On the Estimation of a Class of Threshold Regression Models

被引：0
|
作者：
Rao, T. V. S. Ramamohan [1 ]
机构：
[1] Indian Inst Technol, Kanpur, India
来源：
JOURNAL OF QUANTITATIVE ECONOMICS | 2023年 / 22卷 / 1期
关键词：
Threshold regression; Unobservable variables; Estimation and inference; LEAST-SQUARES ESTIMATOR; FIRM;
D O I：
10.1007/s40953-023-00370-x
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
A rich variety of threshold regression models have been in use starting with Tobin (1978). However, several applications indicate the necessity for a class of threshold regression models that have not been considered so far. This note presents a specification of such models and offers a novel method of estimation.
引用
收藏
页码：199 / 209
页数：11
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