Nonparametric threshold regression: Estimation and inference

• المؤلفون الرئيسيون: HENDERSON, Daniel J., PARMETER, Christopher F., SU, Liangjun
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2015
• الموضوعات: Change Point; Local Average Treatment Effect; Nonparametric Threshold Regression; Regression Discontinuity; Smoothed Bootstrap; Structural Change; Econometrics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/2066; https://ink.library.smu.edu.sg/context/soe_research/article/3065/viewcontent/Henderson__1_.pdf
• المؤسسة: Singapore Management University

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...