This paper investigates the relationship between inflation, inflation uncertainty, and
economic growth in a panel of 94 emerging and developing countries. Based on the system …

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 …

We suggest a new method dealing with the problem of endogeneity of the threshold variable
in structural threshold regression models based on copula theory. This method enables us …

In this article, we consider the instrumental variable estimation for causal regression
parameters with multiple unknown structural changes across subpopulations. We propose a …

This article introduces a panel threshold model with covariate-dependent and time-varying
thresholds and unobserved individual-specific threshold effects (PTCDI). We develop …

We investigated the excessive external financing problem in Chinese industrial firms by
examining the potential threshold effect of the leverage ratio on the total factor productivity of …

We propose three new methods of inference for the threshold point in endogenous threshold
regression and two specification tests designed to assess the presence of endogeneity and …

The assumption of a concave production function has long been a cornerstone in economics
literature. However, by applying Bayesian Markov Chain Monte Carlo (MCMC) to estimate …

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 …

In this paper, we develop the asymptotic theory for threshold regression under
misspecification, which is especially useful in the regression tree analysis of machine …