Document Search Results

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class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value" id="multi-line-type-input-sw" placeholder="use * to find all documents using software"> <input name="ml-0-v" class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value" id="multi-line-type-input-br" placeholder="find documents about the life or work of a person"> <span class="multi-line-value" id="multi-line-type-multiselect-db"> <select class="multi-line-selectpicker" data-width="100%" multiple> <option value="zbl">Zbl</option> <option value="arxiv">arXiv</option> <option value="jfm">JFM</option> <option value="eram">ERAM</option> </select> <input type="hidden" class="multi-line-input" name="ml-0-v" value=""> </span> </div> <form name="documents" method="GET" action="/" autocomplete="off"> <div class="documents multi-line" style="display: none;"> <div class="forms"> <ul class="nav forms"> <li class="one-line"> <span tabindex="0" class="glyphicon 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value="cc">MSC</option> <option data-type="input" value="cc1">MSC Primary</option> <option data-type="input" value="so">Source / Journal</option> <option data-type="input" value="pu">Publisher</option> <option data-type="input" value="la">Language</option> <option data-type="input" value="ab">Summary / Review</option> <option data-type="input" value="rv">Reviewer</option> <option data-type="input" value="an">zbMATH ID</option> <option data-type="input" value="en">External ID</option> <option data-type="input" value="ut">Keywords</option> <option data-type="input" value="sw">Software</option> <option data-type="input" value="br">Biographic Ref</option> <option data-type="input" value="rft">Reference Text</option> <option data-type="multiselect-db" value="db">Database</option> <option data-divider="true"></option> <option data-function="remove-line" data-content='<span class="glyphicon glyphicon-minus" aria-hidden="true"></span> remove line' value="any">remove line</option> 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<option data-type="input" value="pu">Publisher</option> <option data-type="input" value="la">Language</option> <option data-type="input" value="ab">Summary / Review</option> <option data-type="input" value="rv">Reviewer</option> <option data-type="input" value="an">zbMATH ID</option> <option data-type="input" value="en">External ID</option> <option data-type="input" value="ut">Keywords</option> <option data-type="input" value="sw">Software</option> <option data-type="input" value="br">Biographic Ref</option> <option data-type="input" value="rft">Reference Text</option> <option data-type="multiselect-db" value="db">Database</option> <option data-divider="true"></option> <option data-function="remove-line" data-content='<span class="glyphicon glyphicon-minus" aria-hidden="true"></span> remove line' value="any">remove line</option> </select><input name="ml-2-v" class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value"><select class="form-control multi-line-operators multi-line-selectpicker" name="ml-2-op" aria-label="operator"> <option value="and" selected>AND</option> <option value="andnot">AND NOT</option> <option value="or">OR</option> </select></div> </div> <div class="row ml-3"> <div class="col-xs-12 form-inline multi-line"> <select class="form-control multi-line-field multi-line-selectpicker" name="ml-3-f" aria-label="field"> <option data-type="input" value="any">Anywhere</option> <option data-type="input" value="au">Authors</option> <option data-type="input" value="ti" selected>Title</option> <option data-type="input" value="py">Year</option> <option data-type="range" value="pyr">Year Range</option> <option data-type="input" value="cc">MSC</option> <option data-type="input" value="cc1">MSC Primary</option> <option data-type="input" value="so">Source / Journal</option> <option data-type="input" value="pu">Publisher</option> <option data-type="input" value="la">Language</option> <option data-type="input" value="ab">Summary / Review</option> <option data-type="input" value="rv">Reviewer</option> <option data-type="input" value="an">zbMATH ID</option> <option data-type="input" value="en">External ID</option> <option data-type="input" value="ut">Keywords</option> <option data-type="input" value="sw">Software</option> <option data-type="input" value="br">Biographic Ref</option> <option data-type="input" value="rft">Reference Text</option> <option data-type="multiselect-db" value="db">Database</option> <option data-divider="true"></option> <option data-function="remove-line" data-content='<span class="glyphicon glyphicon-minus" aria-hidden="true"></span> remove line' value="any">remove line</option> </select><input name="ml-3-v" class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value"><div id="multi-line-plus"> <a href="#"><span class="glyphicon glyphicon-plus" aria-hidden="true"></span> add line</a> </div></div> </div> </div> <div class="row"> <div class="col-xs-12 form-inline"> <div class="form-group field checkboxes-wrapper" id="checkboxes-wrapper-test" style="visibility: hidden; position: fixed;"> <label>Document Type:</label> <div class="checkboxes"> <div class="slider"> <label title="search for Articles in Journals"> <input type="checkbox" class="form-control" value="j" checked> <span tabindex="0"><small></small></span> Journal Articles </label> </div> <div class="slider"> <label title="search for Articles in Conference Proceedings and Collected Volumes"> <input type="checkbox" class="form-control" value="a" checked> <span tabindex="0"><small></small></span> Collection Articles </label> </div> <div class="slider"> <label title="search for Monographs, Proceedings, Dissertations etc."> <input type="checkbox" class="form-control" value="b" checked> <span tabindex="0"><small></small></span> Books </label> </div> <div class="slider"> <label title="search for arXiv Preprints"> <input type="checkbox" class="form-control" value="p" 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form-control" type="text" name="q" value="rf:227513" aria-label="Search for documents" placeholder="Search for documents" autocomplete="off"> </div> <div class="search-buttons input-group-btn"> <div class="btn-group"> <button class="btn btn-default search" type="submit"><span class="virtual">Search</span> <span class="glyphicon glyphicon-search" style="top: 2px;"></span></button> </div> </div> </span> <span> <div class="search-buttons input-group-btn"> <div class="btn-group"> <div class="btn-group fields"> <button class="btn btn-default dropdown-toggle" data-toggle="dropdown">Fields <i class="caret"></i></button> <ul id="fields" class="dropdown-menu pull-right"> <li><a href="#"><span class="token item">any:</span><span> </span>anywhere (default)</a></li> <li><a href="#"><span class="token item">ab:</span><span>  </span>review text</a></li> <li><a href="#"><span class="token item">an:</span><span>  </span>zbmath id</a></li> <li><a href="#"><span class="token item">any:</span><span>  </span>anywhere</a></li> <li><a href="#"><span class="token item">au:</span><span>  </span>contributor name</a></li> <li><a href="#"><span class="token item">br:</span><span>  </span>biographic reference name</a></li> <li><a href="#"><span class="token item">cc:</span><span>  </span>msc title</a></li> <li><a href="#"><span class="token item">dt:</span><span>  </span>document type</a></li> <li><a href="#"><span class="token item">doi:</span><span>  </span>doi</a></li> <li><a href="#"><span class="token item">en:</span><span>  </span>external id</a></li> <li><a href="#"><span class="token item">la:</span><span>  </span>language</a></li> <li><a href="#"><span class="token item">pu:</span><span>  </span>publisher</a></li> <li><a href="#"><span class="token item">py:</span><span>  </span>year</a></li> <li><a href="#"><span class="token item">rv:</span><span>  </span>reviewer name</a></li> <li><a href="#"><span class="token item">so:</span><span>  </span>source</a></li> <li><a href="#"><span class="token item">sw:</span><span>  </span>software name</a></li> <li><a href="#"><span class="token item">ti:</span><span>  </span>title</a></li> <li><a href="#"><span class="token item">ut:</span><span>  </span>keyword</a></li> </ul> </div> <div class="btn-group operators"> <button class="btn btn-default dropdown-toggle" data-toggle="dropdown">Operators <i class="caret"></i></button> <ul id="operators" class="dropdown-menu pull-right"> <li><a href="#"><span class="token">a <span class="item">&</span> b </span><span> </span>logical and (default)</a></li> <li><a href="#"><span class="token">a <span class="item">|</span> b </span><span> </span>logical or</a></li> <li><a href="#"><span class="token"><span class="item">!</span>ab   </span><span> </span>logical not</a></li> <li><a href="#"><span class="token">abc<span class="item">*</span>  </span><span> </span>right wildcard</a></li> <li><a href="#"><span class="token"><span class="item">"</span>ab c<span class="item">"</span></span><span> </span>phrase</a></li> <li><a href="#"><span class="token"><span class="item">(</span>ab c<span class="item">)</span></span><span> </span>parentheses</a></li> </ul> </div> </div> </div> <div class="special"> <ul class="nav help-button"> <li class="dropdown pull-right"> <a href="#">Help <i class="caret"></i></a> </li> </ul> </div> </span> </div> <div class="help"><h2>Examples</h2> <div id="help-terms" role="table"> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=Geometry">Geometry</a></span> <span class="search-explanation" role="cell" role="cell">Search for the term <em>Geometry</em> in <strong>any</strong> field. 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B.</a></div> <h3 class="title"> <a href="/7981859"><strong>New control function approaches in threshold regression with endogeneity.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7981859">Zbl 07981859</a> </h3> <div class="source"> <a href="/serials/2669" title="Journal Profile">Econom. 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Data Sci.</a> <a href="/?q=in%3A522954" title="Articles in this Issue">7, No. 2, 667-675 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07973752" data-ciurl="/ci/07973752" data-biburl="/bibtex/07973752.bib" data-amsurl="/amsrefs/07973752.bib" data-xmlurl="/xml/07973752.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07973752.pdf" title="Zbl 07973752 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s42081-024-00248-z" aria-label="DOI for “On ergodicity of threshold ARMA$(m, p, q)$ models”" title="10.1007/s42081-024-00248-z">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7968494" value="7968494" aria-label="mark item Zbl 07968494"></div> <div class="author"><a href="/authors/li.kunpeng" title="Author Profile">Li, Kunpeng</a>; <a href="/authors/?q=ai%3Alin.wei.1%7Clin.wei.3%7Clin.wei.5%7Clin.wei.2%7Clin.wei.6%7Clin.wei.4" title="Author Profile">Lin, Wei</a></div> <h3 class="title"> <a href="/7968494"><strong>Threshold spatial autoregressive model.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7968494">Zbl 07968494</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. Econom.</a> <a href="/?q=in%3A522665" title="Articles in this Issue">244, No. 1, Article ID 105841, 17 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> <a class="mono" href="/classification/?q=cc%3A91-XX" title="Game theory, economics, finance, and other social and behavioral sciences">91-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07968494" data-ciurl="/ci/07968494" data-biburl="/bibtex/07968494.bib" data-amsurl="/amsrefs/07968494.bib" data-xmlurl="/xml/07968494.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07968494.pdf" title="Zbl 07968494 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jeconom.2024.105841" aria-label="DOI for “Threshold spatial autoregressive model”" title="10.1016/j.jeconom.2024.105841">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7965537" value="7965537" aria-label="mark item Zbl 07965537"></div> <div class="author"><a href="/authors/?q=ai%3Asun.yan%7Csun.yan.2" title="Author Profile">Sun, Yan</a>; <a href="/authors/?q=ai%3Ahuang.wei.3%7Chuang.wei.9%7Chuang.wei.1%7Chuang.wei%7Chuang.wei.11%7Chuang.wei.5%7Chuang.wei.13%7Chuang.wei.8%7Chuang.wei.2" title="Author Profile">Huang, Wei</a></div> <h3 class="title"> <a href="/7965537"><strong>Estimation and testing of kink regression model with endogenous regressors.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7965537">Zbl 07965537</a> </h3> <div class="source"> <a href="/serials/1425" title="Journal Profile">Comput. Stat.</a> <a href="/?q=in%3A522413" title="Articles in this Issue">39, No. 6, 3115-3135 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-08" title="Computational methods for problems pertaining to statistics">62-08</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07965537" data-ciurl="/ci/07965537" data-biburl="/bibtex/07965537.bib" data-amsurl="/amsrefs/07965537.bib" data-xmlurl="/xml/07965537.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07965537.pdf" title="Zbl 07965537 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s00180-023-01429-2" aria-label="DOI for “Estimation and testing of kink regression model with endogenous regressors”" title="10.1007/s00180-023-01429-2">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7950938" value="7950938" aria-label="mark item Zbl 07950938"></div> <div class="author"><a href="/authors/yang.lixiong" title="Author Profile">Yang, Lixiong</a></div> <h3 class="title"> <a href="/7950938"><strong>High dimensional threshold model with a time-varying threshold based on Fourier approximation.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7950938">Zbl 07950938</a> </h3> <div class="source"> <a href="/serials/2380" title="Journal Profile">Stud. Nonlinear Dyn. Econom.</a> <a href="/?q=in%3A521102" title="Articles in this Issue">28, No. 1, 83-117 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> <a class="mono" href="/classification/?q=cc%3A91-XX" title="Game theory, economics, finance, and other social and behavioral sciences">91-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07950938" data-ciurl="/ci/07950938" data-biburl="/bibtex/07950938.bib" data-amsurl="/amsrefs/07950938.bib" data-xmlurl="/xml/07950938.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07950938.pdf" title="Zbl 07950938 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1515/snde-2021-0047" aria-label="DOI for “High dimensional threshold model with a time-varying threshold based on Fourier approximation”" title="10.1515/snde-2021-0047">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7901375" value="7901375" aria-label="mark item Zbl 07901375"></div> <div class="author"><a href="/authors/kim.namhyun" title="Author Profile">Kim, Namhyun</a>; <a href="/authors/wongsa-art.pipat" title="Author Profile">Wongsa-art, Pipat</a>; <a href="/authors/xia.yingcun" title="Author Profile">Xia, Yingcun</a></div> <h3 class="title"> <a href="/7901375"><strong>A dynamic count process.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7901375">Zbl 07901375</a> </h3> <div class="source"> <a href="/serials/523" title="Journal Profile">J. Stat. Plann. Inference</a> <a href="/?q=in%3A516376" title="Articles in this Issue">233, Article ID 106187, 14 p. (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07901375" data-ciurl="/ci/07901375" data-biburl="/bibtex/07901375.bib" data-amsurl="/amsrefs/07901375.bib" data-xmlurl="/xml/07901375.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07901375.pdf" title="Zbl 07901375 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jspi.2024.106187" aria-label="DOI for “A dynamic count process”" title="10.1016/j.jspi.2024.106187">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7889347" value="7889347" aria-label="mark item Zbl 07889347"></div> <div class="author"><a href="/authors/nasir.muhammad-jaffri-mohd" title="Author Profile">Nasir, Muhammad Jaffri Mohd</a>; <a href="/authors/khan.ramzan-nazim" title="Author Profile">Khan, Ramzan Nazim</a>; <a href="/authors/nair.gopalan-m" title="Author Profile">Nair, Gopalan</a>; <a href="/authors/nur.darfiana" title="Author Profile">Nur, Darfiana</a></div> <h3 class="title"> <a href="/7889347"><strong>Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7889347">Zbl 07889347</a> </h3> <div class="source"> <a href="/serials/1953" title="Journal Profile">Stat. Pap.</a> <a href="/?q=in%3A515531" title="Articles in this Issue">65, No. 5, 2973-3006 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07889347" data-ciurl="/ci/07889347" data-biburl="/bibtex/07889347.bib" data-amsurl="/amsrefs/07889347.bib" data-xmlurl="/xml/07889347.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07889347.pdf" title="Zbl 07889347 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s00362-023-01472-7" aria-label="DOI for “Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model”" title="10.1007/s00362-023-01472-7">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7876411" value="7876411" aria-label="mark item Zbl 07876411"></div> <div class="author"><a href="/authors/zhang.yuanqing" title="Author Profile">Zhang, Yuanqing</a>; <a href="/authors/ai.chunrong" title="Author Profile">Ai, Chunrong</a>; <a href="/authors/feng.yaqin" title="Author Profile">Feng, Yaqin</a></div> <h3 class="title"> <a href="/7876411"><strong>Threshold effect in varying coefficient models with unknown heteroskedasticity.