Dynamic panels with threshold effect and endogeneity (Q337767): Difference between revisions

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-Myung Hwan Seo
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+W2184468188
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+Efficient estimation of models for dynamic panel data
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+The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
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+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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+Another look at the instrumental variable estimation of error-components models
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+Panel Data Models With Interactive Fixed Effects
@@ Property / cites work: Panel Data Models With Interactive Fixed Effects / rank @@
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+The minimum of an additive process with applications to signal estimation and storage theory
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+Initial conditions and moment restrictions in dynamic panel data models
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+The weak instrument problem of the system GMM estimator in dynamic panel data models
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+INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
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+Asymptotic efficiency in estimation with conditional moment restrictions
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+Random Effects Estimators with many Instrumental Variables
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+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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+Limiting properties of the least squares estimator of a continuous threshold autoregressive model
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+Theory and Applications of TAR Model with Two Threshold Variables
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+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Threshold effects in non-dynamic panels: Estimation, testing, and inference
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+Sample Splitting and Threshold Estimation
@@ Property / cites work: Sample Splitting and Threshold Estimation / rank @@
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+Specification Tests in Econometrics
@@ Property / cites work: Specification Tests in Econometrics / rank @@
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+Properties of the CUE estimator and a modification with moments
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+THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE
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+Estimating Vector Autoregressions with Panel Data
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+Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
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+IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
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+TESTING FOR EXOGENEITY IN THRESHOLD MODELS
@@ Property / cites work: TESTING FOR EXOGENEITY IN THRESHOLD MODELS / rank @@
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+Estimation of Markov regime-switching regression models with endogenous switching
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+STRUCTURAL THRESHOLD REGRESSION
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+Testing for Threshold Effects in Regression Models
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+Biases in Dynamic Models with Fixed Effects
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Maximum likelihood estimation of dynamic panel threshold models
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+A smoothed least squares estimator for threshold regression models
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+Fixed-Smoothing Asymptotics in a Two-Step Generalized Method of Moments Framework
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+Q3999154
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+Weak convergence and empirical processes. With applications to statistics
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+Inconsistency of 2SLS estimators in threshold regression with endogeneity
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+Publication:337767