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econ.EM2024
Testing linearity of spatial interaction functions à la Ramsey
Abhimanyu Gupta, Jungyoon Lee, Francesca Rossi
We propose a computationally straightforward test for the linearity of a spatial interaction function. Such functions arise commonly, either as practitioner imposed specifications…
econ.EM2022★ 2 cited
Minimax Risk in Estimating Kink Threshold and Testing Continuity
Javier Hidalgo, Heejun Lee, Jungyoon Lee +1
We derive a risk lower bound in estimating the threshold parameter without knowing whether the threshold regression model is continuous or not. The bound goes to zero as the sample…