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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, <jats:italic>Quarterly Journal of Economics<\/jats:italic> 123, 177\u2013218) and statistically justify that the location of the tipping point varies across tracts.<\/jats:p>","DOI":"10.1017\/s0266466622000512","type":"journal-article","created":{"date-parts":[[2022,10,28]],"date-time":"2022-10-28T06:17:03Z","timestamp":1666937823000},"page":"608-651","source":"Crossref","is-referenced-by-count":2,"title":["TESTING FOR HOMOGENEOUS THRESHOLDS IN THRESHOLD REGRESSION MODELS"],"prefix":"10.1017","volume":"40","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-8379-0700","authenticated-orcid":false,"given":"Yoonseok","family":"Lee","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-7507-8043","authenticated-orcid":false,"given":"Yulong","family":"Wang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2022,10,28]]},"reference":[{"key":"S0266466622000512_r35","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2006.11.002"},{"key":"S0266466622000512_r4","doi-asserted-by":"publisher","DOI":"10.1111\/1467-937X.00051"},{"key":"S0266466622000512_r14","doi-asserted-by":"publisher","DOI":"10.1093\/0198774036.001.0001"},{"key":"S0266466622000512_r11","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2020.05.020"},{"key":"S0266466622000512_r15","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2007.02.001"},{"key":"S0266466622000512_r3","doi-asserted-by":"publisher","DOI":"10.4134\/BKMS.2010.47.1.039"},{"volume-title":"Nonparametric Econometrics: Theory and Practice","year":"2007","author":"Li","key":"S0266466622000512_r30"},{"key":"S0266466622000512_r7","doi-asserted-by":"publisher","DOI":"10.1016\/S0169-7161(84)04020-7"},{"key":"S0266466622000512_r8","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00257"},{"key":"S0266466622000512_r25","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466615000067"},{"key":"S0266466622000512_r31","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2019.07.006"},{"key":"S0266466622000512_r37","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1981.10477700"},{"key":"S0266466622000512_r39","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2011.12.002"},{"key":"S0266466622000512_r36","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-2545-2"},{"key":"S0266466622000512_r22","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2018.03.009"},{"key":"S0266466622000512_r16","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2014.03.007"},{"key":"S0266466622000512_r21","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2019.01.008"},{"key":"S0266466622000512_r12","unstructured":"Casini, A. & Perron, P. 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