Threshold effects in non-dynamic panels: Estimation, testing, and inference

Estimating and Testing Linear Models with Multiple Structural Changes

Jushan Bai, Pierre Perrón · Econometrica · 1998 · 5.9K citations

Economics, Shift Detection, Finance +14

Financing Constraints and Corporate Investment

Steven M. Fazzari, R. Glenn Hubbard, Bruce C. Petersen et al. · Brookings Papers on Economic Activity · 1988 · 5.5K citations

Sample Splitting and Threshold Estimation

Bruce E. Hansen · Econometrica · 2000 · 2.7K citations

Econometric Model, Economics, Threshold Models +14

Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

Donald W. K. Andrews, Werner Ploberger · Econometrica · 1994 · 2.5K citations

Testing Problem, Economics, Econometric Model +13

Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

Bruce E. Hansen · Econometrica · 1996 · 2.3K citations

Conditional Probability Measure, Mathematical Statistic, Standard Test Statistics +16