On the Estimation of a Class of Threshold Regression Models

IF 0.7 Q3 ECONOMICS

JOURNAL OF QUANTITATIVE ECONOMICS Pub Date : 2023-12-09 DOI:10.1007/s40953-023-00370-x

T. V. S. Ramamohan Rao

引用次数: 0

Abstract

A rich variety of threshold regression models have been in use starting with Tobin (1978). However, several applications indicate the necessity for a class of threshold regression models that have not been considered so far. This note presents a specification of such models and offers a novel method of estimation.

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关于一类阈值回归模型的估计

从托宾（Tobin，1978 年）开始，各种阈值回归模型已被广泛使用。然而，一些应用表明，有必要建立一类迄今尚未考虑过的阈值回归模型。本说明介绍了这类模型的规格，并提供了一种新颖的估计方法。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

JOURNAL OF QUANTITATIVE ECONOMICS ECONOMICS-

CiteScore

1.10

自引率

0.00%

发文量

期刊介绍： The Journal of Quantitative Economics (JQEC) is a refereed journal of the Indian Econometric Society (TIES). It solicits quantitative papers with basic or applied research orientation in all sub-fields of Economics that employ rigorous theoretical, empirical and experimental methods. The Journal also encourages Short Papers and Review Articles. Innovative and fundamental papers that focus on various facets of Economics of the Emerging Market and Developing Economies are particularly welcome. With the help of an international Editorial board and carefully selected referees, it aims to minimize the time taken to complete the review process while preserving the quality of the articles published.

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