A note on the covariate-dependent kink threshold regression model for panel data

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY Communications in Statistics - Theory and Methods Pub Date : 2024-03-22 DOI:10.1080/03610926.2024.2324985
Maoyuan Zhou, Fangyu Ye, Yi Li, Fengqi Liu, Chuang Wan
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Abstract

This article provides new estimating and testing procedures for the panel covariate-dependent kink threshold regression model. By utilizing a linearization technique, we develop an efficient estima...
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来源期刊
CiteScore
2.00
自引率
12.50%
发文量
320
审稿时长
7.5 months
期刊介绍: The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.
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