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7876411">Zbl 07876411</a> </h3> <div class="source"> <a href="/serials/1425" title="Journal Profile">Comput. 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Sin.</a> <a href="/?q=in%3A507706" title="Articles in this Issue">34, No. 1, 313-336 (2024)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07796631" data-ciurl="/ci/07796631" data-biburl="/bibtex/07796631.bib" data-amsurl="/amsrefs/07796631.bib" data-xmlurl="/xml/07796631.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07796631.pdf" title="Zbl 07796631 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.5705/ss.202021.0275" aria-label="DOI for “Drift estimation of the threshold Ornstein-Uhlenbeck process from continuous and discrete observations”" title="10.5705/ss.202021.0275">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2008.12653"title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7933821" value="7933821" aria-label="mark item Zbl 1546.62819"></div> <div class="author"><a href="/authors/wei.kecheng" title="Author Profile">Wei, Kecheng</a>; <a href="/authors/qin.guoyou" title="Author Profile">Qin, Guoyou</a>; <a href="/authors/zhu.zhongyi" title="Author Profile">Zhu, Zhongyi</a></div> <h3 class="title"> <a href="/1546.62819"><strong>Subgroup analysis for longitudinal data based on a partial linear varying coefficient model with a change plane.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1546.62819">Zbl 1546.62819</a> </h3> <div class="source"> <a href="/serials/8585" title="Journal Profile">Stat. Med.</a> <a href="/?q=in%3A519805" title="Articles in this Issue">42, No. 20, 3716-3731 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P10" title="Applications of statistics to biology and medical sciences; meta analysis">62P10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1546.62819" data-ciurl="/ci/07933821" data-biburl="/bibtex/07933821.bib" data-amsurl="/amsrefs/07933821.bib" data-xmlurl="/xml/07933821.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07933821.pdf" title="Zbl 1546.62819 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1002/sim.9827" aria-label="DOI for “Subgroup analysis for longitudinal data based on a partial linear varying coefficient model with a change plane”" title="10.1002/sim.9827">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7858744" value="7858744" aria-label="mark item Zbl 07858744"></div> <div class="author"><a href="/authors/han.yuecai" title="Author Profile">Han, Yuecai</a>; <a href="/authors/zhang.dingwen.1" title="Author Profile">Zhang, Dingwen</a></div> <h3 class="title"> <a href="/7858744"><strong>Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7858744">Zbl 07858744</a> </h3> <div class="source"> <a href="/serials/10120" title="Journal Profile">Stat</a> <a href="/?q=in%3A513032" title="Articles in this Issue">12, No. 1, Paper No. e620, 11 p. (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07858744" data-ciurl="/ci/07858744" data-biburl="/bibtex/07858744.bib" data-amsurl="/amsrefs/07858744.bib" data-xmlurl="/xml/07858744.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07858744.pdf" title="Zbl 07858744 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1002/sta4.620" aria-label="DOI for “Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes”" title="10.1002/sta4.620">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7858690" value="7858690" aria-label="mark item Zbl 07858690"></div> <div class="author"><a href="/authors/xi.li" title="Author Profile">Xi, Li</a>; <a href="/authors/?q=ai%3Aliu.yin.2%7Cliu.yin%7Cliu.yin.3%7Cliu.yin.4%7Cliu.yin.1" title="Author Profile">Liu, Yin</a>; <a href="/authors/chen.zhanshou" title="Author Profile">Chen, Zhanshou</a>; <a href="/authors/zhang.xinyu" title="Author Profile">Zhang, Xinyu</a></div> <h3 class="title"> <a href="/7858690"><strong>Optimal model averaging based on leave-$h$-out forward-validation for threshold autoregressive models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7858690">Zbl 07858690</a> </h3> <div class="source"> <a href="/serials/10120" title="Journal Profile">Stat</a> <a href="/?q=in%3A513032" title="Articles in this Issue">12, No. 1, Paper No. e561, 11 p. 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Stat.</a> <a href="/?q=in%3A509464" title="Articles in this Issue">41, No. 2, 339-348 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1531.62189" data-ciurl="/ci/07813286" data-biburl="/bibtex/07813286.bib" data-amsurl="/amsrefs/07813286.bib" data-xmlurl="/xml/07813286.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07813286.pdf" title="Zbl 1531.62189 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/07350015.2021.2019047" aria-label="DOI for “Diagnostic testing of finite moment conditions for the consistency and root-$n$ asymptotic normality of the GMM and M estimators”" title="10.1080/07350015.2021.2019047">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7778704" value="7778704" aria-label="mark item Zbl 07778704"></div> <div class="author"><a href="/authors/chang.chih-hao" title="Author Profile">Chang, Chih-Hao</a>; <a href="/authors/wong.kam-fai" title="Author Profile">Wong, Kam-Fai</a>; <a href="/authors/lim.wei-yee" title="Author Profile">Lim, Wei-Yee</a></div> <h3 class="title"> <a href="/7778704"><strong>Threshold estimation for continuous three-phase polynomial regression models with constant mean in the middle regime.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7778704">Zbl 07778704</a> </h3> <div class="source"> <a href="/serials/720" title="Journal Profile">Stat. Neerl.</a> <a href="/?q=in%3A506174" title="Articles in this Issue">77, No. 1, 4-47 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62Mxx" title="Inference from stochastic processes">62Mxx</a> <a class="mono" href="/classification/?q=cc%3A62Jxx" title="Linear inference, regression">62Jxx</a> <a class="mono" href="/classification/?q=cc%3A62Gxx" title="Nonparametric inference">62Gxx</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07778704" data-ciurl="/ci/07778704" data-biburl="/bibtex/07778704.bib" data-amsurl="/amsrefs/07778704.bib" data-xmlurl="/xml/07778704.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07778704.pdf" title="Zbl 07778704 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1111/stan.12268" aria-label="DOI for “Threshold estimation for continuous three-phase polynomial regression models with constant mean in the middle regime”" title="10.1111/stan.12268">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7756537" value="7756537" aria-label="mark item Zbl 1522.62285"></div> <div class="author"><a href="/authors/zhang.feipeng" title="Author Profile">Zhang, Feipeng</a>; <a href="/authors/li.qunhua" title="Author Profile">Li, Qunhua</a></div> <h3 class="title"> <a href="/1522.62285"><strong>Segmented correspondence curve regression for quantifying covariate effects on the reproducibility of high-throughput experiments.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1522.62285">Zbl 1522.62285</a> </h3> <div class="source"> <a href="/serials/352" title="Journal Profile">Biometrics</a> <a href="/?q=in%3A503730" title="Articles in this Issue">79, No. 3, 2272-2285 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P10" title="Applications of statistics to biology and medical sciences; meta analysis">62P10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1522.62285" data-ciurl="/ci/07756537" data-biburl="/bibtex/07756537.bib" data-amsurl="/amsrefs/07756537.bib" data-xmlurl="/xml/07756537.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07756537.pdf" title="Zbl 1522.62285 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1111/biom.13757" aria-label="DOI for “Segmented correspondence curve regression for quantifying covariate effects on the reproducibility of high-throughput experiments”" title="10.1111/biom.13757">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7734259" value="7734259" aria-label="mark item Zbl 07734259"></div> <div class="author"><a href="/authors/lamadrid-contreras.arturo" title="Author Profile">Lamadrid-Contreras, Arturo</a>; <a href="/authors/ramirez-rondan.nelson-r" title="Author Profile">Ramírez-Rondán, Nelson R.</a></div> <h3 class="title"> <a href="/7734259"><strong>Panel data models with two threshold variables.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7734259">Zbl 07734259</a> </h3> <div class="source"> <a href="/serials/2380" title="Journal Profile">Stud. Nonlinear Dyn. Econom.</a> <a href="/?q=in%3A501755" title="Articles in this Issue">27, No. 3, 315-333 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> <a class="mono" href="/classification/?q=cc%3A91-XX" title="Game theory, economics, finance, and other social and behavioral sciences">91-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07734259" data-ciurl="/ci/07734259" data-biburl="/bibtex/07734259.bib" data-amsurl="/amsrefs/07734259.bib" data-xmlurl="/xml/07734259.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07734259.pdf" title="Zbl 07734259 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1515/snde-2020-0048" aria-label="DOI for “Panel data models with two threshold variables”" title="10.1515/snde-2020-0048">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7720166" value="7720166" aria-label="mark item Zbl 07720166"></div> <div class="author"><a href="/authors/zhang.rongmao" title="Author Profile">Zhang, Rongmao</a>; <a href="/authors/liu.qimeng" title="Author Profile">Liu, Qimeng</a>; <a href="/authors/shi.jianhua" title="Author Profile">Shi, Jianhua</a></div> <h3 class="title"> <a href="/7720166"><strong>Estimation of generalized threshold autoregressive models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7720166">Zbl 07720166</a> </h3> <div class="source"> <a href="/serials/1568" title="Journal Profile">Commun. Stat., Theory Methods</a> <a href="/?q=in%3A500298" title="Articles in this Issue">52, No. 18, 6456-6474 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07720166" data-ciurl="/ci/07720166" data-biburl="/bibtex/07720166.bib" data-amsurl="/amsrefs/07720166.bib" data-xmlurl="/xml/07720166.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07720166.pdf" title="Zbl 07720166 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/03610926.2022.2029896" aria-label="DOI for “Estimation of generalized threshold autoregressive models”" title="10.1080/03610926.2022.2029896">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7711344" value="7711344" aria-label="mark item Zbl 07711344"></div> <div class="author"><a href="/authors/li.jinyu" title="Author Profile">Li, Jinyu</a></div> <h3 class="title"> <a href="/7711344"><strong>Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7711344">Zbl 07711344</a> </h3> <div class="source"> <a href="/serials/1568" title="Journal Profile">Commun. Stat., Theory Methods</a> <a href="/?q=in%3A499292" title="Articles in this Issue">52, No. 16, 5814-5835 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62G05" title="Nonparametric estimation">62G05</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07711344" data-ciurl="/ci/07711344" data-biburl="/bibtex/07711344.bib" data-amsurl="/amsrefs/07711344.bib" data-xmlurl="/xml/07711344.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07711344.pdf" title="Zbl 07711344 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/03610926.2021.2020842" aria-label="DOI for “Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors”" title="10.1080/03610926.2021.2020842">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7706914" value="7706914" aria-label="mark item Zbl 1524.62460"></div> <div class="author"><a href="/authors/yao.chi" title="Author Profile">Yao, Chi</a>; <a href="/authors/yu.wei.2" title="Author Profile">Yu, Wei</a>; <a href="/authors/wang.xuejun" title="Author Profile">Wang, Xuejun</a></div> <h3 class="title"> <a href="/1524.62460"><strong>Strong consistency for the conditional self-weighted $M$ estimator of GRCA$(p)$ Models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1524.62460">Zbl 1524.62460</a> </h3> <div class="source"> <a href="/serials/2655" title="Journal Profile">Methodol. Comput. Appl. Probab.</a> <a href="/?q=in%3A498894" title="Articles in this Issue">25, No. 1, Paper No. 1, 21 p. (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62F12" title="Asymptotic properties of parametric estimators">62F12</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1524.62460" data-ciurl="/ci/07706914" data-biburl="/bibtex/07706914.bib" data-amsurl="/amsrefs/07706914.bib" data-xmlurl="/xml/07706914.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07706914.pdf" title="Zbl 1524.62460 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s11009-022-09975-w" aria-label="DOI for “Strong consistency for the conditional self-weighted $M$ estimator of GRCA$(p)$ Models”" title="10.1007/s11009-022-09975-w">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7704526" value="7704526" aria-label="mark item Zbl 07704526"></div> <div class="author"><a href="/authors/konstantinidi.antri" title="Author Profile">Konstantinidi, Antri</a>; <a href="/authors/kourtellos.andros" title="Author Profile">Kourtellos, Andros</a>; <a href="/authors/sun.yiguo" title="Author Profile">Sun, Yiguo</a></div> <h3 class="title"> <a href="/7704526"><strong>Social threshold regression.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7704526">Zbl 07704526</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. Econom.</a> <a href="/?q=in%3A498734" title="Articles in this Issue">235, No. 2, 2057-2081 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> <a class="mono" href="/classification/?q=cc%3A91-XX" title="Game theory, economics, finance, and other social and behavioral sciences">91-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07704526" data-ciurl="/ci/07704526" data-biburl="/bibtex/07704526.bib" data-amsurl="/amsrefs/07704526.bib" data-xmlurl="/xml/07704526.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07704526.pdf" title="Zbl 07704526 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jeconom.2023.02.010" aria-label="DOI for “Social threshold regression”" title="10.1016/j.jeconom.2023.02.010">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7704474" value="7704474" aria-label="mark item Zbl 07704474"></div> <div class="author"><a href="/authors/lee.yoonseok.2" title="Author Profile">Lee, Yoonseok</a>; <a href="/authors/wang.yulong" title="Author Profile">Wang, Yulong</a></div> <h3 class="title"> <a href="/7704474"><strong>Threshold regression with nonparametric sample splitting.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7704474">Zbl 07704474</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. Econom.</a> <a href="/?q=in%3A498734" title="Articles in this Issue">235, No. 2, 816-842 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> <a class="mono" href="/classification/?q=cc%3A91-XX" title="Game theory, economics, finance, and other social and behavioral sciences">91-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07704474" data-ciurl="/ci/07704474" data-biburl="/bibtex/07704474.bib" data-amsurl="/amsrefs/07704474.bib" data-xmlurl="/xml/07704474.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07704474.pdf" title="Zbl 07704474 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jeconom.2022.07.005" aria-label="DOI for “Threshold regression with nonparametric sample splitting”" title="10.1016/j.jeconom.2022.07.005">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/1905.13140"title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7702205" value="7702205" aria-label="mark item Zbl 07702205"></div> <div class="author"><a href="/authors/giordano.francesco" title="Author Profile">Giordano, Francesco</a>; <a href="/authors/niglio.marcella" title="Author Profile">Niglio, Marcella</a>; <a href="/authors/vitale.cosimo-damiano" title="Author Profile">Vitale, Cosimo Damiano</a></div> <h3 class="title"> <a href="/7702205"><strong>Linear approximation of the threshold autoregressive model: an application to order estimation.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7702205">Zbl 07702205</a> </h3> <div class="source"> <a href="/serials/3189" title="Journal Profile">Stat. Methods Appl.</a> <a href="/?q=in%3A498496" title="Articles in this Issue">32, No. 1, 27-56 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> <a class="mono" href="/classification/?q=cc%3A65-XX" title="Numerical analysis">65-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07702205" data-ciurl="/ci/07702205" data-biburl="/bibtex/07702205.bib" data-amsurl="/amsrefs/07702205.bib" data-xmlurl="/xml/07702205.