TESTING FOR EXOGENEITY IN THRESHOLD MODELS (Q5187627): Difference between revisions

@@ Property / author @@
-George Kapetanios
@@ Property / author: George Kapetanios / rank @@
-Normal rank
@@ Property / author @@
+George Kapetanios
@@ Property / author: George Kapetanios / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Sample Splitting and Threshold Estimation
@@ Property / cites work: Sample Splitting and Threshold Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
+Normal rank
@@ Property / cites work @@
+Subsampling inference in threshold autoregressive models
+Normal rank
@@ Property / cites work @@
+Bootstrapping regression models
@@ Property / cites work: Bootstrapping regression models / rank @@
+Normal rank
@@ Property / cites work @@
+Variance stabilization and the bootstrap
@@ Property / cites work: Variance stabilization and the bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
+Normal rank
@@ Property / cites work @@
+INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
+Normal rank
@@ Property / cites work @@
+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Endogeneity in Semiparametric Binary Response Models
+Normal rank
@@ Property / cites work @@
+Large sample confidence regions based on subsamples under minimal assumptions
+Normal rank
@@ Property / cites work @@
+Invariance principles for mixing sequences of random variables
+Normal rank
@@ Property / cites work @@
+Small sample properties of the conditional least squares estimator in SETAR models
+Normal rank
@@ Property / cites work @@
+Specification Tests in Econometrics
@@ Property / cites work: Specification Tests in Econometrics / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5187627