Search Results - subject:"Threshold regression"

Likelihood estimation and inference in threshold regression

Yu, Ping - In: Journal of Econometrics 167 (2012) 1, pp. 274-294

This paper studies likelihood-based estimation and inference in parametric discontinuous threshold regression models …

Persistent link: https://www.econbiz.de/10011052189

Threshold regression for time-to-event analysis: The stthreg package

Xiao, Tao; Whitmore, G. A.; He, Xin; Lee, Mei-Ling Ting - In: Stata Journal 12 (2012) 2, pp. 257-283

In this article, we introduce the stthreg package of Stata commands to fit the threshold regression model, which is … applications involving time-to-event and survival data. The threshold regression model serves as an important alternative to the … Cox proportional hazards model. The four commands that comprise this package for the threshold regression model are the …

Persistent link: https://www.econbiz.de/10011002409

Foreign direct investment and income inequality: Does the relationship vary with absorptive capacity?

Wu, Jyun-Yi; Hsu, Chih-Chiang - In: Economic Modelling 29 (2012) 6, pp. 2183-2189

over the period 1980–2005. We adopt the endogenous threshold regression model proposed by Hansen (2000) and Caner and …

Persistent link: https://www.econbiz.de/10010588255

Non-linear Dynamics in Discretionary Accruals: An Analysis of Bank Loan-Loss Provisions

Balboa, Marina; López-Espinosa, Germán; Rubia, Antonio - School of Economics and Business Administration, … - 2012

Several studies have characterized the relation between discretionary accruals and earnings before-taxes to test for the existence of earnings smoothing behaviors. In this paper, we argue that the characteristic response of accruals to earnings is not linear, as the literature has shown....

Persistent link: https://www.econbiz.de/10010612060

Foreign direct investment and income inequality : does the relationship vary with absorptive capacity?

Wu, Jyun-yi; Hsu, Chih-chiang - In: Economic modelling 29 (2012) 6, pp. 2183-2189

Persistent link: https://www.econbiz.de/10009673802

Non-linearity between life insurance and economic development : a revisited approach

Chang, Chi-hung; Lee, Chien-Chiang - In: The Geneva risk and insurance review 37 (2012) 2, pp. 223-257

Persistent link: https://www.econbiz.de/10009714652

Measuring fixed costs for firms’ use of a free trade agreement: Threshold regression approach

Hayakawa, Kazunobu - In: Economics Letters 113 (2011) 3, pp. 301-303

By employing the threshold regression method, we estimate the average tariff equivalent of fixed costs for the use of a …

Persistent link: https://www.econbiz.de/10010576455

MODELLING THE ASYMMETRIC EFFECTS OF INFLATION ON REAL INVESTMENT IN IRAN, 1959-2008

KAMALIAN, Amin Reza; PAHLAVANI, Mosayeb; VALADKHANI, Abbas - In: Applied Econometrics and International Development 10 (2010) 1

Using a threshold regression model and annual data (1960-2008), this paper examines the determinants of investment in …

Persistent link: https://www.econbiz.de/10008493803

IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development

Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - Department of Economics and Finance, College of … - 2010

relationship between economic growth and tourism. Instrumental variable estimation of a threshold regression is used to quantify …

Persistent link: https://www.econbiz.de/10008621803

A study of the capital structure of Taiwanese firms investing in China

Chiang, Yi-Chein; Lin, Jing-Syue - In: Journal of Chinese Economic and Business Studies 8 (2010) 2, pp. 185-201

We use the panel threshold regression model to examine the capital structure decision of Taiwanese firms investing in …

Persistent link: https://www.econbiz.de/10008691379