Panel threshold model with covariate-dependent thresholds and unobserved individual-specific threshold effects
| Year of publication: |
2024
|
|---|---|
| Authors: | Yang, Lixiong ; Chen, I-Po ; Lee, Chingnun ; Ren, Mingjian |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 43.2024, 7, p. 452-489
|
| Subject: | Cash flow/investment relationship | inflation/economic growth nexus | multiple covariate-dependent thresholds | panel threshold model | testing | unobserved threshold effects | Panel | Panel study | Schätzung | Estimation | Wirtschaftswachstum | Economic growth | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Regressionsanalyse | Regression analysis |
-
Yang, Lixiong, (2024)
-
Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
Demetrescu, Matei, (2021)
-
Corporate debt and cash decisions : a nonlinear panel data analysis
Chang, Bi-Juan, (2021)
- More ...
-
Panel kink threshold regression model with a covariate-dependent threshold
Yang, Lixiong, (2021)
-
Threshold mixed data sampling logit model with an application to forecasting US bank failures
Yang, Lixiong, (2025)
-
Threshold quantile regression neural network
Yang, Lixiong, (2024)
- More ...