关于面板数据的协变量依赖性阈值回归模型的说明

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Communications in Statistics - Theory and Methods Pub Date : 2024-03-22 DOI:10.1080/03610926.2024.2324985

Maoyuan Zhou, Fangyu Ye, Yi Li, Fengqi Liu, Chuang Wan

引用次数: 0

摘要

本文为依赖于协变量的面板阈值回归模型提供了新的估计和检验程序。通过利用线性化技术，我们开发出了一种高效的估计方法。

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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A note on the covariate-dependent kink threshold regression model for panel data

This article provides new estimating and testing procedures for the panel covariate-dependent kink threshold regression model. By utilizing a linearization technique, we develop an efficient estima...

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来源期刊

Communications in Statistics - Theory and Methods 数学-统计学与概率论

CiteScore

2.00

自引率

12.50%

发文量

320

审稿时长

7.5 months

期刊介绍： The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.