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...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2019
|
| Subjects: | |
| 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 |