A smoothed least squares estimator for threshold regression models

Journal of Econometrics

Volumn 141, Issue 2, 2007, Pages 704-735

  Seo, Myung Hwan ^a   Linton, Oliver ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Index model; Sample splitting; Segmented regression; Smoothing; Threshold estimation

Indexed keywords

ASYMPTOTIC ANALYSIS; ERROR ANALYSIS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; REGRESSION ANALYSIS; THRESHOLD ELEMENTS;

INDEX MODEL; SAMPLE SPLITTING; SEGMENTED REGRESSION; THRESHOLD ESTIMATION;

LEAST SQUARES APPROXIMATIONS;

EID: 34848905093     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2006.11.002     Document Type: Article

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