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Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/33475
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dc.contributor.authorDitzen, J-
dc.contributor.authorKaravias, Y-
dc.contributor.authorWesterlund, J-
dc.date.accessioned2026-06-19T18:29:45Z-
dc.date.available2026-06-19T18:29:45Z-
dc.date.issued2026-06-09-
dc.identifierORCiD: Yiannis Karavias https://orcid.org/0000-0002-1208-5537-
dc.identifier.citationDitzen, 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.en-GB
dc.identifier.issn0305-9049-
dc.identifier.urihttps://bura.brunel.ac.uk/handle/2438/33475-
dc.descriptionSupporting Information is available online at: https://onlinelibrary.wiley.com/doi/10.1111/obes.70102#support-information-section .en-GB
dc.description.abstractThis 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.en-GB
dc.description.sponsorshipKnut och Alice Wallenbergs Stiftelse; Ministero dell'Istruzione e del Merito. Grant Number: 2022H2STF2.en-GB
dc.format.extentpp. 1–11-
dc.format.mediumPrint-Electronic-
dc.languageEnglishen-GB
dc.language.isoengen-GB
dc.publisherWileyen-GB
dc.rightsCreative Commons Attribution 4.0 International-
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/-
dc.subjectcross-section dependenceen-GB
dc.subjecteconomic growthen-GB
dc.subjectinteractive fixed effectsen-GB
dc.subjectpanel dataen-GB
dc.subjectthreshold regressionen-GB
dc.titleThreshold Regression for Fixed‐T Panel Data with Interactive Fixed Effectsen-GB
dc.typeArticleen-GB
dc.date.dateAccepted2026-05-27-
dc.identifier.doihttps://doi.org/10.1111/obes.70102-
dc.relation.isPartOfOxford Bulletin of Economics and Statistics-
pubs.issue0-
pubs.publication-statusPublished online-
pubs.volume00-
dc.identifier.eissn1468-0084-
dc.rights.licensehttps://creativecommons.org/licenses/by/4.0/legalcode.en-
dcterms.dateAccepted2026-05-27-
dc.rights.holderThe Author(s)-
dc.contributor.orcidKaravias, Yiannis [0000-0002-1208-5537]-
Appears in Collections:Department of Economics, Finance and Accounting Research Papers *

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