نتایج جستجو برای: threshold regression approach

تعداد نتایج: 1674616  

Journal: :Heliyon 2023

This study aims to obtain empirical evidence of the existence a nonlinear effect imported technology on industrial employment, which has been largely overlooked in literature. To achieve this objective, article employed panel data models using non-linear threshold regression (PTR) approaches for sample developed and developing countries over period technological advancement from 2000 2019. Seve...

Journal: :Journal of Econometrics 2023

This paper develops a threshold regression model where an unknown relationship between two variables nonparametrically determines the threshold. We allow observations to be cross-sectionally dependent so that can applied determine spatial border for sample splitting over random field. derive uniform rate of convergence and nonstandard limiting distribution nonparametric estimator. also obtain r...

2012
Yang-Cheng Lu Hao Fang Chien-Chung Nieh

This study constructs a panel threshold regression model to explore the price impact of foreign institutional herding of firms listed in the Taiwan Stock Exchange during January 2000 to June 2008. Our panel threshold model is constructed to explore the price impact of foreign institutional investors’ herding in the Taiwan stock market after controlling the firm size. By examining the presence o...

1998
Ursula U. Müller

Consider a detector which records the times at which the realizations of a nonparametric regression model exceed a certain threshold. If the error distribution is known, the regression function can still be identified from these threshold data. We construct estimators for the regression function. They are transformations of kernel estimators. We determine the bandwidth which minimizes the asymp...

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