{"id":"https://openalex.org/W1998018384","doi":"https://doi.org/10.1016/s0304-4076(02)00098-2","title":"Estimation and model selection based inference in single and multiple threshold models","display_name":"Estimation and model selection based inference in single and multiple threshold models","publication_year":2002,"publication_date":"2002-09-10","ids":{"openalex":"https://openalex.org/W1998018384","doi":"https://doi.org/10.1016/s0304-4076(02)00098-2","mag":"1998018384"},"language":"en","primary_location":{"id":"doi:10.1016/s0304-4076(02)00098-2","doi":"https://doi.org/10.1016/s0304-4076(02)00098-2","is_oa":true,"landing_page_url":"https://doi.org/10.1016/s0304-4076(02)00098-2","pdf_url":"https://linkinghub.elsevier.com/science/article/pii/S0304407602000982","source":{"id":"https://openalex.org/S127742747","display_name":"Journal of Econometrics","issn_l":"0304-4076","issn":["0304-4076","1872-6895"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","jufo-3","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Econometrics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://linkinghub.elsevier.com/science/article/pii/S0304407602000982","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5073501494","display_name":"Jes\u00fas Gonzalo","orcid":"https://orcid.org/0000-0002-4309-5025","observed_orcids":["https://orcid.org/0000-0002-4309-5025","https://orcid.org/0000-0002-2181-6303"]},"institutions":[{"id":"https://openalex.org/I50357001","display_name":"Universidad Carlos III de Madrid","ror":"https://ror.org/03ths8210","country_code":"ES","type":"education","lineage":["https://openalex.org/I50357001"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Jes\u00fas Gonzalo","raw_affiliation_strings":["Department of Statistics and Econometrics, Universidad Carlos III de Madrid, 28903 Getafe, Madrid, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics and Econometrics, Universidad Carlos III de Madrid, 28903 Getafe, Madrid, Spain","institution_ids":["https://openalex.org/I50357001"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5001517575","display_name":"Jean\u2010Yves Pitarakis","orcid":"https://orcid.org/0000-0002-6305-7421","observed_orcids":["https://orcid.org/0000-0002-6305-7421"]},"institutions":[{"id":"https://openalex.org/I43439940","display_name":"University of Southampton","ror":"https://ror.org/01ryk1543","country_code":"GB","type":"education","lineage":["https://openalex.org/I43439940"]},{"id":"https://openalex.org/I71052956","display_name":"University of Reading","ror":"https://ror.org/05v62cm79","country_code":"GB","type":"education","lineage":["https://openalex.org/I71052956"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Jean-Yves Pitarakis","raw_affiliation_strings":["Department of Economics, University of Southampton, Highfield, Southampton SO17 1BJ, UK, and Department of Economics, The University of Reading, PO Box 218, Whiteknights, Reading RG6 6AA, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, University of Southampton, Highfield, Southampton SO17 1BJ, UK, and Department of Economics, The University of Reading, PO Box 218, Whiteknights, Reading RG6 6AA, UK","institution_ids":["https://openalex.org/I43439940","https://openalex.org/I71052956"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5001517575"],"corresponding_institution_ids":["https://openalex.org/I43439940","https://openalex.org/I71052956"],"apc_list":{"value":4570,"currency":"USD","value_usd":4570},"apc_paid":null,"fwci":5.4005,"has_fulltext":true,"cited_by_count":248,"citation_normalized_percentile":{"value":0.96702863,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":99,"max":100},"biblio":{"volume":"110","issue":"2","first_page":"319","last_page":"352"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.8521000146865845,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.8521000146865845,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13141","display_name":"Statistical Methods and Applications","score":0.025499999523162842,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11236","display_name":"Control Systems and Identification","score":0.01759999990463257,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/threshold-model","display_name":"threshold model","score":0.753000020980835},{"id":"https://openalex.org/keywords/parameter-estimation","display_name":"parameter estimation","score":0.5149999856948853},{"id":"https://openalex.org/keywords/model-selection","display_name":"model selection","score":0.9629999995231628},{"id":"https://openalex.org/keywords/sequential-estimation","display_name":"sequential estimation","score":0.6769999861717224},{"id":"https://openalex.org/keywords/joint-estimation","display_name":"simultaneous estimation","score":0.7559999823570251},{"id":"https://openalex.org/keywords/finite-sample-properties","display_name":"finite sample properties","score":0.9210000038146973},{"id":"https://openalex.org/keywords/statistical-properties-of-estimators","display_name":"estimator properties","score":0.37700000405311584}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7313897609710693},{"id":"https://openalex.org/C93959086","wikidata":"https://www.wikidata.org/wiki/Q6888345","display_name":"Model selection","level":2,"score":0.6578875184059143},{"id":"https://openalex.org/C75553542","wikidata":"https://www.wikidata.org/wiki/Q178161","display_name":"A priori and a posteriori","level":2,"score":0.6422997117042542},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.6384045481681824},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.6303961277008057},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.551724910736084},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.5214264392852783},{"id":"https://openalex.org/C86426650","wikidata":"https://www.wikidata.org/wiki/Q7452504","display_name":"Sequential