The majority of empirical research in economics ignores the potential benefits of
nonparametric methods, while the majority of advances in nonparametric theory ignores the …

This paper introduces the structural threshold regression (STR) model that allows for an
endogenous threshold variable as well as for endogenous regressors. This model provides …

The regression discontinuity design has become a common framework among applied
economists for measuring treatment effects. A key restriction of the existing literature is the …

This paper studies estimation in threshold regression with endogeneity in the regressors
and thresholding variable. Three key results differ from those in regular models. First, both …

In this paper, we introduce an integer-valued threshold autoregressive process, which is
driven by independent negative-binomial distributed random variables and based on …

This article studies computation, estimation, inference, and testing for linearity in threshold
regression with a threshold boundary. We first put forward a new algorithm to ease the …

In this paper, we introduce a first-order random coefficient integer-valued threshold
autoregressive process, which is based on binomial thinning. Basic probabilistic and …

Threshold models have been popular for modelling nonlinear phenomena in diverse areas,
in part due to their simple fitting and often clear model interpretation. A commonly used …

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

This paper proposes a nonlinear panel data model which can endogenously generate both
'weak'and 'strong'cross-sectional dependence. The model's distinguishing characteristic is …