Panel threshold model with covariate-dependent thresholds and unobserved individual-specific threshold effects

IF 0.8 4区经济学 Q3 ECONOMICS

Econometric Reviews Pub Date : 2024-04-20 DOI:10.1080/07474938.2024.2339147

Lixiong Yang, I-Po Chen, Chingnun Lee, Mingjian Ren

引用次数: 0

Abstract

This article introduces a panel threshold model with covariate-dependent and time-varying thresholds and unobserved individual-specific threshold effects (PTCDI). We develop methods for estimation ...

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面板阈值模型，具有依赖于协变量的阈值和未观察到的特定个体阈值效应

本文介绍了一个面板阈值模型，该模型具有依赖于协变量的时变阈值和未观察到的特定个体阈值效应（PTCDI）。我们开发了估计方法 ...

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

Econometric Reviews 管理科学-数学跨学科应用

CiteScore

1.70

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： Econometric Reviews is widely regarded as one of the top 5 core journals in econometrics. It probes the limits of econometric knowledge, featuring regular, state-of-the-art single blind refereed articles and book reviews. ER has been consistently the leader and innovator in its acclaimed retrospective and critical surveys and interchanges on current or developing topics. Special issues of the journal are developed by a world-renowned editorial board. These bring together leading experts from econometrics and beyond. Reviews of books and software are also within the scope of the journal. Its content is expressly intended to reach beyond econometrics and advanced empirical economics, to statistics and other social sciences.