Before revision: This paper develops a threshold regression model , where the threshold is determined by an unknown relation between two variables . The threshold function is estimated fully nonparametrically . The observations are allowed to be cross-sectionally dependent and the model can be applied to determine an unknown spatial border for sample splitting over a random field.
After revision: This paper develops a threshold regression model , where the threshold is determined by an unknown relation between two variables nonparametrically determines the threshold. We allow the observations to be cross-sectionally dependent and the model can be applied to determine an unknown spatial border for sample splitting over a random field.