Dealing With Endogeneity in Threshold Models Using Copulas

DOI10.1080/07350015.2019.1647213MaRDI QIDQ6617743zbMATH OpenFDO

Authors Dimitris Christopoulos, Peter McAdam, Elias Tzavalis

Publication date 11 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2019.1647213

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(4)

• Addressing endogeneity issues in a spatial autoregressive model using copulas
• Endogenous Kink Threshold Regression
• Dynamic panel models with multi-threshold effects and endogeneity
• New control function approaches in threshold regression with endogeneity

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