This paper develops a threshold regression model where an unknown relationship between two variables nonparametrically determines the threshold. We allow observations to be cross-sectionally dependent so that can applied determine spatial border for sample splitting over random field. derive uniform rate of convergence and nonstandard limiting distribution nonparametric estimator. also obtain r...

Abstract Semiparametric regression models have received considerable attention over the last decades, because of their flexibility and good finite sample performances. Here we propose an innovative nonparametric test for linear part models, based on random sign-flipping appropriate transformation residuals, that exploits a spectral decomposition residualizing matrix associated with model. The c...