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07702205.pdf" title="Zbl 07702205 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s10260-022-00638-1" aria-label="DOI for “Linear approximation of the threshold autoregressive model: an application to order estimation”" title="10.1007/s10260-022-00638-1">DOI</a> </div> <div class="sfx" style="float: right;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" title="Open Access License" class="cc-license-link no-new-tab-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/cc.svg" alt="Creative Commons CC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/by.svg" alt="Creative Commons BY license icon" class="cc-license-icon"> </a> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7695306" value="7695306" aria-label="mark item Zbl 1518.91275"></div> <div class="author"><a href="/authors/chen.zhuo.1" title="Author Profile">Chen, Zhuo</a>; <a href="/authors/yan.bo" title="Author Profile">Yan, Bo</a>; <a href="/authors/kang.hanwen" title="Author Profile">Kang, Hanwen</a>; <a href="/authors/?q=ai%3Aliu.liyu%7Cliu.liyu.1" title="Author Profile">Liu, Liyu</a></div> <h3 class="title"> <a href="/1518.91275"><strong>Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1518.91275">Zbl 1518.91275</a> </h3> <div class="source"> <a href="/serials/2834" title="Journal Profile">Rev. Econ. Des.</a> <a href="/?q=in%3A497373" title="Articles in this Issue">27, No. 1, 139-162 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91G20" title="Derivative securities (option pricing, hedging, etc.)">91G20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1518.91275" data-ciurl="/ci/07695306" data-biburl="/bibtex/07695306.bib" data-amsurl="/amsrefs/07695306.bib" data-xmlurl="/xml/07695306.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07695306.pdf" title="Zbl 1518.91275 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s10058-021-00276-1" aria-label="DOI for “Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities”" title="10.1007/s10058-021-00276-1">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7647745" value="7647745" aria-label="mark item Zbl 1506.62336"></div> <div class="author"><a href="/authors/cheng.fuxia" title="Author Profile">Cheng, Fuxia</a>; <a href="/authors/koul.hira-lal" title="Author Profile">Koul, Hira L.</a></div> <h3 class="title"> <a href="/1506.62336"><strong>An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1506.62336">Zbl 1506.62336</a> </h3> <div class="source"> <a href="/serials/162" title="Journal Profile">Metrika</a> <a href="/?q=in%3A492038" title="Articles in this Issue">86, No. 1, 27-56 (2023)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62J05" title="Linear regression; mixed models">62J05</a> <a class="mono" href="/classification/?q=cc%3A62G10" title="Nonparametric hypothesis testing">62G10</a> <a class="mono" href="/classification/?q=cc%3A62G20" title="Asymptotic properties of nonparametric inference">62G20</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1506.62336" data-ciurl="/ci/07647745" data-biburl="/bibtex/07647745.bib" data-amsurl="/amsrefs/07647745.bib" data-xmlurl="/xml/07647745.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07647745.pdf" title="Zbl 1506.62336 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s00184-022-00861-6" aria-label="DOI for “An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model”" title="10.1007/s00184-022-00861-6">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7934920" value="7934920" aria-label="mark item Zbl 1547.62514"></div> <div class="author"><a href="/authors/wei.kecheng" title="Author Profile">Wei, Kecheng</a>; <a href="/authors/zhu.huichen" title="Author Profile">Zhu, Huichen</a>; <a href="/authors/qin.guoyou" title="Author Profile">Qin, Guoyou</a>; <a href="/authors/zhu.zhongyi" title="Author Profile">Zhu, Zhongyi</a>; <a href="/authors/tu.dongsheng" title="Author Profile">Tu, Dongsheng</a></div> <h3 class="title"> <a href="/1547.62514"><strong>Multiply robust subgroup analysis based on a single-index threshold linear marginal model for longitudinal data with dropouts.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1547.62514">Zbl 1547.62514</a> </h3> <div class="source"> <a href="/serials/8585" title="Journal Profile">Stat. Med.</a> <a href="/?q=in%3A519906" title="Articles in this Issue">41, No. 15, 2822-2839 (2022)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P10" title="Applications of statistics to biology and medical sciences; meta analysis">62P10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1547.62514" data-ciurl="/ci/07934920" data-biburl="/bibtex/07934920.bib" data-amsurl="/amsrefs/07934920.bib" data-xmlurl="/xml/07934920.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07934920.pdf" title="Zbl 1547.62514 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1002/sim.9386" aria-label="DOI for “Multiply robust subgroup analysis based on a single-index threshold linear marginal model for longitudinal data with dropouts”" title="10.1002/sim.9386">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7707828" value="7707828" aria-label="mark item Zbl 1515.62054"></div> <div class="author"><a href="/authors/zhang.yingying.6" title="Author Profile">Zhang, Yingying</a>; <a href="/authors/wang.huixia-judy" title="Author Profile">Wang, Huixia Judy</a>; <a href="/authors/zhu.zhongyi" title="Author Profile">Zhu, Zhongyi</a></div> <h3 class="title"> <a href="/1515.62054"><strong>Single-index thresholding in quantile regression.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1515.62054">Zbl 1515.62054</a> </h3> <div class="source"> <a href="/serials/474" title="Journal Profile">J. Am. Stat. Assoc.</a> <a href="/?q=in%3A498935" title="Articles in this Issue">117, No. 540, 2222-2237 (2022)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62G08" title="Nonparametric regression and quantile regression">62G08</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1515.62054" data-ciurl="/ci/07707828" data-biburl="/bibtex/07707828.bib" data-amsurl="/amsrefs/07707828.bib" data-xmlurl="/xml/07707828.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07707828.pdf" title="Zbl 1515.62054 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/01621459.2021.1915319" aria-label="DOI for “Single-index thresholding in quantile regression”" title="10.1080/01621459.2021.1915319">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://figshare.com/articles/journal_contribution/Single-index_thresholding_in_quantile_regression/14447872" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7607008" value="7607008" aria-label="mark item Zbl 1497.62240"></div> <div class="author"><a href="/authors/konev.victor" title="Author Profile">Konev, Victor V.</a>; <a href="/authors/vorobeychikov.sergey-e" title="Author Profile">Vorobeychikov, Sergey E.</a></div> <h3 class="title"> <a href="/1497.62240"><strong>Fixed accuracy estimation of parameters in a threshold autoregressive model.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1497.62240">Zbl 1497.62240</a> </h3> <div class="source"> <a href="/serials/313" title="Journal Profile">Ann. Inst. Stat. Math.</a> <a href="/?q=in%3A488963" title="Articles in this Issue">74, No. 4, 685-711 (2022)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62L12" title="Sequential estimation">62L12</a> <a class="mono" href="/classification/?q=cc%3A62G15" title="Nonparametric tolerance and confidence regions">62G15</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1497.62240" data-ciurl="/ci/07607008" data-biburl="/bibtex/07607008.bib" data-amsurl="/amsrefs/07607008.bib" data-xmlurl="/xml/07607008.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07607008.pdf" title="Zbl 1497.62240 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s10463-021-00812-4" aria-label="DOI for “Fixed accuracy estimation of parameters in a threshold autoregressive model”" title="10.1007/s10463-021-00812-4">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7585040" value="7585040" aria-label="mark item Zbl 07585040"></div> <div class="author"><a href="/authors/zhou.hongbing" title="Author Profile">Zhou, Hong-Bing</a>; <a href="/authors/liang.hanying" title="Author Profile">Liang, Han-Ying</a></div> <h3 class="title"> <a href="/7585040"><strong>Change point estimation in regression model with response missing at random.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7585040">Zbl 07585040</a> </h3> <div class="source"> <a href="/serials/1568" title="Journal Profile">Commun. Stat., Theory Methods</a> <a href="/?q=in%3A486773" title="Articles in this Issue">51, No. 20, 7101-7119 (2022)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62G08" title="Nonparametric regression and quantile regression">62G08</a> <a class="mono" href="/classification/?q=cc%3A62N02" title="Estimation in survival analysis and censored data">62N02</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07585040" data-ciurl="/ci/07585040" data-biburl="/bibtex/07585040.bib" data-amsurl="/amsrefs/07585040.bib" data-xmlurl="/xml/07585040.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07585040.pdf" title="Zbl 07585040 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/03610926.2020.1871017" aria-label="DOI for “Change point estimation in regression model with response missing at random”" title="10.1080/03610926.2020.1871017">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7545855" value="7545855" aria-label="mark item Zbl 07545855"></div> <div class="author"><a href="/authors/li.dong.2" title="Author Profile">Li, Dong</a>; <a href="/authors/li.muyi" title="Author Profile">Li, Muyi</a>; <a href="/authors/zeng.lianbin" title="Author Profile">Zeng, Lianbin</a></div> <h3 class="title"> <a href="/7545855"><strong>Simulation and application of subsampling for threshold autoregressive moving-average models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7545855">Zbl 07545855</a> </h3> <div class="source"> <a href="/serials/1567" title="Journal Profile">Commun. Stat., Simulation Comput.</a> <a href="/?q=in%3A483426" title="Articles in this Issue">51, No. 5, 2110-2121 (2022)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62F25" title="Parametric tolerance and confidence regions">62F25</a> <a class="mono" href="/classification/?q=cc%3A62G09" title="Nonparametric statistical resampling methods">62G09</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07545855" data-ciurl="/ci/07545855" data-biburl="/bibtex/07545855.bib" data-amsurl="/amsrefs/07545855.bib" data-xmlurl="/xml/07545855.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07545855.pdf" title="Zbl 07545855 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/03610918.2019.1699932" aria-label="DOI for “Simulation and application of subsampling for threshold autoregressive moving-average models”" title="10.1080/03610918.2019.1699932">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7545759" value="7545759" aria-label="mark item Zbl 1524.62430"></div> <div class="author"><a href="/authors/hamdi.faycal" title="Author Profile">Hamdi, Fayçal</a>; <a href="/authors/khalfi.abderaouf" title="Author Profile">Khalfi, Abderaouf</a></div> <h3 class="title"> <a href="/1524.62430"><strong>Predictive density criterion for <span class="zbmathjax-textit">SETAR</span> models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1524.62430">Zbl 1524.62430</a> </h3> <div class="source"> <a href="/serials/1567" title="Journal Profile">Commun. Stat., Simulation Comput.</a> <a href="/?q=in%3A483423" title="Articles in this Issue">51, No. 2, 443-459 (2022)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62F15" title="Bayesian inference">62F15</a> <a class="mono" href="/classification/?q=cc%3A62M20" title="Inference from stochastic processes and prediction">62M20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1524.62430" data-ciurl="/ci/07545759" data-biburl="/bibtex/07545759.bib" data-amsurl="/amsrefs/07545759.bib" data-xmlurl="/xml/07545759.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07545759.pdf" title="Zbl 1524.62430 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/03610918.2019.1653915" aria-label="DOI for “Predictive density criterion for \textit{SETAR} models”" title="10.1080/03610918.2019.1653915">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7543688" value="7543688" aria-label="mark item Zbl 1493.62609"></div> <div class="author"><a href="/authors/kourtellos.andros" title="Author Profile">Kourtellos, Andros</a>; <a href="/authors/stengos.thanasis" title="Author Profile">Stengos, Thanasis</a>; <a href="/authors/sun.yiguo" title="Author Profile">Sun, Yiguo</a></div> <h3 class="title"> <a href="/1493.62609"><strong>Endogeneity in semiparametric threshold regression.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1493.62609">Zbl 1493.62609</a> </h3> <div class="source"> <a href="/serials/2669" title="Journal Profile">Econom. Theory</a> <a href="/?q=in%3A483297" title="Articles in this Issue">38, No. 3, 562-595 (2022)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1493.62609" data-ciurl="/ci/07543688" data-biburl="/bibtex/07543688.bib" data-amsurl="/amsrefs/07543688.bib" data-xmlurl="/xml/07543688.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07543688.pdf" title="Zbl 1493.62609 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1017/S0266466621000256" aria-label="DOI for “Endogeneity in semiparametric threshold regression”" title="10.1017/S0266466621000256">DOI</a> <a class="btn btn-default btn-xs" type="button" href="http://www.rcea.org/RePEc/pdf/wp17-13.pdf" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7531712" value="7531712" aria-label="mark item Zbl 1486.62236"></div> <div class="author"><a href="/authors/hu.yaozhong" title="Author Profile">Hu, Yaozhong</a>; <a href="/authors/xi.yuejuan" title="Author Profile">Xi, Yuejuan</a></div> <h3 class="title"> <a href="/1486.62236"><strong>Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1486.62236">Zbl 1486.62236</a> </h3> <div class="source"> <a href="/serials/482" title="Journal Profile">J. Comput. Appl. Math.</a> <a href="/?q=in%3A482351" title="Articles in this Issue">411, Article ID 114264, 17 p. (2022)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M05" title="Markov processes: estimation; hidden Markov models">62M05</a> <a class="mono" href="/classification/?q=cc%3A62F12" title="Asymptotic properties of parametric estimators">62F12</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1486.62236" data-ciurl="/ci/07531712" data-biburl="/bibtex/07531712.bib" data-amsurl="/amsrefs/07531712.bib" data-xmlurl="/xml/07531712.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07531712.pdf" title="Zbl 1486.62236 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.cam.2022.114264" aria-label="DOI for “Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations”" title="10.1016/j.cam.2022.114264">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/2011.10793"title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7524966" value="7524966" aria-label="mark item Zbl 07524966"></div> <div class="author"><a href="/authors/zhang.kunhui" title="Author Profile">Zhang, Kunhui</a>; <a href="/authors/safikhani.abolfazl" title="Author Profile">Safikhani, Abolfazl</a>; <a href="/authors/tank.alex" title="Author Profile">Tank, Alex</a>; <a href="/authors/shojaie.ali" title="Author Profile">Shojaie, Ali</a></div> <h3 class="title"> <a href="/7524966"><strong>Penalized estimation of threshold auto-regressive models with many components and thresholds.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7524966">Zbl 07524966</a> </h3> <div class="source"> <a href="/serials/6214" title="Journal Profile">Electron. 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Stat.</a> <a href="/?q=in%3A481677" title="Articles in this Issue">16, No. 1, 1891-1951 (2022)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07524966" data-ciurl="/ci/07524966" data-biburl="/bibtex/07524966.bib" data-amsurl="/amsrefs/07524966.bib" data-xmlurl="/xml/07524966.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07524966.pdf" title="Zbl 07524966 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1214/22-EJS1982" aria-label="DOI for “Penalized estimation of threshold auto-regressive models with many components and thresholds”" title="10.1214/22-EJS1982">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-1/Penalized-estimation-of-threshold-auto-regressive-models-with-many-components/10.1214/22-EJS1982.full" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7925255" value="7925255" aria-label="mark item Zbl 1547.62978"></div> <div class="author"><a href="/authors/yu.ping" title="Author Profile">Yu, Ping</a>; <a href="/authors/fan.xiaodong" title="Author Profile">Fan, Xiaodong</a></div> <h3 class="title"> <a href="/1547.62978"><strong>Threshold regression with a threshold boundary.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1547.62978">Zbl 1547.62978</a> </h3> <div class="source"> <a href="/serials/7041" title="Journal Profile">J. Bus. Econ. 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Nonlinear Dyn. Econom.</a> <a href="/?q=in%3A495654" title="Articles in this Issue">25, No. 3, 93-109 (2021)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> <a class="mono" href="/classification/?q=cc%3A91-XX" title="Game theory, economics, finance, and other social and behavioral sciences">91-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07676051" data-ciurl="/ci/07676051" data-biburl="/bibtex/07676051.bib" data-amsurl="/amsrefs/07676051.bib" data-xmlurl="/xml/07676051.