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...

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data. Specifically, we extend the correlated random coefficients representation of linear quantile regression (e.g., Koenker, 2005; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the random coefficients and (ii...

Article history: Received 19 June 2012 Received in revised form 8 March 2013 Accepted 16 August 2013 Available online xxxx This study conducts a 9-year longitudinal analysis on the effects of diversity of R&D sources, diversity of human capital, innovation infrastructure and academic knowledge on industrial performance. Here, I suggest there is an inverse U-shaped relationship between diversity...