estimation","level":2,"score":0.5188425779342651},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.4580305218696594},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.37693509459495544},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.35464608669281006},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.35417476296424866},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3466268479824066},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3213576674461365},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3211802840232849},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.12047886848449707},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1016/s0304-4076(02)00098-2","doi":"https://doi.org/10.1016/s0304-4076(02)00098-2","is_oa":true,"landing_page_url":"https://doi.org/10.1016/s0304-4076(02)00098-2","pdf_url":"https://linkinghub.elsevier.com/science/article/pii/S0304407602000982","source":{"id":"https://openalex.org/S127742747","display_name":"Journal of Econometrics","issn_l":"0304-4076","issn":["0304-4076","1872-6895"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","jufo-3","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Econometrics","raw_type":"journal-article"},{"id":"pmh:oai:dnet:earchivo____::191c937c3a22c1f4c1fb76e35ada30be","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10016/766","pdf_url":"https://e-archivo.uc3m.es/bitstreams/b999d86a-dcb5-48c6-9958-e3dec50a0b33/download","source":{"id":"https://openalex.org/S4306402641","display_name":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Cient\u00edficas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4383465926","host_organization_name":"LA Referencia","host_organization_lineage":["https://openalex.org/I4383465926"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:RePEc:eee:econom:v:110:y:2002:i:2:p:319-352","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0304-4076(02)00098-2","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:e-archivo.uc3m.es:10016/766","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10016/766","pdf_url":null,"source":{"id":"https://openalex.org/S4306400817","display_name":"e-Archivo (Carlos III University of Madrid)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I50357001","host_organization_name":"Universidad Carlos III de Madrid","host_organization_lineage":["https://openalex.org/I50357001"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:eprints.soton.ac.uk:33366","doi":null,"is_oa":false,"landing_page_url":"https://eprints.soton.ac.uk/33366/","pdf_url":null,"source":{"id":"https://openalex.org/S4306401019","display_name":"ePrints Soton (University of Southampton)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I43439940","host_organization_name":"University of Southampton","host_organization_lineage":["https://openalex.org/I43439940"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"}],"best_oa_location":{"id":"doi:10.1016/s0304-4076(02)00098-2","doi":"https://doi.org/10.1016/s0304-4076(02)00098-2","is_oa":true,"landing_page_url":"https://doi.org/10.1016/s0304-4076(02)00098-2","pdf_url":"https://linkinghub.elsevier.com/science/article/pii/S0304407602000982","source":{"id":"https://openalex.org/S127742747","display_name":"Journal of Econometrics","issn_l":"0304-4076","issn":["0304-4076","1872-6895"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","jufo-3","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Econometrics","raw_type":"journal-article"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320311061","display_name":"Queen Mary University of London","ror":"https://ror.org/026zzn846"},{"id":"https://openalex.org/F4320320004","display_name":"British Academy","ror":"https://ror.org/0302b4677"},{"id":"https://openalex.org/F4320323737","display_name":"Ministerio de Ciencia y Tecnolog\u00eda","ror":null}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1998018384.pdf","grobid_xml":"https://content.openalex.org/works/W1998018384.grobid-xml"},"referenced_works_count":47,"referenced_works":["https://openalex.org/W317163393","https://openalex.org/W1482299682","https://openalex.org/W1491711721","https://openalex.org/W1495450672","https://openalex.org/W1511751337","https://openalex.org/W1525348813","https://openalex.org/W1529112126","https://openalex.org/W1535689967","https://openalex.org/W1547068196","https://openalex.org/W1606326889","https://openalex.org/W1969611343","https://openalex.org/W1970999465","https://openalex.org/W2012774161","https://openalex.org/W2013959399","https://openalex.org/W2022347683","https://openalex.org/W2035917898","https://openalex.org/W2041001113","https://openalex.org/W2049723111","https://openalex.org/W2058815839","https://openalex.org/W2060955827","https://openalex.org/W2072208595","https://openalex.org/W2072440899","https://openalex.org/W2074812030","https://openalex.org/W2076241441","https://openalex.org/W2078432169","https://openalex.org/W2081908573","https://openalex.org/W2087677959","https://openalex.org/W2096734231","https://openalex.org/W2099111370","https://openalex.org/W2100084310","https://openalex.org/W2110849068","https://openalex.org/W2121490355","https://openalex.org/W2126579422","https://openalex.org/W2137891558","https://openalex.org/W2142183678","https://openalex.org/W2144452471","https://openalex.org/W2156486185","https://openalex.org/W2325993455","https://openalex.org/W2342550554","https://openalex.org/W2796286841","https://openalex.org/W3121543166","https://openalex.org/W3125855424","https://openalex.org/W3145222472","https://openalex.org/W6665272994","https://openalex.org/W6681307473","https://openalex.org/W6858198743","https://openalex.org/W7062444030"],"related_works":["https://openalex.org/W4388311650","https://openalex.org/W1974056099","https://openalex.org/W4245343541","https://openalex.org/W2386077341","https://openalex.org/W563589758","https://openalex.org/W5922282","https://openalex.org/W2954004777","https://openalex.org/W2949638731","https://openalex.org/W2113262364","https://openalex.org/W3140006633"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":10},{"year":2025,"cited_by_count":9},{"year":2024,"cited_by_count":11},{"year":2023,"cited_by_count":12},{"year":2022,"cited_by_count":10},{"year":2021,"cited_by_count":10},{"year":2020,"cited_by_count":13},{"year":2019,"cited_by_count":15},{"year":2018,"cited_by_count":7},{"year":2017,"cited_by_count":8},{"year":2016,"cited_by_count":7},{"year":2015,"cited_by_count":14},{"year":2014,"cited_by_count":16},{"year":2013,"cited_by_count":10},{"year":2012,"cited_by_count":14}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2025-10-10T00:00:00"}
