Testing for Threshold Effects in Regression Models
نویسندگان
چکیده
منابع مشابه
Testing for Threshold Effects in Regression Models
In this article, we develop a general method for testing threshold effects in regression models, using sup-likelihood-ratio (LR)-type statistics. Although the sup-LR-type test statistic has been considered in the literature, our method for establishing the asymptotic null distribution is new and nonstandard. The standard approach in the literature for obtaining the asymptotic null distribution ...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2011
ISSN: 0162-1459,1537-274X
DOI: 10.1198/jasa.2011.tm09800