[HTML][HTML] Nonlinear dynamics of Kimchi premium
Kimchi premium, the persistent non-zero price difference exists between the US and Korean
crypto-markets. Not only does the premium represent a violation of the law of one price but it …
crypto-markets. Not only does the premium represent a violation of the law of one price but it …
The Heterogenous Threshold Effects of Public Debt on Economic Growth: Empirical Evidence from Developing Countries
SSA Shah, D Dickinson, K Tao, C Wang… - Open Economies …, 2024 - Springer
This study investigates the threshold effects of public debt on economic growth in
developing countries using a dynamic panel threshold model over the years 1990–2020. To …
developing countries using a dynamic panel threshold model over the years 1990–2020. To …
How aging impacts environmental sustainability—insights from the effects of social consumption and labor supply
Population aging is discreetly reshaping the dynamics of social demand and labor supply,
introducing potential turbulence to global carbon emissions. Understanding the impact of …
introducing potential turbulence to global carbon emissions. Understanding the impact of …
A note on the covariate-dependent kink threshold regression model for panel data
M Zhou, F Ye, Y Li, F Liu, C Wan - Communications in Statistics …, 2024 - Taylor & Francis
This article provides new estimating and testing procedures for the panel covariate-
dependent kink threshold regression model. By utilizing a linearization technique, we …
dependent kink threshold regression model. By utilizing a linearization technique, we …
Estimation and inference for multi-kink expectile regression with nonignorable dropout
D Li, L Wang - Statistical Theory and Related Fields, 2024 - Taylor & Francis
In this paper, we consider parameter estimation, kink points testing and statistical inference
for a longitudinal multi-kink expectile regression model with nonignorable dropout. In order …
for a longitudinal multi-kink expectile regression model with nonignorable dropout. In order …
[PDF][PDF] The Journal of Economic Asymmetries
OO Olaoye, OO Eluwole, A Ayesha, OO Afolabi - academia.edu
The study adopts the System Generalized Method of Moment within the framework of panel
data analysis as proposed by (Arellano & Bover, 1995; Blundell & Bond, 1998) which …
data analysis as proposed by (Arellano & Bover, 1995; Blundell & Bond, 1998) which …
Testing for Homogeneous Thresholds in Threshold Regression Models
This paper develops a test for homogeneity of the threshold parameter in threshold
regression models. The test has a natural interpretation from time series perspectives and …
regression models. The test has a natural interpretation from time series perspectives and …