In this paper the performance of different information criteria for simultaneous model class and lag order selection is evaluated using simulation studies. We focus on the ability of the criteria to distinguish linear and nonlinear models. In the simulation studies, we consider three different...

Threats of mass revolts could effectively constrain a dictator's public policy if it were not for the collective-action problem. Mass revolts nevertheless happen, but they follow a stochastic pattern. We describe this pattern in a threshold model of collective action and integrate it into an...

In this paper the performance of different information criteria for simultaneous model class and lag order selection is evaluated using simulation studies. We focus on the ability of the criteria to distinguish linear and nonlinear models. In the simulation studies, we consider three different...

Threshold estimation methods are developed for dynamic panels with individual fixed specific effects covering short time periods. Maximum likelihood estimation of the threshold and the slope parameters is proposed using first difference transformations. Threshold estimate is shown to be...