Fast Bootstrap Confidence Intervals for Continuous Threshold Linear Regression
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Computational and Graphical Statistics"
DOI: 10.1080/10618600.2018.1537927
Abstract: ABSTRACT Continuous threshold regression is a common type of nonlinear regression that is attractive to many practitioners for its easy interpretability. More widespread adoption of threshold regression faces two challenges: (i) the computational complexity of… read more here.
Keywords: regression; linear regression; threshold regression; threshold linear ... See more keywords
Okun’s law revisited: a threshold in regression quantiles approach
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DOI: 10.1080/13504851.2017.1316475
Abstract: ABSTRACT This article proposes, for the first time, a threshold in regression quantiles approach to the analysis of Okun’s law. By applying to US data over the 1948Q1–2016Q4 period, we have three major findings. First,… read more here.
Keywords: law; threshold regression; quantiles approach; okun law ... See more keywords
A Survey of Threshold Regression for Time-to-event Analysis and Applications
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DOI: 10.11650/tjm/190107
Abstract: In analyzing time-to-event data, proportional hazards (PH) regression is an ubiquitous model used in many fields. PH regression, however, requires a strong assumption that is not always appropriate. Threshold regression (TR) is one of the… read more here.
Keywords: regression; survey threshold; threshold regression; time event ... See more keywords
Relationship Between ROA and Total Indebtedness by Threshold Regression Model
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DOI: 10.14254/1800-5845/2021.17-2.3
Abstract: The aim of this work is to examine the relationship between return on assets and total indebtedness of companies Knowing this relationship allows for more effective business management This relationship is analyzed on the basis… read more here.
Keywords: threshold regression; roa total; relationship; total indebtedness ... See more keywords
Threshold Regression with Endogeneity for Short Panels
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DOI: 10.3390/econometrics7020023
Abstract: This paper considers the estimation of dynamic threshold regression models with fixed effects using short panel data. We examine a two-step method, where the threshold parameter is estimated nonparametrically at the N-rate and the remaining… read more here.
Keywords: regression; regression endogeneity; threshold regression; endogeneity short ... See more keywords