Regression Kink With an Unknown Threshold

By B. Hansen. 2017

245 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/ec2fb9e898de48287469299161a475771ab1f5f0

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In Economics and Econometrics

Citations in the corpus

Regression Discontinuity Designs (2021, unknown): “See Hartman (2020) for an application in RD settings using RBC inference in the continuity-based framework. Finally, other methods for pre-intervention covariates and placebo outcome testing have been proposed within the continuity framework. Shen and Zhang (2016) propose local polynomial distributi”
Threshold Regression With a Threshold Boundary (2020, background): “This is also why the boundary in Hirano and Porter (2003) and Chernozhukov and Hong (2004) can be identified uniquely in finite samples while the boundary here cannot.”
The Impact of Higher Education on Economic Growth in ASEAN-5 Countries (2021, methodology): “Thus, in this section, we conduct the kink test of Hansen [37] for testing the existence of the kink effect between each independent variable and the dependent variable.”
Robust inference for threshold regression models (2017, methodology): “For instance, Chan (1993) and Hansen (2000) have focused on inference when the model is discontinuous at the threshold point, whereas Chan and Tsay (1998) , Hansen (2017) and Feder (1975a) have focused on inference in kink models.”
Inference on Directionally Differentiable Functions (2014, background): “…energy future markets, Lee and Bhattacharya (2015) who propose methods for estimating welfare changes in partially identiﬁed discrete choice models, Hansen (2017) who studies the asymptotic properties of regression kink models, and Masten and Poirier (2017) who conduct inference on ˆ φ (cid:5) n…”