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

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Original languageEnglish
Title of host publicationThe 2009 Far East and South Asia Meeting of the Econometric Society
Place of PublicationTokyo, Japan
Publication statusPublished - 2009 Jul

All Science Journal Classification (ASJC) codes

  • Economics, Econometrics and Finance(all)

Cite this

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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 = "7",
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 proceedingConference 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 -