Nonparametric threshold regression: Estimation and inference

Nonparametric threshold regression: Estimation and inference

The present work describes a simple approach to estimating the location of a threshold/changepoint in a nonparametric regression. This model has connections both to the time-series and regressiondiscontinuity literatures. The estimator leverages a simple decomposition, giving it the form of asemipar...

Full description

Saved in:
Bibliographic Details
Main Authors: HENDERSON, Daniel J., PARMETER, Christopher F., SU, Liangjun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2015
Subjects:
Change Point
Local Average Treatment Effect
Nonparametric Threshold Regression
Regression Discontinuity
Smoothed Bootstrap
Structural Change
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/2066
https://ink.library.smu.edu.sg/context/soe_research/article/3065/viewcontent/Henderson__1_.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/2066
https://ink.library.smu.edu.sg/context/soe_research/article/3065/viewcontent/Henderson__1_.pdf

Similar Items