一类阈值回归模型的估计

PSN: Econometrics Pub Date : 2021-05-21 DOI:10.2139/ssrn.3850678

Ramamohan Rao

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摘要

从Tobin(1958)开始，已经使用了各种各样的阈值回归模型。然而，一些应用表明需要一类阈值回归模型，迄今为止还没有考虑到。本文提出了这种模型的规范，并提供了一种新的估计方法。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On the Estimation of a Class of Threshold Regression Models

A rich variety of threshold regression models has been in use starting with Tobin (1958). However, several applications indicate the necessity for a class of threshold regression models that have not been considered so far. This note presents a specification of such models and offers a novel method of estimation.

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PSN: Econometrics

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