Asymptotics for threshold regression under general conditions
Ping Yu and Yongqiang Zhao
Year of publication: |
2013
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Authors: | Yu, Ping ; Zhao, Yongqiang |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 16.2013, 3, p. 430-462
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Subject: | Discrete asymptotic distribution | Extreme value type III distribution | Local information | Non-homogeneous Poisson process | Rapidly varying | Regularly varying | Slowly varying | Stochastic equicontinuity failure | Strong identification | Threshold regression | Treatment effect | Weak identification | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
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