dc.contributor.author |
Yu, Ping |
en |
dc.coverage.spatial |
Shanghai, China |
en |
dc.date.accessioned |
2012-04-11T03:16:40Z |
en |
dc.date.issued |
2010 |
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dc.identifier.citation |
Econometric Society World Congress, Shanghai, China, 17 Aug 2010 - 21 Aug 2010. 2010 |
en |
dc.identifier.uri |
http://hdl.handle.net/2292/17028 |
en |
dc.description.abstract |
This paper shows that the nonparametric bootstrap is inconsistent, and the parametric bootstrap is consistent for inference of the threshold point in discontinuous threshold regression. An interesting phenomenon is that the asymptotic nonparametric bootstrap distribution of the threshold point is discrete and depends on the sampling path of the original data. The remedies to the nonparametric bootstrap failure in the literature are summarized. |
en |
dc.description.uri |
http://www.webmeets.com/ESWC/2010/Prog/ |
en |
dc.relation.ispartof |
Econometric Society World Congress |
en |
dc.rights |
Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher. |
en |
dc.rights.uri |
https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm |
en |
dc.title |
The Bootstrap in Threshold Regression |
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dc.type |
Presentation |
en |
dc.rights.holder |
Copyright: the author |
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pubs.finish-date |
2010-08-21 |
en |
pubs.start-date |
2010-08-17 |
en |
dc.rights.accessrights |
http://purl.org/eprint/accessRights/RestrictedAccess |
en |
pubs.subtype |
Conference Oral Presentation |
en |
pubs.elements-id |
206618 |
en |
dc.relation.isnodouble |
14880 |
* |
pubs.record-created-at-source-date |
2011-02-28 |
en |