First hitting time models are a technique of modeling a stochastic process as it approaches or avoids a boundary, also known as a threshold. The process itself may be unobservable, making this a difficult problem. Regression techniques, however, can be employed to model the data as it compares to the threshold, creating a class of first hitting time models called threshold regression models. Su...

Laffer curve indicates relationship between tax rate and tax income. The aim of this paper is estimating of laffer curve in Iranian economy. To do so, we have used threshold regression method. Empirical results indicate that since the tax rate is low (the threshold value is less than 0.0848) in two-regime model, tax rate and tax income have a significant positive relationship, but when the tax ...

to evaluate the effect of different rates of nitrogen fertilizer on competitive ability of canola (okapi cv.) in interference with wild mustard, a split-plot experiment based on a randomized complete block design with 3 replications was carried out at agricultural faculty of bu-ali sina university, in 2008-2009. 4 levels of nitrogen fertilization (100, 150, 200 and 250 kg n ha-1) were assigned ...

This paper estimates threshold regression models with an endogenous variable using a nonparametric control function approach. Assuming diminishing effects, we derive the consistency and limiting distribution of our proposed estimator constructed from series approximation method for weakly dependent data. In addition, propose test endogeneity variable, which is valid regardless whether effects e...