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Endogeneity in semiparametric threshold regression
Kourtellos, Andros; Stengos, Thanasēs; Sun, Yiguo - In: Econometric theory 38 (2022) 3, pp. 562-595
Persistent link: https://www.econbiz.de/10013269974
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Endogeneity in Semiparametric Threshold Regression
Kourtellos, Andros - 2017
In this paper, we investigate semiparametric threshold regression models with endogenous threshold variables based on a nonparametric control function approach. Using a series approximation we propose a two-step estimation method for the threshold parameter. For the regression coefficients, we...
Persistent link: https://www.econbiz.de/10012942196
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Semiparametric efficient estimation of partially linear quantile regression models
Sun, Yiguo - In: Annals of economics and finance 6 (2005) 1, pp. 105-127
Persistent link: https://www.econbiz.de/10003072732
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√N-consistent semiparametric estimation of partially linear quantile regression models
Sun, Yiguo (contributor) - 2003
Persistent link: https://www.econbiz.de/10003357702
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Functional-coefficient spatial autoregressive models with nonparametric spatial weights
Sun, Yiguo - In: Journal of econometrics 195 (2016) 1, pp. 134-153
Persistent link: https://www.econbiz.de/10011705245
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Semiparametric spatial autoregressive models with nonlinear endogeneity
Sun, Yiguo - In: Econometric reviews 43 (2024) 6, pp. 434-451
Persistent link: https://www.econbiz.de/10014551539
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A consistent model specification test for a regression function based on nonparametric wavelet estimation
Stengos, Thanasēs; Sun, Yiguo - In: Econometric reviews 20 (2001) 1, pp. 41-60
Persistent link: https://www.econbiz.de/10001582451
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A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
Lin, Zhongjian; Li, Qi; Sun, Yiguo - In: Journal of econometrics 178 (2014) 1, pp. 167-179
Persistent link: https://www.econbiz.de/10010255448
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Nonparametric panel data regression models
Sun, Yiguo; Zhang, Yu Yvette; Li, Qi - In: The Oxford handbook of panel data, (pp. 285-324). 2015
Persistent link: https://www.econbiz.de/10010472601
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The absolute health income hypothesis revisited : a semiparametric quantile regression approach
Stengos, Thanasēs (contributor); Sun, Yiguo (contributor) - 2006
Persistent link: https://www.econbiz.de/10003378875