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07676051.pdf" title="Zbl 07676051 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1515/snde-2018-0087" aria-label="DOI for “Dynamics between the budget deficit and the government debt in the United States: a nonlinear analysis”" title="10.1515/snde-2018-0087">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7429522" value="7429522" aria-label="mark item Zbl 1478.62254"></div> <div class="author"><a href="/authors/goracci.greta" title="Author Profile">Goracci, Greta</a></div> <h3 class="title"> <a href="/1478.62254"><strong>An empirical study on the parsimony and descriptive power of TARMA models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1478.62254">Zbl 1478.62254</a> </h3> <div class="source"> <a href="/serials/3189" title="Journal Profile">Stat. Methods Appl.</a> <a href="/?q=in%3A472399" title="Articles in this Issue">30, No. 1, 109-137 (2021)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> <a class="mono" href="/classification/?q=cc%3A62P35" title="Applications of statistics to physics">62P35</a> <a class="mono" href="/classification/?q=cc%3A85A25" title="Radiative transfer in astronomy and astrophysics">85A25</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1478.62254" data-ciurl="/ci/07429522" data-biburl="/bibtex/07429522.bib" data-amsurl="/amsrefs/07429522.bib" data-xmlurl="/xml/07429522.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07429522.pdf" title="Zbl 1478.62254 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s10260-020-00516-8" aria-label="DOI for “An empirical study on the parsimony and descriptive power of TARMA models”" title="10.1007/s10260-020-00516-8">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7402019" value="7402019" aria-label="mark item Zbl 1475.62175"></div> <div class="author"><a href="/authors/lee.sokbae" title="Author Profile">Lee, Sokbae</a>; <a href="/authors/liao.yuan" title="Author Profile">Liao, Yuan</a>; <a href="/authors/seo.myunghwan" title="Author Profile">Seo, Myung Hwan</a>; <a href="/authors/shin.youngki" title="Author Profile">Shin, Youngki</a></div> <h3 class="title"> <a href="/1475.62175"><strong>Factor-driven two-regime regression.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1475.62175">Zbl 1475.62175</a> </h3> <div class="source"> <a href="/serials/319" title="Journal Profile">Ann. Stat.</a> <a href="/?q=in%3A469924" title="Articles in this Issue">49, No. 3, 1656-1678 (2021)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62H25" title="Factor analysis and principal components; correspondence analysis">62H25</a> <a class="mono" href="/classification/?q=cc%3A62F12" title="Asymptotic properties of parametric estimators">62F12</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1475.62175" data-ciurl="/ci/07402019" data-biburl="/bibtex/07402019.bib" data-amsurl="/amsrefs/07402019.bib" data-xmlurl="/xml/07402019.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07402019.pdf" title="Zbl 1475.62175 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1214/20-AOS2017" aria-label="DOI for “Factor-driven two-regime regression”" title="10.1214/20-AOS2017">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/1810.11109"title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7339837" value="7339837" aria-label="mark item Zbl 1464.62487"></div> <div class="author"><a href="/authors/lin.huazhen" title="Author Profile">Lin, Huazhen</a>; <a href="/authors/jiang.jiakun" title="Author Profile">Jiang, Jiakun</a>; <a href="/authors/wang.binhuan" title="Author Profile">Wang, Binhuan</a>; <a href="/authors/yip.paul-siu-fai" title="Author Profile">Yip, Paul S. F.</a></div> <h3 class="title"> <a href="/1464.62487"><strong>A threshold varying-coefficient autoregressive model for analyzing the influence of media reports of suicide on the actual suicides.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1464.62487">Zbl 1464.62487</a> </h3> <div class="source"> <a href="/serials/2085" title="Journal Profile">Stat. Sin.</a> <a href="/?q=in%3A462144" title="Articles in this Issue">31, No. 1, 361-390 (2021)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P15" title="Applications of statistics to psychology">62P15</a> <a class="mono" href="/classification/?q=cc%3A62P10" title="Applications of statistics to biology and medical sciences; meta analysis">62P10</a> <a class="mono" href="/classification/?q=cc%3A62P25" title="Applications of statistics to social sciences">62P25</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62F12" title="Asymptotic properties of parametric estimators">62F12</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button 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href="/1551.62044">Zbl 1551.62044</a> </h3> <div class="source"> <a href="/serials/719" title="Journal Profile">Statistica</a> <a href="/?q=in%3A496864" title="Articles in this Issue">80, No. 4, 357-394 (2020)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62M20" title="Inference from stochastic processes and prediction">62M20</a> <a class="mono" href="/classification/?q=cc%3A92D25" title="Population dynamics (general)">92D25</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> 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href="/1490.62277"><strong>Some notes on nonlinear cointegration: a partial review with some novel perspectives.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1490.62277">Zbl 1490.62277</a> </h3> <div class="source"> <a href="/serials/1148" title="Journal Profile">Econom. Rev.</a> <a href="/?q=in%3A477986" title="Articles in this Issue">39, No. 7, 655-673 (2020)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> <a class="mono" href="/classification/?q=cc%3A62-02" title="Research exposition (monographs, survey articles) pertaining to statistics">62-02</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1490.62277" data-ciurl="/ci/07484541" data-biburl="/bibtex/07484541.bib" data-amsurl="/amsrefs/07484541.bib" data-xmlurl="/xml/07484541.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07484541.pdf" title="Zbl 1490.62277 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/07474938.2020.1771900" aria-label="DOI for “Some notes on nonlinear cointegration: a partial review with some novel perspectives”" title="10.1080/07474938.2020.1771900">DOI</a> </div> <div class="sfx" style="float: right;"> <a href="https://creativecommons.org/licenses/by-nc-nd/4.0/" target="_blank" title="Open Access License" class="cc-license-link no-new-tab-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/cc.svg" alt="Creative Commons CC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/by.svg" alt="Creative Commons BY license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/nc.svg" alt="Creative Commons NC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/nd.svg" alt="Creative Commons ND license icon" class="cc-license-icon"> </a> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7484501" value="7484501" aria-label="mark item Zbl 1490.62478"></div> <div class="author"><a href="/authors/ramirez-rondan.nelson-r" title="Author Profile">Ramírez-Rondán, N. R.</a></div> <h3 class="title"> <a href="/1490.62478"><strong>Maximum likelihood estimation of dynamic panel threshold models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1490.62478">Zbl 1490.62478</a> </h3> <div class="source"> <a href="/serials/1148" title="Journal Profile">Econom. Rev.</a> <a href="/?q=in%3A477978" title="Articles in this Issue">39, No. 3, 260-276 (2020)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62F10" title="Point estimation">62F10</a> <a class="mono" href="/classification/?q=cc%3A62F12" title="Asymptotic properties of parametric estimators">62F12</a> <a class="mono" href="/classification/?q=cc%3A62E20" title="Asymptotic distribution theory in statistics">62E20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1490.62478" data-ciurl="/ci/07484501" data-biburl="/bibtex/07484501.bib" data-amsurl="/amsrefs/07484501.bib" data-xmlurl="/xml/07484501.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07484501.pdf" title="Zbl 1490.62478 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/07474938.2019.1624401" aria-label="DOI for “Maximum likelihood estimation of dynamic panel threshold models”" title="10.1080/07474938.2019.1624401">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://figshare.com/articles/journal_contribution/Maximum_likelihood_estimation_of_dynamic_panel_threshold_models/8276225" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7308440" value="7308440" aria-label="mark item Zbl 1464.62517"></div> <div class="author"><a href="/authors/miao.ke" title="Author Profile">Miao, Ke</a>; <a href="/authors/li.kunpeng" title="Author Profile">Li, Kunpeng</a>; <a href="/authors/su.liangjun" title="Author Profile">Su, Liangjun</a></div> <h3 class="title"> <a href="/1464.62517"><strong>Panel threshold models with interactive fixed effects.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1464.62517">Zbl 1464.62517</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. Econom.</a> <a href="/?q=in%3A458549" title="Articles in this Issue">219, No. 1, 137-170 (2020)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> <a class="mono" href="/classification/?q=cc%3A62F03" title="Parametric hypothesis testing">62F03</a> <a class="mono" href="/classification/?q=cc%3A62H25" title="Factor analysis and principal components; correspondence analysis">62H25</a> <a class="mono" href="/classification/?q=cc%3A62J05" title="Linear regression; mixed models">62J05</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1464.62517" data-ciurl="/ci/07308440" data-biburl="/bibtex/07308440.bib" data-amsurl="/amsrefs/07308440.bib" data-xmlurl="/xml/07308440.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07308440.pdf" title="Zbl 1464.62517 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jeconom.2020.05.018" aria-label="DOI for “Panel threshold models with interactive fixed effects”" title="10.1016/j.jeconom.2020.05.018">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7301395" value="7301395" aria-label="mark item Zbl 1458.62192"></div> <div class="author"><a href="/authors/agiwal.varun" title="Author Profile">Agiwal, Varun</a>; <a href="/authors/kumar.jitendra" title="Author Profile">Kumar, Jitendra</a></div> <h3 class="title"> <a href="/1458.62192"><strong>Bayesian estimation for threshold autoregressive model with multiple structural breaks.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1458.62192">Zbl 1458.62192</a> </h3> <div class="source"> <a href="/serials/591" title="Journal Profile">Metron</a> <a href="/?q=in%3A457767" title="Articles in this Issue">78, No. 3, 361-382 (2020)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A37M10" title="Time series analysis of dynamical systems">37M10</a> <a class="mono" href="/classification/?q=cc%3A62G10" title="Nonparametric hypothesis testing">62G10</a> <a class="mono" href="/classification/?q=cc%3A65C05" title="Monte Carlo methods">65C05</a> <a class="mono" href="/classification/?q=cc%3A86A08" title="Climate science and climate modeling">86A08</a> <a class="mono" href="/classification/?q=cc%3A62P35" title="Applications of statistics to physics">62P35</a> <a class="mono" href="/classification/?q=cc%3A62P12" title="Applications of statistics to environmental and related topics">62P12</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1458.62192" data-ciurl="/ci/07301395" data-biburl="/bibtex/07301395.bib" data-amsurl="/amsrefs/07301395.bib" data-xmlurl="/xml/07301395.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07301395.pdf" title="Zbl 1458.62192 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s40300-020-00188-0" aria-label="DOI for “Bayesian estimation for threshold autoregressive model with multiple structural breaks”" title="10.1007/s40300-020-00188-0">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7260676" value="7260676" aria-label="mark item Zbl 07260676"></div> <div class="author"><a href="/authors/zhou.xiaoying" title="Author Profile">Zhou, Xiaoying</a>; <a href="/authors/zhang.feipeng" title="Author Profile">Zhang, Feipeng</a></div> <h3 class="title"> <a href="/7260676"><strong>Bent line quantile regression via a smoothing technique.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7260676">Zbl 07260676</a> </h3> <div class="source"> <a href="/serials/5017" title="Journal Profile">Stat. Anal. Data Min.</a> <a href="/?q=in%3A454072" title="Articles in this Issue">13, No. 3, 216-228 (2020)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> <a class="mono" href="/classification/?q=cc%3A68-XX" title="Computer science">68-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07260676" data-ciurl="/ci/07260676" data-biburl="/bibtex/07260676.bib" data-amsurl="/amsrefs/07260676.bib" data-xmlurl="/xml/07260676.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07260676.pdf" title="Zbl 07260676 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1002/sam.11453" aria-label="DOI for “Bent line quantile regression via a smoothing technique”" title="10.1002/sam.11453">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7205087" value="7205087" aria-label="mark item Zbl 1442.62107"></div> <div class="author"><a href="/authors/yang.yaxing" title="Author Profile">Yang, Yaxing</a>; <a href="/authors/li.dong.2" title="Author Profile">Li, Dong</a></div> <h3 class="title"> <a href="/1442.62107"><strong>Self-weighted LAD-based inference for heavy-tailed continuous threshold autoregressive models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1442.62107">Zbl 1442.62107</a> </h3> <div class="source"> <a href="/serials/921" title="Journal Profile">J. Time Ser. Anal.</a> <a href="/?q=in%3A443630" title="Articles in this Issue">41, No. 1, 163-172 (2020)</a>. </div> <div class="reviewer"> Reviewer: <a href="/authors/?q=rv%3A2203">Wiesław Dziubdziela (Miedziana Góra)</a></div> <div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62G32" title="Statistics of extreme values; tail inference">62G32</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1442.62107" data-ciurl="/ci/07205087" data-biburl="/bibtex/07205087.bib" data-amsurl="/amsrefs/07205087.bib" data-xmlurl="/xml/07205087.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07205087.pdf" title="Zbl 1442.62107 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1111/jtsa.12492" aria-label="DOI for “Self-weighted LAD-based inference for heavy-tailed continuous threshold autoregressive models”" title="10.1111/jtsa.12492">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7180790" value="7180790" aria-label="mark item Zbl 1456.62210"></div> <div class="author"><a href="/authors/liu.xialu" title="Author Profile">Liu, Xialu</a>; <a href="/authors/chen.rong.2" title="Author Profile">Chen, Rong</a></div> <h3 class="title"> <a href="/1456.62210"><strong>Threshold factor models for high-dimensional time series.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1456.62210">Zbl 1456.62210</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. Econom.</a> <a href="/?q=in%3A448051" title="Articles in this Issue">216, No. 1, 53-70 (2020)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62H25" title="Factor analysis and principal components; correspondence analysis">62H25</a> <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1456.62210" data-ciurl="/ci/07180790" data-biburl="/bibtex/07180790.bib" data-amsurl="/amsrefs/07180790.bib" data-xmlurl="/xml/07180790.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07180790.pdf" title="Zbl 1456.62210 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jeconom.2020.01.005" aria-label="DOI for “Threshold factor models for high-dimensional time series”" title="10.1016/j.jeconom.2020.01.005">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/1809.03643"title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7175870" value="7175870" aria-label="mark item Zbl 1437.62331"></div> <div class="author"><a href="/authors/guo.feifei" title="Author Profile">Guo, Feifei</a>; <a href="/authors/ling.shiqing" title="Author Profile">Ling, Shiqing</a></div> <h3 class="title"> <a href="/1437.62331"><strong>Quasi-likelihood estimation of structure-changed threshold double autoregressive models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1437.62331">Zbl 1437.62331</a> </h3> <div class="source"> <a href="/serials/523" title="Journal Profile">J. Stat. Plann. Inference</a> <a href="/?q=in%3A447259" title="Articles in this Issue">205, 138-155 (2020)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62E20" title="Asymptotic distribution theory in statistics">62E20</a> <a class="mono" href="/classification/?q=cc%3A62F12" title="Asymptotic properties of parametric estimators">62F12</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1437.62331" data-ciurl="/ci/07175870" data-biburl="/bibtex/07175870.bib" data-amsurl="/amsrefs/07175870.bib" data-xmlurl="/xml/07175870.