This paper tried to study the threshold effect of the Human Development Index (HDI) on the
relationship between oil revenues and financial development. For this purpose, the …

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 …

Classical threshold models assume that threshold values are constant and stable, which
appears overly restrictive and unrealistic. In this article, we extend Hansen's (2000) constant …

Threshold regression models are useful for identifying subgroups with heterogeneous
parameters. The conventional threshold regression models split the sample based on a …

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 …

Considered here is a hypothesis test for the coefficients in the change-plane regression
models to detect the existence of a change plane. The test that is considered is from the …

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 article provides new estimating and testing procedures for the panel covariate-
dependent kink threshold regression model. By utilizing a linearization technique, we …

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 …