نتایج جستجو برای: threshold regression
تعداد نتایج: 433844 فیلتر نتایج به سال:
This paper extends the panel threshold regression of Hansen (1999) and Kourtellos, Stengos and Tan (2007) to allow for endogeneity of the threshold variable. We consider the static linear panels with fixed effect. The modified concentrated two-stage least square methods that are based on inverse Mills ratio bias correction terms are proposed to estimate threshold parameters. Our estimators are ...
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, Qua...
there are various causes for inflation in macroeconomics. one of the important channels of experiencing inflation is through the international economy caused by external shocks. in this context, the impact of exchange rate volatilities on domestic prices known as exchange rate pass-through (erpt) plays a vital role. the present paper deals with the impact of exchange rate pass-through on inflat...
The current study was carried out to evaluate accuracy of some Bayesian methods for genomic breeding values prediction for threshold traits with different types of genetic architecture based on distribution of gene effect and QTL numbers. A genome consisted of 3 chromosomes of 100 CM with 2000 single nucleotide polymorphisms (SNP) was simulated. The QTL numbers were 0.01, 0.05 and 0.1 of total ...
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