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07175870.pdf" title="Zbl 1437.62331 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jspi.2019.06.008" aria-label="DOI for “Quasi-likelihood estimation of structure-changed threshold double autoregressive models”" title="10.1016/j.jspi.2019.06.008">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7165921" value="7165921" aria-label="mark item Zbl 1456.62300"></div> <div class="author"><a href="/authors/miao.ke" title="Author Profile">Miao, Ke</a>; <a href="/authors/su.liangjun" title="Author Profile">Su, Liangjun</a>; <a href="/authors/wang.wendun" title="Author Profile">Wang, Wendun</a></div> <h3 class="title"> <a href="/1456.62300"><strong>Panel threshold regressions with latent group structures.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1456.62300">Zbl 1456.62300</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. Econom.</a> <a href="/?q=in%3A446130" title="Articles in this Issue">214, No. 2, 451-481 (2020)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62H30" title="Classification and discrimination; cluster analysis (statistical aspects)">62H30</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1456.62300" data-ciurl="/ci/07165921" data-biburl="/bibtex/07165921.bib" data-amsurl="/amsrefs/07165921.bib" data-xmlurl="/xml/07165921.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07165921.pdf" title="Zbl 1456.62300 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jeconom.2019.07.006" aria-label="DOI for “Panel threshold regressions with latent group structures”" title="10.1016/j.jeconom.2019.07.006">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://ink.library.smu.edu.sg/soe_research/2285" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7135538" value="7135538" aria-label="mark item Zbl 1507.62198"></div> <div class="author"><a href="/authors/yu.ting-hung" title="Author Profile">Yu, Ting-Hung</a>; <a href="/authors/tsai.henghsiu" title="Author Profile">Tsai, Henghsiu</a>; <a href="/authors/rachinger.heiko" title="Author Profile">Rachinger, Heiko</a></div> <h3 class="title"> <a href="/1507.62198"><strong>Approximate maximum likelihood estimation of a threshold diffusion process.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1507.62198">Zbl 1507.62198</a> </h3> <div class="source"> <a href="/serials/1714" title="Journal Profile">Comput. Stat. Data Anal.</a> <a href="/?q=in%3A442695" title="Articles in this Issue">142, Article ID 106823, 14 p. (2020)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-08" title="Computational methods for problems pertaining to statistics">62-08</a> <a class="mono" href="/classification/?q=cc%3A62M05" title="Markov processes: estimation; hidden Markov models">62M05</a> <a class="mono" href="/classification/?q=cc%3A60J60" title="Diffusion processes">60J60</a> <a class="mono" href="/classification/?q=cc%3A62F12" title="Asymptotic properties of parametric estimators">62F12</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1507.62198" data-ciurl="/ci/07135538" data-biburl="/bibtex/07135538.bib" data-amsurl="/amsrefs/07135538.bib" data-xmlurl="/xml/07135538.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07135538.pdf" title="Zbl 1507.62198 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.csda.2019.106823" aria-label="DOI for “Approximate maximum likelihood estimation of a threshold diffusion process”" title="10.1016/j.csda.2019.106823">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7940654" value="7940654" aria-label="mark item Zbl 1548.62598"></div> <div class="author"><a href="/authors/tan.lili" title="Author Profile">Tan, Lili</a>; <a href="/authors/zhang.yichong" title="Author Profile">Zhang, Yichong</a></div> <h3 class="title"> <a href="/1548.62598"><strong>M-estimators of U-processes with a change-point due to a covariate threshold.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1548.62598">Zbl 1548.62598</a> </h3> <div class="source"> <a href="/serials/7041" title="Journal Profile">J. Bus. Econ. Stat.</a> <a href="/?q=in%3A520339" title="Articles in this Issue">37, No. 2, 248-259 (2019)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1548.62598" data-ciurl="/ci/07940654" data-biburl="/bibtex/07940654.bib" data-amsurl="/amsrefs/07940654.bib" data-xmlurl="/xml/07940654.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07940654.pdf" title="Zbl 1548.62598 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/07350015.2017.1319373" aria-label="DOI for “M-estimators of U-processes with a change-point due to a covariate threshold”" title="10.1080/07350015.2017.1319373">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7675507" value="7675507" aria-label="mark item Zbl 07675507"></div> <div class="author"><a href="/authors/zhu.yanli" title="Author Profile">Zhu, Yanli</a>; <a href="/authors/chen.haiqiang" title="Author Profile">Chen, Haiqiang</a>; <a href="/authors/lin.ming" title="Author Profile">Lin, Ming</a></div> <h3 class="title"> <a href="/7675507"><strong>Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7675507">Zbl 07675507</a> </h3> <div class="source"> <a href="/serials/2380" title="Journal Profile">Stud. Nonlinear Dyn. Econom.</a> <a href="/?q=in%3A495585" title="Articles in this Issue">23, No. 5, Article ID 20170114, 17 p. (2019)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> <a class="mono" href="/classification/?q=cc%3A91-XX" title="Game theory, economics, finance, and other social and behavioral sciences">91-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07675507" data-ciurl="/ci/07675507" data-biburl="/bibtex/07675507.bib" data-amsurl="/amsrefs/07675507.bib" data-xmlurl="/xml/07675507.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07675507.pdf" title="Zbl 07675507 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1515/snde-2017-0114" aria-label="DOI for “Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules”" title="10.1515/snde-2017-0114">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7530631" value="7530631" aria-label="mark item Zbl 07530631"></div> <div class="author"><a href="/authors/liang.xuexue" title="Author Profile">Liang, Xuexue</a>; <a href="/authors/xia.zhiming" title="Author Profile">Xia, Zhiming</a></div> <h3 class="title"> <a href="/7530631"><strong>Detection of jump location curve in spatial linear regression model with two-dimensional threshold.</strong></a> <i>(English)</i> <a class="label nowrap" href="/7530631">Zbl 07530631</a> </h3> <div class="source"> <a href="/serials/1568" title="Journal Profile">Commun. Stat., Theory Methods</a> <a href="/?q=in%3A482238" title="Articles in this Issue">48, No. 4, 876-888 (2019)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91D25" title="Spatial models in sociology">91D25</a> <a class="mono" href="/classification/?q=cc%3A93E10" title="Estimation and detection in stochastic control theory">93E10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07530631" data-ciurl="/ci/07530631" data-biburl="/bibtex/07530631.bib" data-amsurl="/amsrefs/07530631.bib" data-xmlurl="/xml/07530631.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07530631.pdf" title="Zbl 07530631 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/03610926.2017.1422186" aria-label="DOI for “Detection of jump location curve in spatial linear regression model with two-dimensional threshold”" title="10.1080/03610926.2017.1422186">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7484462" value="7484462" aria-label="mark item Zbl 1490.62483"></div> <div class="author"><a href="/authors/su.liangjun" title="Author Profile">Su, Liangjun</a>; <a href="/authors/xu.pai" title="Author Profile">Xu, Pai</a></div> <h3 class="title"> <a href="/1490.62483"><strong>Common threshold in quantile regressions with an application to pricing for reputation.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1490.62483">Zbl 1490.62483</a> </h3> <div class="source"> <a href="/serials/1148" title="Journal Profile">Econom. Rev.</a> <a href="/?q=in%3A477971" title="Articles in this Issue">38, No. 4, 417-450 (2019)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62F12" title="Asymptotic properties of parametric estimators">62F12</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1490.62483" data-ciurl="/ci/07484462" data-biburl="/bibtex/07484462.bib" data-amsurl="/amsrefs/07484462.bib" data-xmlurl="/xml/07484462.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07484462.pdf" title="Zbl 1490.62483 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/07474938.2017.1318469" aria-label="DOI for “Common threshold in quantile regressions with an application to pricing for reputation”" title="10.1080/07474938.2017.1318469">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://ink.library.smu.edu.sg/soe_research/1784" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7080068" value="7080068" aria-label="mark item Zbl 1427.62100"></div> <div class="author"><a href="/authors/li.yuanbo" title="Author Profile">Li, Yuanbo</a>; <a href="/authors/zheng.xunze" title="Author Profile">Zheng, Xunze</a>; <a href="/authors/yau.chun-yip" title="Author Profile">Yau, Chun Yip</a></div> <h3 class="title"> <a href="/1427.62100"><strong>Generalized threshold latent variable model.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1427.62100">Zbl 1427.62100</a> </h3> <div class="source"> <a href="/serials/6214" title="Journal Profile">Electron. J. Stat.</a> <a href="/?q=in%3A426236" title="Articles in this Issue">13, No. 1, 2043-2092 (2019)</a>. </div> <div class="reviewer"> Reviewer: <a href="/authors/?q=rv%3A15599">Alessandro Selvitella (Fort Wayne)</a></div> <div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62P05" title="Applications of statistics to actuarial sciences and financial mathematics">62P05</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1427.62100" data-ciurl="/ci/07080068" data-biburl="/bibtex/07080068.bib" data-amsurl="/amsrefs/07080068.bib" data-xmlurl="/xml/07080068.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07080068.pdf" title="Zbl 1427.62100 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1214/19-EJS1571" aria-label="DOI for “Generalized threshold latent variable model”" title="10.1214/19-EJS1571">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://projecteuclid.org/euclid.ejs/1561168838" title="Full Text at Project Euclid">Euclid</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7075153" value="7075153" aria-label="mark item Zbl 1452.62644"></div> <div class="author"><a href="/authors/hidalgo.javier" title="Author Profile">Hidalgo, Javier</a>; <a href="/authors/lee.jungyoon" title="Author Profile">Lee, Jungyoon</a>; <a href="/authors/seo.myunghwan" title="Author Profile">Seo, Myung Hwan</a></div> <h3 class="title"> <a href="/1452.62644"><strong>Robust inference for threshold regression models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1452.62644">Zbl 1452.62644</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. Econom.</a> <a href="/?q=in%3A434940" title="Articles in this Issue">210, No. 2, 291-309 (2019)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62G09" title="Nonparametric statistical resampling methods">62G09</a> <a class="mono" href="/classification/?q=cc%3A62E20" title="Asymptotic distribution theory in statistics">62E20</a> <a class="mono" href="/classification/?q=cc%3A62G20" title="Asymptotic properties of nonparametric inference">62G20</a> <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1452.62644" data-ciurl="/ci/07075153" data-biburl="/bibtex/07075153.bib" data-amsurl="/amsrefs/07075153.bib" data-xmlurl="/xml/07075153.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07075153.pdf" title="Zbl 1452.62644 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jeconom.2019.01.008" aria-label="DOI for “Robust inference for threshold regression models”" title="10.1016/j.jeconom.2019.01.008">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/1702.00836"title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7056612" value="7056612" aria-label="mark item Zbl 1417.62244"></div> <div class="author"><a href="/authors/gao.yan.2" title="Author Profile">Gao, Yan</a>; <a href="/authors/zhang.xinyu" title="Author Profile">Zhang, Xinyu</a>; <a href="/authors/wang.shouyang" title="Author Profile">Wang, Shouyang</a>; <a href="/authors/chong.terence-tai-leung" title="Author Profile">Chong, Terence Tai-Leung</a>; <a href="/authors/zou.guohua" title="Author Profile">Zou, Guohua</a></div> <h3 class="title"> <a href="/1417.62244"><strong>Frequentist model averaging for threshold models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1417.62244">Zbl 1417.62244</a> </h3> <div class="source"> <a href="/serials/313" title="Journal Profile">Ann. Inst. Stat. Math.</a> <a href="/?q=in%3A432910" title="Articles in this Issue">71, No. 2, 275-306 (2019)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62F12" title="Asymptotic properties of parametric estimators">62F12</a> <a class="mono" href="/classification/?q=cc%3A62P25" title="Applications of statistics to social sciences">62P25</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1417.62244" data-ciurl="/ci/07056612" data-biburl="/bibtex/07056612.bib" data-amsurl="/amsrefs/07056612.bib" data-xmlurl="/xml/07056612.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07056612.pdf" title="Zbl 1417.62244 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s10463-017-0642-9" aria-label="DOI for “Frequentist model averaging for threshold models”" title="10.1007/s10463-017-0642-9">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://mpra.ub.uni-muenchen.de/92036/1/MPRA_paper_92036.pdf" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7007005" value="7007005" aria-label="mark item Zbl 1414.62374"></div> <div class="author"><a href="/authors/liu.mengya" title="Author Profile">Liu, Mengya</a>; <a href="/authors/li.qi.2" title="Author Profile">Li, Qi</a>; <a href="/authors/zhu.fukang" title="Author Profile">Zhu, Fukang</a></div> <h3 class="title"> <a href="/1414.62374"><strong>Threshold negative binomial autoregressive model.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1414.62374">Zbl 1414.62374</a> </h3> <div class="source"> <a href="/serials/1051" title="Journal Profile">Statistics</a> <a href="/?q=in%3A426858" title="Articles in this Issue">53, No. 1, 1-25 (2019)</a>. </div> <div class="reviewer"> Reviewer: <a href="/authors/?q=rv%3A1582">Claudia Simionescu-Badea (Wien)</a></div> <div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62F12" title="Asymptotic properties of parametric estimators">62F12</a> <a class="mono" href="/classification/?q=cc%3A62P05" title="Applications of statistics to actuarial sciences and financial mathematics">62P05</a> <a class="mono" href="/classification/?q=cc%3A62P12" title="Applications of statistics to environmental and related topics">62P12</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1414.62374" data-ciurl="/ci/07007005" data-biburl="/bibtex/07007005.bib" data-amsurl="/amsrefs/07007005.bib" data-xmlurl="/xml/07007005.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07007005.pdf" title="Zbl 1414.62374 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/02331888.2018.1546307" aria-label="DOI for “Threshold negative binomial autoregressive model”" title="10.1080/02331888.2018.1546307">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7669584" value="7669584" aria-label="mark item Zbl 1507.62239"></div> <div class="author"><a href="/authors/donayre.luiggi" title="Author Profile">Donayre, Luiggi</a>; <a href="/authors/eo.yunjong" title="Author Profile">Eo, Yunjong</a>; <a href="/authors/morley.james-c" title="Author Profile">Morley, James</a></div> <h3 class="title"> <a href="/1507.62239"><strong>Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1507.62239">Zbl 1507.62239</a> </h3> <div class="source"> <a href="/serials/2380" title="Journal Profile">Stud. Nonlinear Dyn. Econom.</a> <a href="/?q=in%3A495166" title="Articles in this Issue">22, No. 1, Article ID 20160084, 11 p. (2018)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62F25" title="Parametric tolerance and confidence regions">62F25</a> <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1507.62239" data-ciurl="/ci/07669584" data-biburl="/bibtex/07669584.bib" data-amsurl="/amsrefs/07669584.bib" data-xmlurl="/xml/07669584.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07669584.pdf" title="Zbl 1507.62239 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1515/snde-2016-0084" aria-label="DOI for “Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples”" title="10.1515/snde-2016-0084">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7390936" value="7390936" aria-label="mark item Zbl 1471.91539"></div> <div class="author"><a href="/authors/guidolin.massimo" title="Author Profile">Guidolin, Massimo</a>; <a href="/authors/orlov.alexei-g" title="Author Profile">Orlov, Alexei G.