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On the Estimation of a Class of Threshold Regression Models
Journal of Quantitative Economics Pub Date : 2023-12-09 , DOI: 10.1007/s40953-023-00370-x
T. V. S. Ramamohan Rao

A rich variety of threshold regression models have been in use starting with Tobin (1978). However, several applications indicate the necessity for a class of threshold regression models that have not been considered so far. This note presents a specification of such models and offers a novel method of estimation.



中文翻译:

关于一类阈值回归模型的估计

从 Tobin (1978) 开始,各种各样的阈值回归模型已经被使用。然而,一些应用表明需要一类迄今为止尚未考虑的阈值回归模型。本文介绍了此类模型的规范,并提供了一种新颖的估计方法。

更新日期:2023-12-10
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