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Distribution-free tests of stochastic monotonicity

Delgado, Miguel A.; Escanciano, Juan Carlos - In: Journal of econometrics 170 (2012) 1, pp. 68-75

Persistent link: https://www.econbiz.de/10009673150

Consistent tests of conditional moment restrictions

Delgado, Miguel A.; Domínguez, Manuel A.; Lavergne, Pascal - In: Annales d'économie et de statistique 81 (2006), pp. 33-67

Persistent link: https://www.econbiz.de/10003376908

The partially linear regression model : Monte Carlo evidence from the projection pursuit regression approach

Li, Dingding; Stengos, Thanasēs - In: Economics letters 75 (2002) 1, pp. 11-16

Persistent link: https://www.econbiz.de/10001650821

Bootstrap and pretest J-type non-nested tests for orthogonal regression models : some Monte Carlo evidence

Michelis, Leo; Stengos, Thanasēs; Yang, Ling - In: Journal of quantitative economics : official journal of … 3 (2005) 2, pp. 82-97

Persistent link: https://www.econbiz.de/10003314499

THRET : Threshold Regression with Endogenous Threshold variables

Kourtellos, Andros (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003636764

Structural threshold regression

Kourtellos, Andros; Stengos, Thanasēs; Tan, Chih Ming - 2009

Persistent link: https://www.econbiz.de/10003852789

Detecting convergence clubs

Beylunioglu, Fuat C.; Stengos, Thanasēs; Yazgan, … - 2016

Persistent link: https://www.econbiz.de/10011488333

Endogeneity in semiparametric threshold regression

Kourtellos, Andros; Stengos, Thanasēs; Sun, Yiguo - 2017

Persistent link: https://www.econbiz.de/10011779062

Structural threshold regression

Kourtellos, Andros; Stengos, Thanasēs; Tan, Chih Ming - In: Econometric theory 32 (2016) 4, pp. 827-860

Persistent link: https://www.econbiz.de/10011644210

Endogeneity in Semiparametric Threshold Regression Model With Two Threshold Variables

Chen, Chaoyi; Stengos, Thanasis; Sun, Yiguo - 2021

This paper considers a semiparametric threshold regression model with two threshold variables,extending Chen et al. (2012) and Kourtellos et al. (2021). The proposed model allows the endogeneity for both threshold variables and the slope regressors. Under the diminishing thresholdeffects...

Persistent link: https://www.econbiz.de/10013322934