</a>; <a href="/authors/pedio.manuela" title="Author Profile">Pedio, Manuela</a></div> <h3 class="title"> <a href="/1471.91539"><strong>How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1471.91539">Zbl 1471.91539</a> </h3> <div class="source"> <a href="/serials/2810" title="Journal Profile">Quant. Finance</a> <a href="/?q=in%3A373752" title="Articles in this Issue">18, No. 1, 139-169 (2018)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91G15" title="Financial markets">91G15</a> <a class="mono" href="/classification/?q=cc%3A62P05" title="Applications of statistics to actuarial sciences and financial mathematics">62P05</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1471.91539" data-ciurl="/ci/07390936" data-biburl="/bibtex/07390936.bib" data-amsurl="/amsrefs/07390936.bib" data-xmlurl="/xml/07390936.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07390936.pdf" title="Zbl 1471.91539 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/14697688.2017.1351619" aria-label="DOI for “How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns”" title="10.1080/14697688.2017.1351619">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6992232" value="6992232" aria-label="mark item Zbl 1407.62254"></div> <div class="author"><a href="/authors/yu.ping" title="Author Profile">Yu, Ping</a>; <a href="/authors/phillips.peter-c-b" title="Author Profile">Phillips, Peter C. B.</a></div> <h3 class="title"> <a href="/1407.62254"><strong>Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1407.62254">Zbl 1407.62254</a> </h3> <div class="source"> <a href="/serials/1353" title="Journal Profile">Econ. Lett.</a> <a href="/?q=in%3A424059" title="Articles in this Issue">172, 123-126 (2018)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62J02" title="General nonlinear regression">62J02</a> <a class="mono" href="/classification/?q=cc%3A62F12" title="Asymptotic properties of parametric estimators">62F12</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A60J65" title="Brownian motion">60J65</a> <a class="mono" href="/classification/?q=cc%3A60G44" title="Martingales with continuous parameter">60G44</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1407.62254" data-ciurl="/ci/06992232" data-biburl="/bibtex/06992232.bib" data-amsurl="/amsrefs/06992232.bib" data-xmlurl="/xml/06992232.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06992232.pdf" title="Zbl 1407.62254 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.econlet.2018.08.039" aria-label="DOI for “Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion”" title="10.1016/j.econlet.2018.08.039">DOI</a> <a class="btn btn-default btn-xs" type="button" href="http://ink.library.smu.edu.sg/context/soe_research/article/3352/filename/0/type/additional/viewcontent/2Asys_mmc1.pdf" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6988490" value="6988490" aria-label="mark item Zbl 1402.62033"></div> <div class="author"><a href="/authors/lee.sokbae" title="Author Profile">Lee, Sokbae</a>; <a href="/authors/liao.yuan" title="Author Profile">Liao, Yuan</a>; <a href="/authors/seo.myunghwan" title="Author Profile">Seo, Myung Hwan</a>; <a href="/authors/shin.youngki" title="Author Profile">Shin, Youngki</a></div> <h3 class="title"> <a href="/1402.62033"><strong>Oracle estimation of a change point in high-dimensional quantile regression.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1402.62033">Zbl 1402.62033</a> </h3> <div class="source"> <a href="/serials/474" title="Journal Profile">J. Am. Stat. Assoc.</a> <a href="/?q=in%3A423694" title="Articles in this Issue">113, No. 523, 1184-1194 (2018)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62F10" title="Point estimation">62F10</a> <a class="mono" href="/classification/?q=cc%3A62F12" title="Asymptotic properties of parametric estimators">62F12</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1402.62033" data-ciurl="/ci/06988490" data-biburl="/bibtex/06988490.bib" data-amsurl="/amsrefs/06988490.bib" data-xmlurl="/xml/06988490.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06988490.pdf" title="Zbl 1402.62033 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/01621459.2017.1319840" aria-label="DOI for “Oracle estimation of a change point in high-dimensional quantile regression”" title="10.1080/01621459.2017.1319840">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/1603.00235"title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" title="Open Access License" class="cc-license-link no-new-tab-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/cc.svg" alt="Creative Commons CC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/by.svg" alt="Creative Commons BY license icon" class="cc-license-icon"> </a> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6952371" value="6952371" aria-label="mark item Zbl 1452.62278"></div> <div class="author"><a href="/authors/chiou.yan-yu" title="Author Profile">Chiou, Yan-Yu</a>; <a href="/authors/chen.mei-yuan" title="Author Profile">Chen, Mei-Yuan</a>; <a href="/authors/chen.jau-er" title="Author Profile">Chen, Jau-er</a></div> <h3 class="title"> <a href="/1452.62278"><strong>Nonparametric regression with multiple thresholds: estimation and inference.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1452.62278">Zbl 1452.62278</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. Econom.</a> <a href="/?q=in%3A416277" title="Articles in this Issue">206, No. 2, 472-514 (2018)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62G08" title="Nonparametric regression and quantile regression">62G08</a> <a class="mono" href="/classification/?q=cc%3A62G05" title="Nonparametric estimation">62G05</a> <a class="mono" href="/classification/?q=cc%3A62G10" title="Nonparametric hypothesis testing">62G10</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1452.62278" data-ciurl="/ci/06952371" data-biburl="/bibtex/06952371.bib" data-amsurl="/amsrefs/06952371.bib" data-xmlurl="/xml/06952371.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06952371.pdf" title="Zbl 1452.62278 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jeconom.2018.06.011" aria-label="DOI for “Nonparametric regression with multiple thresholds: estimation and inference”" title="10.1016/j.jeconom.2018.06.011">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/1705.09418"title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6952369" value="6952369" aria-label="mark item Zbl 1452.62681"></div> <div class="author"><a href="/authors/sun.yuying" title="Author Profile">Sun, Yuying</a>; <a href="/authors/han.ai" title="Author Profile">Han, Ai</a>; <a href="/authors/hong.yongmiao" title="Author Profile">Hong, Yongmiao</a>; <a href="/authors/wang.shouyang" title="Author Profile">Wang, Shouyang</a></div> <h3 class="title"> <a href="/1452.62681"><strong>Threshold autoregressive models for interval-valued time series data.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1452.62681">Zbl 1452.62681</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. Econom.</a> <a href="/?q=in%3A416277" title="Articles in this Issue">206, No. 2, 414-446 (2018)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62J05" title="Linear regression; mixed models">62J05</a> <a class="mono" href="/classification/?q=cc%3A62P05" title="Applications of statistics to actuarial sciences and financial mathematics">62P05</a> <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1452.62681" data-ciurl="/ci/06952369" data-biburl="/bibtex/06952369.bib" data-amsurl="/amsrefs/06952369.bib" data-xmlurl="/xml/06952369.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06952369.pdf" title="Zbl 1452.62681 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jeconom.2018.06.009" aria-label="DOI for “Threshold autoregressive models for interval-valued time series data”" title="10.1016/j.jeconom.2018.06.009">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6948351" value="6948351" aria-label="mark item Zbl 1402.62198"></div> <div class="author"><a href="/authors/deng.ying" title="Author Profile">Deng, Ying</a></div> <h3 class="title"> <a href="/1402.62198"><strong>Estimation for the spatial autoregressive threshold model.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1402.62198">Zbl 1402.62198</a> </h3> <div class="source"> <a href="/serials/1353" title="Journal Profile">Econ. Lett.</a> <a href="/?q=in%3A415638" title="Articles in this Issue">171, 172-175 (2018)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62M30" title="Inference from spatial processes">62M30</a> <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1402.62198" data-ciurl="/ci/06948351" data-biburl="/bibtex/06948351.bib" data-amsurl="/amsrefs/06948351.bib" data-xmlurl="/xml/06948351.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06948351.pdf" title="Zbl 1402.62198 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.econlet.2018.07.041" aria-label="DOI for “Estimation for the spatial autoregressive threshold model”" title="10.1016/j.econlet.2018.07.041">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6873124" value="6873124" aria-label="mark item Zbl 1452.62626"></div> <div class="author"><a href="/authors/darolles.serge" title="Author Profile">Darolles, Serge</a>; <a href="/authors/francq.christian" title="Author Profile">Francq, Christian</a>; <a href="/authors/laurent.sebastien-yves" title="Author Profile">Laurent, Sébastien</a></div> <h3 class="title"> <a href="/1452.62626"><strong>Asymptotics of Cholesky GARCH models and time-varying conditional betas.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1452.62626">Zbl 1452.62626</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. Econom.</a> <a href="/?q=in%3A401145" title="Articles in this Issue">204, No. 2, 223-247 (2018)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62H12" title="Estimation in multivariate analysis">62H12</a> <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1452.62626" data-ciurl="/ci/06873124" data-biburl="/bibtex/06873124.bib" data-amsurl="/amsrefs/06873124.bib" data-xmlurl="/xml/06873124.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06873124.pdf" title="Zbl 1452.62626 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jeconom.2018.02.003" aria-label="DOI for “Asymptotics of Cholesky GARCH models and time-varying conditional betas”" title="10.1016/j.jeconom.2018.02.003">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://hal.science/hal-01980815" title="Open Access at HAL">HAL </a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6865114" value="6865114" aria-label="mark item Zbl 1394.62058"></div> <div class="author"><a href="/authors/seo.myunghwan" title="Author Profile">Seo, Myung Hwan</a>; <a href="/authors/otsu.taisuke" title="Author Profile">Otsu, Taisuke</a></div> <h3 class="title"> <a href="/1394.62058"><strong>Local M-estimation with discontinuous criterion for dependent and limited observations.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1394.62058">Zbl 1394.62058</a> </h3> <div class="source"> <a href="/serials/319" title="Journal Profile">Ann. Stat.</a> <a href="/?q=in%3A383351" title="Articles in this Issue">46, No. 1, 344-369 (2018)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62G20" title="Asymptotic properties of nonparametric inference">62G20</a> <a class="mono" href="/classification/?q=cc%3A62G05" title="Nonparametric estimation">62G05</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A60F17" title="Functional limit theorems; invariance principles">60F17</a> <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1394.62058" data-ciurl="/ci/06865114" data-biburl="/bibtex/06865114.bib" data-amsurl="/amsrefs/06865114.bib" data-xmlurl="/xml/06865114.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06865114.pdf" title="Zbl 1394.62058 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1214/17-AOS1552" aria-label="DOI for “Local M-estimation with discontinuous criterion for dependent and limited observations”" title="10.1214/17-AOS1552">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/1610.02753"title="Note: arXiv document may differ from published version">arXiv</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6852080" value="6852080" aria-label="mark item Zbl 1386.62077"></div> <div class="author"><a href="/authors/yu.ping" title="Author Profile">Yu, Ping</a>; <a href="/authors/phillips.peter-c-b" title="Author Profile">Phillips, Peter C. B.</a></div> <h3 class="title"> <a href="/1386.62077"><strong>Threshold regression with endogeneity.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1386.62077">Zbl 1386.62077</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. Econom.</a> <a href="/?q=in%3A376862" title="Articles in this Issue">203, No. 1, 50-68 (2018)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> <a class="mono" href="/classification/?q=cc%3A62G08" title="Nonparametric regression and quantile regression">62G08</a> <a class="mono" href="/classification/?q=cc%3A62G07" title="Density estimation">62G07</a> <a class="mono" href="/classification/?q=cc%3A62G20" title="Asymptotic properties of nonparametric inference">62G20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1386.62077" data-ciurl="/ci/06852080" data-biburl="/bibtex/06852080.bib" data-amsurl="/amsrefs/06852080.bib" data-xmlurl="/xml/06852080.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06852080.pdf" title="Zbl 1386.62077 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jeconom.2017.09.007" aria-label="DOI for “Threshold regression with endogeneity”" title="10.1016/j.jeconom.2017.09.007">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://eprints.soton.ac.uk/412996/1/Phillips_Threshold_Regression_with_Endogeneity_JoE3_ver1.pdf" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6846264" value="6846264" aria-label="mark item Zbl 1404.62083"></div> <div class="author"><a href="/authors/aslan.sipan" title="Author Profile">Aslan, Sipan</a>; <a href="/authors/yozgatligil.ceylan" title="Author Profile">Yozgatligil, Ceylan</a>; <a href="/authors/iyigun.cem" title="Author Profile">Iyigun, Cem</a></div> <h3 class="title"> <a href="/1404.62083"><strong>Temporal clustering of time series via threshold autoregressive models: application to commodity prices.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1404.62083">Zbl 1404.62083</a> </h3> <div class="source"> <a href="/serials/1319" title="Journal Profile">Ann. Oper. Res.</a> <a href="/?q=in%3A373032" title="Articles in this Issue">260, No. 1-2, 51-77 (2018)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62H30" title="Classification and discrimination; cluster analysis (statistical aspects)">62H30</a> <a class="mono" href="/classification/?q=cc%3A62P05" title="Applications of statistics to actuarial sciences and financial mathematics">62P05</a> <a class="mono" href="/classification/?q=cc%3A91G20" title="Derivative securities (option pricing, hedging, etc.)">91G20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1404.62083" data-ciurl="/ci/06846264" data-biburl="/bibtex/06846264.bib" data-amsurl="/amsrefs/06846264.bib" data-xmlurl="/xml/06846264.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06846264.pdf" title="Zbl 1404.62083 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s10479-017-2659-0" aria-label="DOI for “Temporal clustering of time series via threshold autoregressive models: application to commodity prices”" title="10.1007/s10479-017-2659-0">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/1605.00779"title="Note: arXiv document may differ from published version">arXiv</a> <a class="btn btn-default btn-xs" type="button" href="http://hdl.handle.net/11511/46571" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7924114" value="7924114" aria-label="mark item Zbl 1546.62956"></div> <div class="author"><a href="/authors/chan.ngai-hang" title="Author Profile">Chan, Ngai Hang</a>; <a href="/authors/ing.ching-kang" title="Author Profile">Ing, Ching-Kang</a>; <a href="/authors/li.yuanbo" title="Author Profile">Li, Yuanbo</a>; <a href="/authors/yau.chun-yip" title="Author Profile">Yau, Chun Yip</a></div> <h3 class="title"> <a href="/1546.62956"><strong>Threshold estimation via group orthogonal greedy algorithm.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1546.62956">Zbl 1546.62956</a> </h3> <div class="source"> <a href="/serials/7041" title="Journal Profile">J. Bus. Econ. Stat.</a> <a href="/?q=in%3A518825" title="Articles in this Issue">35, No. 2, 334-345 (2017)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1546.62956" data-ciurl="/ci/07924114" data-biburl="/bibtex/07924114.bib" data-amsurl="/amsrefs/07924114.bib" data-xmlurl="/xml/07924114.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07924114.pdf" title="Zbl 1546.62956 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/07350015.2015.1064820" aria-label="DOI for “Threshold estimation via group orthogonal greedy algorithm”" title="10.1080/07350015.2015.1064820">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7924113" value="7924113" aria-label="mark item Zbl 1546.62989"></div> <div class="author"><a href="/authors/yang.yaxing" title="Author Profile">Yang, Yaxing</a>; <a href="/authors/ling.shiqing" title="Author Profile">Ling, Shiqing</a></div> <h3 class="title"> <a href="/1546.62989"><strong>Inference for heavy-tailed and multiple-threshold double autoregressive models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1546.62989">Zbl 1546.62989</a> </h3> <div class="source"> <a href="/serials/7041" title="Journal Profile">J. Bus. Econ. Stat.