On the Estimation of a Class of Threshold Regression Models

T. V. S. Ramamohan Rao ()
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T. V. S. Ramamohan Rao: Indian Institute of Technology

Journal of Quantitative Economics, 2024, vol. 22, issue 1, No 10, 199-209

Abstract: Abstract 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.

Keywords: Threshold regression; Unobservable variables; Estimation and inference (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s40953-023-00370-x

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