Regularized Bayesian estimation in generalized threshold regression models
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References listed on IDEAS
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More about this item
Keywordsthreshold estimation; nuisance parameters; empirical Bayes;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-10-15 (All new papers)
- NEP-ECM-2011-10-15 (Econometrics)
- NEP-ETS-2011-10-15 (Econometric Time Series)
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