Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/99363
DC FieldValueLanguage
dc.contributor.authorYan-Yu Chiouzh_TW
dc.contributor.author陳美源zh_TW
dc.contributor.authorMei-Yuan Chenzh_TW
dc.contributor.authorJau-er Chenzh_TW
dc.date2018-10-
dc.date.accessioned2020-02-04T03:49:11Z-
dc.date.available2020-02-04T03:49:11Z-
dc.identifier.urihttp://hdl.handle.net/11455/99363-
dc.description.abstractThis paper examines nonparametric regression with an exogenous threshold variable, allowing for an unknown number of thresholds. Given the number of thresholds and corresponding threshold values, we first establish the asymptotic properties of the local constant estimator for a nonparametric regression with multiple thresholds. However, the number of thresholds and corresponding threshold values are typically unknown in practice. We then use our testing procedure to determine the unknown number of thresholds and derive the limiting distribution of the proposed test. The Monte Carlo simulation results indicate the adequacy of the modified test and accuracy of the sequential estimation of the threshold values. We apply our testing procedure to an empirical study of the 401(k) retirement savings plan with income thresholds.zh_TW
dc.language.isoen_USzh_TW
dc.relationJournal of Econometrics, Volume 206, Issue 2, October 2018, Pages 472-514zh_TW
dc.relation.urihttps://www.sciencedirect.com/science/article/pii/S0304407618301052zh_TW
dc.subjectNonparametric regressionzh_TW
dc.subjectThreshold variablezh_TW
dc.subjectThreshold valuezh_TW
dc.subjectSignificance testzh_TW
dc.titleNonparametric regression with multiple thresholds: Estimation and inferencezh_TW
dc.typeJournal Articlezh_TW
dc.identifier.doi10.1016/j.jeconom.2018.06.011zh_TW
dc.awards2018zh_TW
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.languageiso639-1en_US-
item.openairetypeJournal Article-
item.grantfulltextrestricted-
item.fulltextwith fulltext-
item.cerifentitytypePublications-
Appears in Collections:財務金融學系所
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