Semi-parametric Estimation of the Threshold Model with an Endogenous Splitting Variable (Threshold Regression Without Distribution Assumption when the Threshold Variable Is Endogenous).

Chang-Ching Lin; Hung-Pin Lai

Semi-parametric Estimation of the Threshold Model with an Endogenous Splitting Variable (Threshold Regression Without Distribution Assumption when the Threshold Variable Is Endogenous).

Department of Economics

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Original language	English
Title of host publication	The 2009 Far East and South Asia Meeting of the Econometric Society
Place of Publication	Tokyo, Japan
Publication status	Published - 2009 Jul

All Science Journal Classification (ASJC) codes

Economics, Econometrics and Finance(all)

Cite this

@inproceedings{47dec4095f20441ba654faf70828f4a0,

title = "Semi-parametric Estimation of the Threshold Model with an Endogenous Splitting Variable (Threshold Regression Without Distribution Assumption when the Threshold Variable Is Endogenous).",

author = "Chang-Ching Lin and Hung-Pin Lai",

year = "2009",

month = jul,

language = "English",

booktitle = "The 2009 Far East and South Asia Meeting of the Econometric Society",

}

Semi-parametric Estimation of the Threshold Model with an Endogenous Splitting Variable (Threshold Regression Without Distribution Assumption when the Threshold Variable Is Endogenous). / Lin, Chang-Ching; Lai, Hung-Pin.

The 2009 Far East and South Asia Meeting of the Econometric Society. Tokyo, Japan, 2009.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

TY - GEN

T1 - Semi-parametric Estimation of the Threshold Model with an Endogenous Splitting Variable (Threshold Regression Without Distribution Assumption when the Threshold Variable Is Endogenous).

AU - Lin, Chang-Ching

AU - Lai, Hung-Pin

PY - 2009/7

Y1 - 2009/7

M3 - Conference contribution

BT - The 2009 Far East and South Asia Meeting of the Econometric Society

CY - Tokyo, Japan

ER -