TESTING FOR HOMOGENEOUS THRESHOLDS IN THRESHOLD REGRESSION MODELS
提出一种检验阈值回归模型中阈值参数是否同质的方法，可用于结构突变模型中的额外变点检验，并通过蒙特卡洛模拟研究有限样本性质，最后应用于Card等人（2008）的临界点问题，统计验证了临界点位置在不同区域间的异质性。
This paper develops a test for homogeneity of the threshold parameter in threshold regression models. The test has a natural interpretation from time series perspectives and can also be applied to test for additional change points in the structural break models. The limiting distribution of the test statistic is derived, and the finite sample properties are studied in Monte Carlo simulations. We apply the new test to the tipping point problem studied by Card, Mas, and Rothstein (2008, Quarterly Journal of Economics 123, 177–218) and statistically justify that the location of the tipping point varies across tracts.