This paper estimates threshold regression models with an endogenous threshold variable
using a nonparametric control function approach. Assuming diminishing threshold effects …

As technological advancements continue to unfold, automation has emerged as a pivotal
force in reshaping both production paradigms and lifestyles. This paper introduces a …

This paper investigates the relationship between democracy and economic growth in the
context of a linear index threshold regression model. We first introduce the baseline model …

Using a novel methodology, we offer new evidence that a threshold relationship exists for
Okun's law (the well‐known output–unemployment co‐movement). We use a logistic smooth …

This paper introduces unit-specific heterogeneity in panel data threshold regression. Both
slope coefficients and threshold parameters are allowed to vary by unit. The heterogeneous …

This article considers an endogenous kink threshold regression model with an unknown
threshold value in a time series as well as a panel data framework, where both the threshold …

This paper conducts an empirical study on the determinants of trade data discrepancies from
a perspective of international capital flows as a part of trade data discrepancies can be …

Viewed as a linear regression model with unknown structural breaks, the threshold re-
gression model has attracted a lot of attention in economics. Like all other models, endo …

In this paper, we study the estimation and inference of the threshold model with hybrid local
stochastic unit root regressors. Our main contribution is to propose an estimator that …

This article considers a semiparametric threshold regression model with two threshold
variables. The proposed model allows endogenous threshold variables and endogenous …