Yu, Ping; Phillips, Peter C. B. Threshold regression with endogeneity. (English) Zbl 1386.62077 J. Econom. 203, No. 1, 50-68 (2018). MSC: 62P20 62G08 62G07 62G20 PDFBibTeX XMLCite \textit{P. Yu} and \textit{P. C. B. Phillips}, J. Econom. 203, No. 1, 50--68 (2018; Zbl 1386.62077) Full Text: DOI Link
Porter, Jack; Yu, Ping Regression discontinuity designs with unknown discontinuity points: testing and estimation. (English) Zbl 1337.62082 J. Econom. 189, No. 1, 132-147 (2015). MSC: 62G08 62G07 62G09 62G20 62P20 PDFBibTeX XMLCite \textit{J. Porter} and \textit{P. Yu}, J. Econom. 189, No. 1, 132--147 (2015; Zbl 1337.62082) Full Text: DOI
Yu, Ping Adaptive estimation of the threshold point in threshold regression. (English) Zbl 1337.62066 J. Econom. 189, No. 1, 83-100 (2015). MSC: 62G05 62F12 62C12 62P20 91B62 PDFBibTeX XMLCite \textit{P. Yu}, J. Econom. 189, No. 1, 83--100 (2015; Zbl 1337.62066) Full Text: DOI
Yu, Ping Likelihood estimation and inference in threshold regression. (English) Zbl 1441.62910 J. Econom. 167, No. 1, 274-294 (2012). MSC: 62P20 62M10 62F12 PDFBibTeX XMLCite \textit{P. Yu}, J. Econom. 167, No. 1, 274--294 (2012; Zbl 1441.62910) Full Text: DOI