Ndoricimpa - Journal of Economic and Administrative Sciences, 2022 - emerald.com
Purpose South African public debt has recently increased significantly and has reached
worrying levels. This study aims to examine the debt threshold effects on economic growth in …
worrying levels. This study aims to examine the debt threshold effects on economic growth in …
Estimation and inference for multikink expectile regression with longitudinal data
D Li, L Wang, W Zhao - Statistics in Medicine, 2022 - Wiley Online Library
In this article, we investigate parameter estimation, kink points testing and statistical
inference for a longitudinal multikink expectile regression model. The estimators for the kink …
inference for a longitudinal multikink expectile regression model. The estimators for the kink …
Generalized linear–quadratic model with a change point due to a covariate threshold
F Zhang, J Yang, L Liu, Y Yu - Journal of Statistical Planning and Inference, 2022 - Elsevier
In this article, we develop a generalized linear–quadratic model with a change point due to a
covariate threshold, with one line segment and another quadratic segment intersecting at a …
covariate threshold, with one line segment and another quadratic segment intersecting at a …
Robust Inference for Dynamic Panel Threshold Models
W Gong, MH Seo - arXiv preprint arXiv:2211.04027, 2022 - arxiv.org
This paper develops robust bootstrap inference for a dynamic panel threshold model to
improve the finite sample coverage and to be applicable irrespective of the regression's …
improve the finite sample coverage and to be applicable irrespective of the regression's …
[HTML][HTML] The Estimation of Bent Line Expectile Regression Model Based on a Smoothing Technique
J Liu, J Chen, Y Huang - Symmetry, 2022 - mdpi.com
A bent line expectile regression model can describe the effect of a covariate on the response
variable with two different straight lines, which intersect at an unknown change-point. Due to …
variable with two different straight lines, which intersect at an unknown change-point. Due to …
Threshold spatial autoregressive model
K Li - 2022 - mpra.ub.uni-muenchen.de
This paper considers the estimation and inferential issues of threshold spatial
autoregressive model, which is a hybrid of threshold model and spatial autoregressive …
autoregressive model, which is a hybrid of threshold model and spatial autoregressive …
A CUSUM test for change point in quantile regression for longitudinal data
AS Abdelwahab, AM Gad… - … in Statistics-Simulation …, 2022 - Taylor & Francis
In regression analysis a single parametric form is assumed, over the whole domain of
interest. However, this assumption might not be valid in some applications, such as …
interest. However, this assumption might not be valid in some applications, such as …