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http://bura.brunel.ac.uk/handle/2438/33475| Title: | Threshold Regression for Fixed‐T Panel Data with Interactive Fixed Effects |
| Authors: | Ditzen, J Karavias, Y Westerlund, J |
| Keywords: | cross-section dependence;economic growth;interactive fixed effects;panel data;threshold regression |
| Issue Date: | 9-Jun-2026 |
| Publisher: | Wiley |
| Citation: | Ditzen, J., Karavias, Y. and Westerlund, J. (2026) 'Threshold Regression for Fixed‐T Panel Data with Interactive Fixed Effects', Oxford Bulletin of Economics and Statistics, 0 (ahead of print), pp. 1–11. doi: 10.1111/obes.70102. |
| Abstract: | This paper develops a new toolbox for estimation and inference in panel data threshold regression models with interactive fixed effects and a fixed number of time periods, <i>T</i>. The toolbox is designed to be simple, accurate, and computationally efficient. It is based on a simple least squares style estimator of the model parameters, and includes a number of inferential procedures for testing hypotheses regarding not only the threshold but also other parameters. The new toolbox is applied to study the impact of inflation on economic growth. |
| Description: | Supporting Information is available online at: https://onlinelibrary.wiley.com/doi/10.1111/obes.70102#support-information-section . |
| URI: | https://bura.brunel.ac.uk/handle/2438/33475 |
| DOI: | https://doi.org/10.1111/obes.70102 |
| ISSN: | 0305-9049 |
| Other Identifiers: | ORCiD: Yiannis Karavias https://orcid.org/0000-0002-1208-5537 |
| Appears in Collections: | Department of Economics, Finance and Accounting Research Papers * |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | Copyright © 2026 The Author(s). Oxford Bulletin of Economics and Statistics published by Oxford University and John Wiley & Sons Ltd. This is an open access article under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0/), which permits use, distribution and reproduction in any medium, provided the original work is properly cited. | 229.93 kB | Adobe PDF | View/Open |
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