Panel threshold regressions with latent group structures

Panel threshold regressions with latent group structures

In this paper, we consider the least squares estimation of a panel structure threshold re-gression (PSTR) model where both the slope coefficients and threshold parameters may exhibit latent group structures. We study the asymptotic properties of the estimators of the latent group structure and the slo...

Full description

Saved in:
Bibliographic Details
Main Authors: MIAO, Ke, SU, Liangjun, WANG, Wendun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2019
Subjects:
Classification
Dynamic panel
Latent group structures
Panel structure model
Panel threshold regression.
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/2285
https://ink.library.smu.edu.sg/context/soe_research/article/3284/viewcontent/20190711_panel_structure_threshold_regressions_.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/2285
https://ink.library.smu.edu.sg/context/soe_research/article/3284/viewcontent/20190711_panel_structure_threshold_regressions_.pdf

Similar Items