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 develops a novel estimation framework for the multithreshold accelerated failure
time model, which has distinct linear forms within different subdomains. One major …

Most threshold models to-date contain a single threshold variable. However, in many
empirical applications, models with multiple threshold variables may be needed and are the …

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 …

Urban transportation planning indicates whole spatial and temporal solutions offered to
create, develop and overcome the problems of transportation system regarding current and …

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

Although production support policies have been shown to have significant positive effects on
input use and food production, they are identified as a threat to agroecosystems through …

This thesis consists of three essays in the threshold regression model regarding both theory
and application. Chapter 1 investigates the linear index threshold regression model with …

This paper investigates the linear index threshold regression model with endogeneity. We
propose a two-step GMM estimation method to estimate the model, which allows both the …