This article provides a selective overview of the recent developments in factor models and
their applications in econometric learning. We focus on the perspective of the low-rank …

Grouped variable selection with discrete optimization: Computational and statistical
perspectives Page 1 The Annals of Statistics 2023, Vol. 51, No. 1, 1–32 https://doi.org/10.1214/21-AOS2155 …

Kimchi premium, the persistent non-zero price difference exists between the US and Korean
crypto-markets. Not only does the premium represent a violation of the law of one price but it …

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 …

This article extends the kink threshold regression model with a constant threshold to a panel
data framework with a covariate-dependent threshold, where the threshold is modeled as a …

This survey study discusses main aspects to optimal estimation methodologies for panel
data regression models. In particular, we present current methodological developments for …

Statistical inference for four-regime segmented regression models Page 1 The Annals of
Statistics 2024, Vol. 52, No. 6, 2668–2691 https://doi.org/10.1214/24-AOS2417 © Institute of …

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 a panel threshold mixed data sampling model with a covariate‐
dependent threshold and unobserved individual‐specific threshold effects (PTMIDAS‐CDT) …