On the Estimation of a Class of Threshold Regression Models

A rich variety of threshold regression models have been in use starting with Tobin (1978). 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...

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Bibliographic Details
Published in:Journal of quantitative economics : journal of the Indian Econometric Society 2024-03, Vol.22 (1), p.199-209
Main Author: Ramamohan Rao, T. V. S.
Format: Article
Language:English
Subjects:
Econometrics
Economics
Economics and Finance
Finance
Game Theory
Insurance
Management
Notes and Short Article
Social and Behav. Sciences
Statistics for Business
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Summary:A rich variety of threshold regression models have been in use starting with Tobin (1978). 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.
ISSN:0971-1554
2364-1045
DOI:10.1007/s40953-023-00370-x