Bootstraps for dynamic panel threshold models

Fast inference for quantile regression with tens of millions of observations

Inference for Parameters Identified by Conditional Moment Restrictions Using a Generalized Bierens Maximum Statistic

Regression Discontinuity Design with Potentially Many Covariates

SGMM: Stochastic Approximation to Generalized Method of Moments

Nonlinear dynamics of Kimchi premium

Robust Inference on Infinite and Growing Dimensional Time-Series Regression

Testing stochastic dominance with many conditioning variables

Minimax Risk in Estimating Kink Threshold and Testing Continuity

Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling

Factor-driven two-regime regression

Sparse HP filter: Finding kinks in the COVID-19 contact rate

Desperate Times Call for Desperate Measures: Government Spending Multipliers in Hard Times

Discussion on selecting the number of breaks in the pattern of spread of COVID-19 (a reply to Zhao and Liang)

Estimating a breakpoint in the pattern of spread of COVID-19 in South Korea

Frequent or systematic changes? discussion on “Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection.”

High-dimensional predictive regression in the presence of cointegration

Estimation of dynamic panel threshold model using Stata

Robust inference for threshold regression models

Local m-estimation with discontinuous criterion for dependent and limited observations

Oracle Estimation of a Change Point in High-Dimensional Quantile Regression

Correction to: Testing for Threshold Effects in Regression Models (Journal of the American Statistical Association, (2013), 106, (220-231), 10.1198/jasa.2011.tm09800)

Is There a Jump in the Transition?

Testing for a Debt-Threshold Effect on Output Growth

Dynamic panels with threshold effect and endogeneity

The lasso for high dimensional regression with a possible change point

Structural-break models under mis-specification: Implications for forecasting

Testing for structural stability in the whole sample

Testing for non-nested conditional moment restrictions using unconditional empirical likelihood

Estimation of Nonlinear Error Correction Models

Testing for threshold effects in regression models

Semiparametric estimation of a binary response model with a change-point due to a covariate threshold

Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap

A Smoothed Least Squares Estimator for Threshold Regression Models

Bootstrap testing for the null of no cointegration in a threshold vector error correction model

Desperate Times Call for Desperate Measures: Government Spending Multipliers in Hard Times

Article

Discussion on selecting the number of breaks in the pattern of spread of COVID-19 (a reply to Zhao and Liang)

Article

Estimating a breakpoint in the pattern of spread of COVID-19 in South Korea

Article

Frequent or systematic changes? discussion on “Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection.”

Article

High-dimensional predictive regression in the presence of cointegration

Article

Estimation of dynamic panel threshold model using Stata

Article

Robust inference for threshold regression models

Article

Local m-estimation with discontinuous criterion for dependent and limited observations

Article

Oracle Estimation of a Change Point in High-Dimensional Quantile Regression

Article

Correction to: Testing for Threshold Effects in Regression Models (Journal of the American Statistical Association, (2013), 106, (220-231), 10.1198/jasa.2011.tm09800)

Article

Is There a Jump in the Transition?

Article

Testing for a Debt-Threshold Effect on Output Growth

Article

Dynamic panels with threshold effect and endogeneity

Article

The lasso for high dimensional regression with a possible change point

Article

Structural-break models under mis-specification: Implications for forecasting

Article

Testing for structural stability in the whole sample

Article

Testing for non-nested conditional moment restrictions using unconditional empirical likelihood

Article

Estimation of Nonlinear Error Correction Models

Article

Testing for threshold effects in regression models

Article

Semiparametric estimation of a binary response model with a change-point due to a covariate threshold

Article

Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap

Article

A Smoothed Least Squares Estimator for Threshold Regression Models

Article

Bootstrap testing for the null of no cointegration in a threshold vector error correction model

Article