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...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2015
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| Subjects: | |
| 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 |
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| Institution: | Singapore Management University |
| Language: | English |