articleTop 10% cited
Threshold effects in non-dynamic panels: Estimation, testing, and inference
Journal of Econometrics · 1999 · Vol. 93(2) · pp. 345–368
Bruce E. Hansen✉(University of Wisconsin–Madison)
Monetary Policy and Economic ImpactMarket Dynamics and VolatilityFinancial Markets and Investment StrategiesInferenceEconometricsMathematicsRegressionStatistical hypothesis testingConfidence intervalStatisticsRegression analysisSample (material)Estimation
Funding
- National Science Foundation
- Alfred P. Sloan Foundation
Citations
4,723
FWCI
11.84
field-weighted impact
References
21
Percentile
98%
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Citations per year
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References
Estimating and Testing Linear Models with Multiple Structural Changes
Econometrica · 1998 · 5,907 citations
Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model
The Annals of Statistics · 1993 · 1,306 citations
Sample Splitting and Threshold Estimation
Econometrica · 2000 · 2,761 citations
Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
Econometrica · 1994 · 2,500 citations
Hypothesis testing when a nuisance parameter is present only under the alternative
Biometrika · 1987 · 2,069 citations
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