</a> <a href="/?q=in%3A518825" title="Articles in this Issue">35, No. 2, 318-333 (2017)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1546.62989" data-ciurl="/ci/07924113" data-biburl="/bibtex/07924113.bib" data-amsurl="/amsrefs/07924113.bib" data-xmlurl="/xml/07924113.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07924113.pdf" title="Zbl 1546.62989 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/07350015.2015.1064433" aria-label="DOI for “Inference for heavy-tailed and multiple-threshold double autoregressive models”" title="10.1080/07350015.2015.1064433">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7924111" value="7924111" aria-label="mark item Zbl 1546.62953"></div> <div class="author"><a href="/authors/cai.biqing" title="Author Profile">Cai, Biqing</a>; <a href="/authors/gao.jiti" title="Author Profile">Gao, Jiti</a>; <a href="/authors/tjostheim.dag-b" title="Author Profile">Tjøstheim, Dag</a></div> <h3 class="title"> <a href="/1546.62953"><strong>A new class of bivariate threshold cointegration models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1546.62953">Zbl 1546.62953</a> </h3> <div class="source"> <a href="/serials/7041" title="Journal Profile">J. Bus. Econ. Stat.</a> <a href="/?q=in%3A518825" title="Articles in this Issue">35, No. 2, 288-305 (2017)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1546.62953" data-ciurl="/ci/07924111" data-biburl="/bibtex/07924111.bib" data-amsurl="/amsrefs/07924111.bib" data-xmlurl="/xml/07924111.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07924111.pdf" title="Zbl 1546.62953 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/07350015.2015.1062385" aria-label="DOI for “A new class of bivariate threshold cointegration models”" title="10.1080/07350015.2015.1062385">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7924107" value="7924107" aria-label="mark item Zbl 1546.62970"></div> <div class="author"><a href="/authors/hansen.bruce-e" title="Author Profile">Hansen, Bruce E.</a></div> <h3 class="title"> <a href="/1546.62970"><strong>Regression kink with an unknown threshold.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1546.62970">Zbl 1546.62970</a> </h3> <div class="source"> <a href="/serials/7041" title="Journal Profile">J. Bus. Econ. Stat.</a> <a href="/?q=in%3A518825" title="Articles in this Issue">35, No. 2, 228-240 (2017)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1546.62970" data-ciurl="/ci/07924107" data-biburl="/bibtex/07924107.bib" data-amsurl="/amsrefs/07924107.bib" data-xmlurl="/xml/07924107.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07924107.pdf" title="Zbl 1546.62970 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/07350015.2015.1073595" aria-label="DOI for “Regression kink with an unknown threshold”" title="10.1080/07350015.2015.1073595">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7669577" value="7669577" aria-label="mark item Zbl 1507.62385"></div> <div class="author"><a href="/authors/grabowski.daniel" title="Author Profile">Grabowski, Daniel</a>; <a href="/authors/staszewska-bystrova.anna" title="Author Profile">Staszewska-Bystrova, Anna</a>; <a href="/authors/winker.peter" title="Author Profile">Winker, Peter</a></div> <h3 class="title"> <a href="/1507.62385"><strong>Generating prediction bands for path forecasts from SETAR models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1507.62385">Zbl 1507.62385</a> </h3> <div class="source"> <a href="/serials/2380" title="Journal Profile">Stud. Nonlinear Dyn. Econom.</a> <a href="/?q=in%3A495165" title="Articles in this Issue">21, No. 5, Article ID 20160066, 18 p. (2017)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1507.62385" data-ciurl="/ci/07669577" data-biburl="/bibtex/07669577.bib" data-amsurl="/amsrefs/07669577.bib" data-xmlurl="/xml/07669577.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07669577.pdf" title="Zbl 1507.62385 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1515/snde-2016-0066" aria-label="DOI for “Generating prediction bands for path forecasts from SETAR models”" title="10.1515/snde-2016-0066">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7026384" value="7026384" aria-label="mark item Zbl 1420.91456"></div> <div class="author"><a href="/authors/dong.fangyuan" title="Author Profile">Dong, Fangyuan</a>; <a href="/authors/wong.hoi-ying" title="Author Profile">Wong, Hoi Ying</a></div> <h3 class="title"> <a href="/1420.91456"><strong>Variance swaps under the threshold Ornstein-Uhlenbeck model.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1420.91456">Zbl 1420.91456</a> </h3> <div class="source"> <a href="/serials/2695" title="Journal Profile">Appl. Stoch. Models Bus. Ind.</a> <a href="/?q=in%3A371563" title="Articles in this Issue">33, No. 5, 507-521 (2017)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91G20" title="Derivative securities (option pricing, hedging, etc.)">91G20</a> <a class="mono" href="/classification/?q=cc%3A60J60" title="Diffusion processes">60J60</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1420.91456" data-ciurl="/ci/07026384" data-biburl="/bibtex/07026384.bib" data-amsurl="/amsrefs/07026384.bib" data-xmlurl="/xml/07026384.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07026384.pdf" title="Zbl 1420.91456 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1002/asmb.2252" aria-label="DOI for “Variance swaps under the threshold Ornstein-Uhlenbeck model”" title="10.1002/asmb.2252">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6979451" value="6979451" aria-label="mark item Zbl 1400.91661"></div> <div class="author"><a href="/authors/guidolin.massimo" title="Author Profile">Guidolin, Massimo</a>; <a href="/authors/orlov.alexei-g" title="Author Profile">Orlov, Alexei G.</a>; <a href="/authors/pedio.manuela" title="Author Profile">Pedio, Manuela</a></div> <h3 class="title"> <a href="/1400.91661"><strong>How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1400.91661">Zbl 1400.91661</a> </h3> <div class="source"> <a href="/serials/2810" title="Journal Profile">Quant. Finance</a> <a href="/?q=in%3A372656" title="Articles in this Issue">17, No. 12, 139-169 (2017)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A91G70" title="Statistical methods; risk measures">91G70</a> <a class="mono" href="/classification/?q=cc%3A62P05" title="Applications of statistics to actuarial sciences and financial mathematics">62P05</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62M20" title="Inference from stochastic processes and prediction">62M20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1400.91661" data-ciurl="/ci/06979451" data-biburl="/bibtex/06979451.bib" data-amsurl="/amsrefs/06979451.bib" data-xmlurl="/xml/06979451.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06979451.pdf" title="Zbl 1400.91661 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/14697688.2017.1351619" aria-label="DOI for “How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns”" title="10.1080/14697688.2017.1351619">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6917797" value="6917797" aria-label="mark item Zbl 1466.62225"></div> <div class="author"><a href="/authors/zhang.feipeng" title="Author Profile">Zhang, Feipeng</a>; <a href="/authors/li.qunhua" title="Author Profile">Li, Qunhua</a></div> <h3 class="title"> <a href="/1466.62225"><strong>A continuous threshold expectile model.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1466.62225">Zbl 1466.62225</a> </h3> <div class="source"> <a href="/serials/1714" title="Journal Profile">Comput. Stat. Data Anal.</a> <a href="/?q=in%3A411684" title="Articles in this Issue">116, 49-66 (2017)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-08" title="Computational methods for problems pertaining to statistics">62-08</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1466.62225" data-ciurl="/ci/06917797" data-biburl="/bibtex/06917797.bib" data-amsurl="/amsrefs/06917797.bib" data-xmlurl="/xml/06917797.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06917797.pdf" title="Zbl 1466.62225 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.csda.2017.07.005" aria-label="DOI for “A continuous threshold expectile model”" title="10.1016/j.csda.2017.07.005">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/1611.02609"title="Note: arXiv document may differ from published version">arXiv</a> <a class="btn btn-default btn-xs" type="button" href="http://europepmc.org/articles/pmc5731791" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6695517" value="6695517" aria-label="mark item Zbl 1360.62464"></div> <div class="author"><a href="/authors/wong.shiu-fung" title="Author Profile">Wong, Shiu Fung</a>; <a href="/authors/tong.howell" title="Author Profile">Tong, Howell</a>; <a href="/authors/siu.tak-kuen" title="Author Profile">Siu, Tak Kuen</a>; <a href="/authors/lu.zudi" title="Author Profile">Lu, Zudi</a></div> <h3 class="title"> <a href="/1360.62464"><strong>A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1360.62464">Zbl 1360.62464</a> </h3> <div class="source"> <a href="/serials/921" title="Journal Profile">J. Time Ser. Anal.</a> <a href="/?q=in%3A363825" title="Articles in this Issue">38, No. 2, 243-265 (2017)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62P05" title="Applications of statistics to actuarial sciences and financial mathematics">62P05</a> <a class="mono" href="/classification/?q=cc%3A91G70" title="Statistical methods; risk measures">91G70</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1360.62464" data-ciurl="/ci/06695517" data-biburl="/bibtex/06695517.bib" data-amsurl="/amsrefs/06695517.bib" data-xmlurl="/xml/06695517.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06695517.pdf" title="Zbl 1360.62464 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1111/jtsa.12206" aria-label="DOI for “A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach”" title="10.1111/jtsa.12206">DOI</a> <a class="btn btn-default btn-xs" type="button" href="http://eprints.lse.ac.uk/78515/" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6693814" value="6693814" aria-label="mark item Zbl 1422.62292"></div> <div class="author"><a href="/authors/yang.yaxing" title="Author Profile">Yang, Yaxing</a>; <a href="/authors/ling.shiqing" title="Author Profile">Ling, Shiqing</a></div> <h3 class="title"> <a href="/1422.62292"><strong>Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1422.62292">Zbl 1422.62292</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. Econom.</a> <a href="/?q=in%3A364015" title="Articles in this Issue">197, No. 2, 368-381 (2017)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62F03" title="Parametric hypothesis testing">62F03</a> <a class="mono" href="/classification/?q=cc%3A62F12" title="Asymptotic properties of parametric estimators">62F12</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1422.62292" data-ciurl="/ci/06693814" data-biburl="/bibtex/06693814.bib" data-amsurl="/amsrefs/06693814.bib" data-xmlurl="/xml/06693814.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06693814.pdf" title="Zbl 1422.62292 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jeconom.2016.11.009" aria-label="DOI for “Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models”" title="10.1016/j.jeconom.2016.11.009">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6693813" value="6693813" aria-label="mark item Zbl 1422.62165"></div> <div class="author"><a href="/authors/perera.indeewara" title="Author Profile">Perera, Indeewara</a>; <a href="/authors/koul.hira-lal" title="Author Profile">Koul, Hira L.</a></div> <h3 class="title"> <a href="/1422.62165"><strong>Fitting a two phase threshold multiplicative error model.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1422.62165">Zbl 1422.62165</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. Econom.</a> <a href="/?q=in%3A364015" title="Articles in this Issue">197, No. 2, 348-367 (2017)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62G10" title="Nonparametric hypothesis testing">62G10</a> <a class="mono" href="/classification/?q=cc%3A62G20" title="Asymptotic properties of nonparametric inference">62G20</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A91B84" title="Economic time series analysis">91B84</a> <a class="mono" href="/classification/?q=cc%3A91G70" title="Statistical methods; risk measures">91G70</a> <a class="mono" href="/classification/?q=cc%3A60F17" title="Functional limit theorems; invariance principles">60F17</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1422.62165" data-ciurl="/ci/06693813" data-biburl="/bibtex/06693813.bib" data-amsurl="/amsrefs/06693813.bib" data-xmlurl="/xml/06693813.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06693813.pdf" title="Zbl 1422.62165 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jeconom.2016.12.002" aria-label="DOI for “Fitting a two phase threshold multiplicative error model”" title="10.1016/j.jeconom.2016.12.002">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6690384" value="6690384" aria-label="mark item Zbl 1360.62390"></div> <div class="author"><a href="/authors/zhang.feipeng" title="Author Profile">Zhang, Feipeng</a>; <a href="/authors/li.qunhua" title="Author Profile">Li, Qunhua</a></div> <h3 class="title"> <a href="/1360.62390"><strong>Robust bent line regression.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1360.62390">Zbl 1360.62390</a> </h3> <div class="source"> <a href="/serials/523" title="Journal Profile">J. Stat. Plann. Inference</a> <a href="/?q=in%3A363743" title="Articles in this Issue">185, 41-55 (2017)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62J05" title="Linear regression; mixed models">62J05</a> <a class="mono" href="/classification/?q=cc%3A62G05" title="Nonparametric estimation">62G05</a> <a class="mono" href="/classification/?q=cc%3A62L10" title="Sequential statistical analysis">62L10</a> <a class="mono" href="/classification/?q=cc%3A62G10" title="Nonparametric hypothesis testing">62G10</a> <a class="mono" href="/classification/?q=cc%3A62F05" title="Asymptotic properties of parametric tests">62F05</a> <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1360.62390" data-ciurl="/ci/06690384" data-biburl="/bibtex/06690384.bib" data-amsurl="/amsrefs/06690384.bib" data-xmlurl="/xml/06690384.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06690384.pdf" title="Zbl 1360.62390 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jspi.2017.01.001" aria-label="DOI for “Robust bent line regression”" title="10.1016/j.jspi.2017.01.001">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/1606.02234"title="Note: arXiv document may differ from published version">arXiv</a> <a class="btn btn-default btn-xs" type="button" href="http://europepmc.org/articles/pmc5605190" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6678881" value="6678881" aria-label="mark item Zbl 1443.62175"></div> <div class="author"><a href="/authors/massacci.daniele" title="Author Profile">Massacci, Daniele</a></div> <h3 class="title"> <a href="/1443.62175"><strong>Least squares estimation of large dimensional threshold factor models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1443.62175">Zbl 1443.62175</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. Econom.</a> <a href="/?q=in%3A362564" title="Articles in this Issue">197, No. 1, 101-129 (2017)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62H25" title="Factor analysis and principal components; correspondence analysis">62H25</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1443.62175" data-ciurl="/ci/06678881" data-biburl="/bibtex/06678881.bib" data-amsurl="/amsrefs/06678881.bib" data-xmlurl="/xml/06678881.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06678881.pdf" title="Zbl 1443.62175 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jeconom.2016.11.001" aria-label="DOI for “Least squares estimation of large dimensional threshold factor models”" title="10.1016/j.jeconom.2016.11.001">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://kclpure.kcl.ac.uk/portal/en/publications/least-squares-estimation-of-large-dimensional-threshold-factor-models(18ff4049-dfcc-4588-99c6-b4a9ee110ac9).html" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6674207" value="6674207" aria-label="mark item Zbl 1356.62144"></div> <div class="author"><a href="/authors/kuan.chung-ming" title="Author Profile">Kuan, Chung-Ming</a>; <a href="/authors/michalopoulos.christos" title="Author Profile">Michalopoulos, Christos</a>; <a href="/authors/xiao.zhijie" title="Author Profile">Xiao, Zhijie</a></div> <h3 class="title"> <a href="/1356.62144"><strong>Quantile regression on quantile ranges – a threshold approach.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1356.62144">Zbl 1356.62144</a> </h3> <div class="source"> <a href="/serials/921" title="Journal Profile">J. Time Ser. Anal.</a> <a href="/?q=in%3A362144" title="Articles in this Issue">38, No. 1, 99-119 (2017)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62G20" title="Asymptotic properties of nonparametric inference">62G20</a> <a class="mono" href="/classification/?q=cc%3A62G08" title="Nonparametric regression and quantile regression">62G08</a> <a class="mono" href="/classification/?q=cc%3A62G15" title="Nonparametric tolerance and confidence regions">62G15</a> <a class="mono" href="/classification/?q=cc%3A62F12" title="Asymptotic properties of parametric estimators">62F12</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1356.62144" data-ciurl="/ci/06674207" data-biburl="/bibtex/06674207.bib" data-amsurl="/amsrefs/06674207.bib" data-xmlurl="/xml/06674207.