Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples
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- Donayre Luiggi & Eo Yunjong & Morley James, 2018. "Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-11, February.
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More about this item
KeywordsThreshold regression; Inverted likelihood ratio; Conﬁdence Interval; Finite-sample inference;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
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