TESTING FOR HOMOGENEOUS THRESHOLDS IN THRESHOLD REGRESSION MODELS
نویسندگان
چکیده
This paper develops a test for homogeneity of the threshold parameter in regression models. The has natural interpretation from time series perspectives and can also be applied to additional change points structural break limiting distribution statistic is derived, finite sample properties are studied Monte Carlo simulations. We apply new tipping point problem by Card, Mas, Rothstein (2008, Quarterly Journal Economics 123, 177–218) statistically justify that location varies across tracts.
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 2022
ISSN: ['1469-4360', '0266-4666']
DOI: https://doi.org/10.1017/s0266466622000512