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06674207.pdf" title="Zbl 1356.62144 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1111/jtsa.12204" aria-label="DOI for “Quantile regression on quantile ranges -- a threshold approach”" title="10.1111/jtsa.12204">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7537827" value="7537827" aria-label="mark item Zbl 1491.62270"></div> <div class="author"><a href="/authors/yu.ping" title="Author Profile">Yu, Ping</a></div> <h3 class="title"> <a href="/1491.62270"><strong>Understanding estimators of treatment effects in regression discontinuity designs.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1491.62270">Zbl 1491.62270</a> </h3> <div class="source"> <a href="/serials/1148" title="Journal Profile">Econom. Rev.</a> <a href="/?q=in%3A354987" title="Articles in this Issue">35, No. 4, 586-637 (2016)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> <a class="mono" href="/classification/?q=cc%3A62G07" title="Density estimation">62G07</a> <a class="mono" href="/classification/?q=cc%3A62G05" title="Nonparametric estimation">62G05</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62G20" title="Asymptotic properties of nonparametric inference">62G20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1491.62270" data-ciurl="/ci/07537827" data-biburl="/bibtex/07537827.bib" data-amsurl="/amsrefs/07537827.bib" data-xmlurl="/xml/07537827.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07537827.pdf" title="Zbl 1491.62270 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/07474938.2013.833831" aria-label="DOI for “Understanding estimators of treatment effects in regression discontinuity designs”" title="10.1080/07474938.2013.833831">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7052778" value="7052778" aria-label="mark item Zbl 1411.62205"></div> <div class="author"><a href="/authors/lee.sokbae" title="Author Profile">Lee, Sokbae</a>; <a href="/authors/seo.myunghwan" title="Author Profile">Seo, Myung Hwan</a>; <a href="/authors/shin.youngki" title="Author Profile">Shin, Youngki</a></div> <h3 class="title"> <a href="/1411.62205"><strong>The Lasso for high dimensional regression with a possible change point.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1411.62205">Zbl 1411.62205</a> </h3> <div class="source"> <a href="/serials/2481" title="Journal Profile">J. R. Stat. Soc., Ser. B, Stat. Methodol.</a> <a href="/?q=in%3A352368" title="Articles in this Issue">78, No. 1, 193-210 (2016)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62J07" title="Ridge regression; shrinkage estimators (Lasso)">62J07</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1411.62205" data-ciurl="/ci/07052778" data-biburl="/bibtex/07052778.bib" data-amsurl="/amsrefs/07052778.bib" data-xmlurl="/xml/07052778.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07052778.pdf" title="Zbl 1411.62205 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1111/rssb.12108" aria-label="DOI for “The Lasso for high dimensional regression with a possible change point”" title="10.1111/rssb.12108">DOI</a> <a class="btn btn-default btn-xs" type="button" href="http://europepmc.org/articles/pmc5014306" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> <a href="https://creativecommons.org/licenses/by-nc/4.0/" target="_blank" title="Open Access License" class="cc-license-link no-new-tab-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/cc.svg" alt="Creative Commons CC license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/by.svg" alt="Creative Commons BY license icon" class="cc-license-icon"> <img src="https://static.zbmath.org/contrib/img/cc/svg/icons/nc.svg" alt="Creative Commons NC license icon" class="cc-license-icon"> </a> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6647319" value="6647319" aria-label="mark item Zbl 1443.62504"></div> <div class="author"><a href="/authors/seo.myunghwan" title="Author Profile">Seo, Myung Hwan</a>; <a href="/authors/shin.yongcheol" title="Author Profile">Shin, Yongcheol</a></div> <h3 class="title"> <a href="/1443.62504"><strong>Dynamic panels with threshold effect and endogeneity.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1443.62504">Zbl 1443.62504</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. Econom.</a> <a href="/?q=in%3A360283" title="Articles in this Issue">195, No. 2, 169-186 (2016)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1443.62504" data-ciurl="/ci/06647319" data-biburl="/bibtex/06647319.bib" data-amsurl="/amsrefs/06647319.bib" data-xmlurl="/xml/06647319.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06647319.pdf" title="Zbl 1443.62504 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jeconom.2016.03.005" aria-label="DOI for “Dynamic panels with threshold effect and endogeneity”" title="10.1016/j.jeconom.2016.03.005">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://eprints.whiterose.ac.uk/109096/1/SSR2_final_YC.pdf" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6639301" value="6639301" aria-label="mark item Zbl 1442.62747"></div> <div class="author"><a href="/authors/kourtellos.andros" title="Author Profile">Kourtellos, Andros</a>; <a href="/authors/stengos.thanasis" title="Author Profile">Stengos, Thanasis</a>; <a href="/authors/tan.chih-ming" title="Author Profile">Tan, Chih Ming</a></div> <h3 class="title"> <a href="/1442.62747"><strong>Structural threshold regression.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1442.62747">Zbl 1442.62747</a> </h3> <div class="source"> <a href="/serials/2669" title="Journal Profile">Econom. Theory</a> <a href="/?q=in%3A358662" title="Articles in this Issue">32, No. 4, 827-860 (2016)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1442.62747" data-ciurl="/ci/06639301" data-biburl="/bibtex/06639301.bib" data-amsurl="/amsrefs/06639301.bib" data-xmlurl="/xml/06639301.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06639301.pdf" title="Zbl 1442.62747 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1017/S0266466615000067" aria-label="DOI for “Structural threshold regression”" title="10.1017/S0266466615000067">DOI</a> <a class="btn btn-default btn-xs" type="button" href="http://www.uoguelph.ca/economics/repec/workingpapers/2009/2009-07.pdf" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6623656" value="6623656" aria-label="mark item Zbl 1443.62277"></div> <div class="author"><a href="/authors/liu.xialu" title="Author Profile">Liu, Xialu</a>; <a href="/authors/xiao.han.1" title="Author Profile">Xiao, Han</a>; <a href="/authors/chen.rong.2" title="Author Profile">Chen, Rong</a></div> <h3 class="title"> <a href="/1443.62277"><strong>Convolutional autoregressive models for functional time series.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1443.62277">Zbl 1443.62277</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. Econom.</a> <a href="/?q=in%3A358646" title="Articles in this Issue">194, No. 2, 263-282 (2016)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62G08" title="Nonparametric regression and quantile regression">62G08</a> <a class="mono" href="/classification/?q=cc%3A62R10" title="Functional data analysis">62R10</a> <a class="mono" href="/classification/?q=cc%3A62P05" title="Applications of statistics to actuarial sciences and financial mathematics">62P05</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1443.62277" data-ciurl="/ci/06623656" data-biburl="/bibtex/06623656.bib" data-amsurl="/amsrefs/06623656.bib" data-xmlurl="/xml/06623656.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06623656.pdf" title="Zbl 1443.62277 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jeconom.2016.05.006" aria-label="DOI for “Convolutional autoregressive models for functional time series”" title="10.1016/j.jeconom.2016.05.006">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6599690" value="6599690" aria-label="mark item Zbl 1353.62101"></div> <div class="author"><a href="/authors/pan.li" title="Author Profile">Pan, Li</a>; <a href="/authors/politis.dimitris-nicolas" title="Author Profile">Politis, Dimitris N.</a></div> <h3 class="title"> <a href="/1353.62101"><strong>Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1353.62101">Zbl 1353.62101</a> </h3> <div class="source"> <a href="/serials/523" title="Journal Profile">J. Stat. Plann. Inference</a> <a href="/?q=in%3A356593" title="Articles in this Issue">177, 1-27 (2016)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62G09" title="Nonparametric statistical resampling methods">62G09</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1353.62101" data-ciurl="/ci/06599690" data-biburl="/bibtex/06599690.bib" data-amsurl="/amsrefs/06599690.bib" data-xmlurl="/xml/06599690.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06599690.pdf" title="Zbl 1353.62101 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.jspi.2014.10.003" aria-label="DOI for “Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions”" title="10.1016/j.jspi.2014.10.003">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7269701" value="7269701" aria-label="mark item Zbl 1514.62479"></div> <div class="author"><a href="/authors/chen.haiqiang" title="Author Profile">Chen, Haiqiang</a>; <a href="/authors/zhu.yanli" title="Author Profile">Zhu, Yanli</a></div> <h3 class="title"> <a href="/1514.62479"><strong>An empirical study on the threshold cointegration of Chinese A and H cross-listed shares.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1514.62479">Zbl 1514.62479</a> </h3> <div class="source"> <a href="/serials/2502" title="Journal Profile">J. Appl. Stat.</a> <a href="/?q=in%3A351013" title="Articles in this Issue">42, No. 11, 2406-2419 (2015)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-XX" title="Statistics">62-XX</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1514.62479" data-ciurl="/ci/07269701" data-biburl="/bibtex/07269701.bib" data-amsurl="/amsrefs/07269701.bib" data-xmlurl="/xml/07269701.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07269701.pdf" title="Zbl 1514.62479 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/02664763.2015.1034660" aria-label="DOI for “An empirical study on the threshold cointegration of Chinese A and H cross-listed shares”" title="10.1080/02664763.2015.1034660">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7183065" value="7183065" aria-label="mark item Zbl 1457.62261"></div> <div class="author"><a href="/authors/fenga.livio" title="Author Profile">Fenga, Livio</a>; <a href="/authors/politis.dimitris-nicolas" title="Author Profile">Politis, Dimitris N.</a></div> <h3 class="title"> <a href="/1457.62261"><strong>Bootstrap order selection for SETAR models.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1457.62261">Zbl 1457.62261</a> </h3> <div class="source"> <a href="/serials/1603" title="Journal Profile">J. Stat. Comput. Simulation</a> <a href="/?q=in%3A339695" title="Articles in this Issue">85, No. 2, 235-250 (2015)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62G09" title="Nonparametric statistical resampling methods">62G09</a> <a class="mono" href="/classification/?q=cc%3A62G20" title="Asymptotic properties of nonparametric inference">62G20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1457.62261" data-ciurl="/ci/07183065" data-biburl="/bibtex/07183065.bib" data-amsurl="/amsrefs/07183065.bib" data-xmlurl="/xml/07183065.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07183065.pdf" title="Zbl 1457.62261 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/00949655.2013.811507" aria-label="DOI for “Bootstrap order selection for SETAR models”" title="10.1080/00949655.2013.811507">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item7035738" value="7035738" aria-label="mark item Zbl 1487.62108"></div> <div class="author"><a href="/authors/krishnakumar.jaya" title="Author Profile">Krishnakumar, Jaya</a>; <a href="/authors/neto.david" title="Author Profile">Neto, David</a></div> <h3 class="title"> <a href="/1487.62108"><strong>Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1487.62108">Zbl 1487.62108</a> </h3> <div class="source"> <a href="/serials/3332" title="Journal Profile">Stat. Methodol.</a> <a href="/?q=in%3A429525" title="Articles in this Issue">26, 84-102 (2015)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62F03" title="Parametric hypothesis testing">62F03</a> <a class="mono" href="/classification/?q=cc%3A62E20" title="Asymptotic distribution theory in statistics">62E20</a> <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1487.62108" data-ciurl="/ci/07035738" data-biburl="/bibtex/07035738.bib" data-amsurl="/amsrefs/07035738.bib" data-xmlurl="/xml/07035738.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07035738.pdf" title="Zbl 1487.62108 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.stamet.2015.04.001" aria-label="DOI for “Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships”" title="10.1016/j.stamet.2015.04.001">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6984106" value="6984106" aria-label="mark item Zbl 1507.62186"></div> <div class="author"><a href="/authors/wu.k-y-k" title="Author Profile">Wu, K. Y. K.</a>; <a href="/authors/li.wai-keung" title="Author Profile">Li, W. K.</a></div> <h3 class="title"> <a href="/1507.62186"><strong>Double generalized threshold models with constraint on the dispersion by the mean.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1507.62186">Zbl 1507.62186</a> </h3> <div class="source"> <a href="/serials/1714" title="Journal Profile">Comput. Stat. Data Anal.</a> <a href="/?q=in%3A423225" title="Articles in this Issue">82, 59-73 (2015)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62-08" title="Computational methods for problems pertaining to statistics">62-08</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62F12" title="Asymptotic properties of parametric estimators">62F12</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1507.62186" data-ciurl="/ci/06984106" data-biburl="/bibtex/06984106.bib" data-amsurl="/amsrefs/06984106.bib" data-xmlurl="/xml/06984106.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06984106.pdf" title="Zbl 1507.62186 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1016/j.csda.2014.08.003" aria-label="DOI for “Double generalized threshold models with constraint on the dispersion by the mean”" title="10.1016/j.csda.2014.08.003">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6503723" value="6503723" aria-label="mark item Zbl 1441.62636"></div> <div class="author"><a href="/authors/chen.haiqiang" title="Author Profile">Chen, Haiqiang</a></div> <h3 class="title"> <a href="/1441.62636"><strong>Robust estimation and inference for threshold models with integrated regressors.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1441.62636">Zbl 1441.62636</a> </h3> <div class="source"> <a href="/serials/2669" title="Journal Profile">Econom. Theory</a> <a href="/?q=in%3A347159" title="Articles in this Issue">31, No. 4, 778-810 (2015)</a>. </div><div class="classification"> MSC:  <a class="mono" href="/classification/?q=cc%3A62P20" title="Applications of statistics to economics">62P20</a> <a class="mono" href="/classification/?q=cc%3A62M10" title="Time series, auto-correlation, regression, etc. in statistics (GARCH)">62M10</a> <a class="mono" href="/classification/?q=cc%3A62G08" title="Nonparametric regression and quantile regression">62G08</a> <a class="mono" href="/classification/?q=cc%3A62E20" title="Asymptotic distribution theory in statistics">62E20</a> </div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1441.62636" data-ciurl="/ci/06503723" data-biburl="/bibtex/06503723.bib" data-amsurl="/amsrefs/06503723.bib" data-xmlurl="/xml/06503723.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06503723.pdf" title="Zbl 1441.62636 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1017/S0266466614000553" aria-label="DOI for “Robust estimation and inference for threshold models with integrated regressors”" title="10.1017/S0266466614000553">DOI</a> <a class="btn btn-default btn-xs" type="button" href="http://research.soe.xmu.edu.cn/repec/upload/201312021830135313.pdf" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> </article> </div> <div class="list" role="listitem"> <article> <div class="mark-btn"><input type="checkbox" name="mark" id="item6502492" value="6502492" aria-label="mark item Zbl 1337.62207"></div> <div class="author"><a href="/authors/su.fei" title="Author Profile">Su, Fei</a>; <a href="/authors/chan.kung-sik" title="Author Profile">Chan, Kung-Sik</a></div> <h3 class="title"> <a href="/1337.62207"><strong>Quasi-likelihood estimation of a threshold diffusion process.</strong></a> <i>(English)</i> <a class="label nowrap" href="/1337.62207">Zbl 1337.62207</a> </h3> <div class="source"> <a href="/serials/487" title="Journal Profile">J. 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