Testing for threshold effects in regression models

Journal of the American Statistical Association

Volumn 106, Issue 493, 2011, Pages 220-231

  Lee, Sokbae ^a,b   Seo, Myung Hwan ^c   Shin, Youngki ^d  

^a Seoul National University   (South Korea)

^b INSTITUTE FOR FISCAL STUDIES   (United Kingdom)

^c LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^d UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

Davies problem; Empirical process; Maximum rank correlation estimation; Maximum score estimation; U process

Indexed keywords

EID: 79954542236     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/jasa.2011.tm09800     Document Type: Article

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