. Different approaches have been proposed to deal with this issue, but threshold regression models offer intuitively appealing …

model, maximum score estimation, semiparametric estimation, threshold regression, nonlinear random utility models. JEL … paper, we consider a threshold regression model for Y instead of the linear regression model (1.1). In particular, the … Statistical Association, 90:431, 1995. Myunghwan Seo and Oliver Linton. A smoothed least squares estimator for the threshold …

Horioka result of OECD countries with a strong saving-investment association. Based on panel threshold regression models, we …

estimate various specifications of a Panel Smooth Threshold Regression (PSTR) model recently developed by Gonzalez, Teräsvirta …

This paper employs threshold regression techniques to examine the effect of product market structure on real wages and …

We test the effect of excess money growth on inflation using Threshold Regression technique developed by Hansen (2000 …

is determined by which effect is dominant. The study employs a threshold regression model to see if, before and after the … confirm the results from the threshold regression model and finds that there is a significant cointegration relationship …