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闂ㄩ檺鏁堝簲锛?/p>
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鎴愭灉鍜屾椂闂?/p>
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姹夋．锛?/p>
Bruce E. Hansen
锛夊湪闂ㄩ檺鍥炲綊妯″瀷涓婂仛鍑轰簡寰堝璐＄尞銆備簡瑙ｉ棬闄愭ā鍨嬫渶濂界殑鍔?/p>
娉曪紝棣栧厛灏辫闃呰浠栫殑鏂囩珷銆備粬鐨勬枃绔犲緢鏈夌壒鐐癸細鏉＄悊寰堟竻鏅帮紝鎺ㄥ杩囩▼璇︾粏锛岃瑷�绠�缁冿紝
璇硶涓嶅鏉傘�傛湁鍏充粬鐨勮鏂囥�佺▼搴忋�佹暟鎹彲浠ュ弬鑰?/p>
Hansen
鐨勪釜浜虹綉绔?/p>
锛?/p>
http://www.ssc.wisc.edu/~bhansen/progs/progs_subject.htm
銆?/p>
Hansen
浜?/p>
1996
骞村湪
銆?/p>
Econometrica
銆?/p>
涓婂彂琛ㄦ枃绔?/p>
銆?/p>
Inference
when
a
nuisance
parameter
is
not
identified
under
the
null
hypothesis
銆?/p>
锛屾彁鍑轰簡鏃堕棿搴忓垪闂ㄩ檺鑷洖褰掓ā鍨嬶紙
TAR
锛?/p>
鐨勪及璁″拰妫�楠屻�備箣鍚庯紝浠栧湪闂ㄩ檺妯″瀷涓婅繛缁拷韪紝鍙戣〃浜嗗嚑绡囩粡鍏告枃绔狅紝灏ゅ叾鏄?/p>
1999
骞寸殑
銆?/p>
Threshold effects in non-dynamic panels: Estimation, testing and inference
銆?/p>
锛?/p>
2000
骞寸殑銆?/p>
Sample splitting and threshold estimation
銆嬪拰
2004
骞翠笌浠栦汉鍚堜綔鐨?/p>
銆?/p>
Instrumental Variable Estimation of a Threshold Model
銆?/p>
銆?/p>
鍦ㄨ繖浜涙枃绔犱腑锛?/p>
Hansen
浠嬬粛浜嗗寘鍚釜浣撳浐瀹氭晥搴旂殑闈欐�佸钩琛￠潰鏉挎暟鎹棬闄愬洖褰掓ā鍨嬶紝
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娑堥櫎涓綋鍥哄畾鏁堝簲锛?/p>
鐒跺悗
鍐嶅埄鐢?/p>
OLS
锛堟渶灏忎簩涔樻硶锛夎繘琛岀郴鏁颁及璁°�傚鏋滄牱鏈暟閲忔湁闄愶紝閭ｄ箞鍙互浣跨敤鑷妇娉?/p>
锛?/p>
Bootstrap
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鍦?/p>
Hansen
锛?/p>
1999
锛?/p>
鐨勬ā鍨嬩腑锛?/p>
瑙ｉ噴鍙橀噺涓笉鑳藉寘鍚唴鐢熻В閲婂彉閲忥紝
鏃犳硶鎵╁睍搴旂敤棰嗗煙銆?/p>
Caner
鍜?/p>
Hansen
鍦?/p>
2004
骞磋В鍐充簡杩欎釜闂銆?/p>
浠栦滑鐮旂┒浜嗗甫鏈夊唴鐢熷彉閲忓拰涓�涓鐢熼棬闄愬彉閲?/p>
鐨勯潰鏉块棬闄愭ā鍨嬨�?/p>
涓庨潤鎬侀潰鏉挎暟鎹棬闄愬洖褰掓ā鍨嬫湁鎵�涓嶅悓锛?/p>
鍦ㄥ惈鏈夊唴鐢熻В閲婂彉閲忕殑闈㈡澘鏁版嵁
闂ㄩ檺鍥炲綊妯″瀷涓紝闇�瑕佸埄鐢ㄧ畝鍖栧瀷瀵瑰唴鐢熷彉閲忚繘琛屼竴瀹氱殑澶勭悊锛岀劧鍚庣敤
2SLS
锛堜袱闃舵鏈�灏?/p>
浜屼箻娉曪級鎴栬�?/p>
GMM
锛堝箍涔夌煩浼拌锛夊鍙傛暟杩涜浼拌銆?/p>
褰撶劧锛?/p>
鏈夊叧闂ㄩ檺鍥炲綊妯″瀷鐨勬渶鏂扮爺绌讹紝
杩樺彲浠ュ弬鑰?/p>
銆?/p>
Inflation
and
Growth:
New
Evidence
From
a
Dynamic
Panel
Threshold
Analysis
銆?/p>
锛?/p>
Stephanie
Kremer
锛?/p>
Alexander
Bick
锛?/p>
Dieter
Nautz
锛?/p>
2009
锛?/p>
銆?/p>
浜屻�佽閲忔ā鍨嬬殑鍋囪銆佷及璁″拰妫�楠?/p>
鐣?/p>