Dynamic panel models with multi-threshold effects and endogeneity
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Cites work
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- Initial conditions and moment restrictions in dynamic panel data models
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
- LASSO estimation of threshold autoregressive models
- Likelihood‐Ratio Tests for Hidden Markov Models
- Maximum likelihood estimation of dynamic panel threshold models
- New control function approaches in threshold regression with endogeneity
- Panel threshold models with interactive fixed effects
- Sample Splitting and Threshold Estimation
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Structural threshold regression
- Threshold effects in non-dynamic panels: Estimation, testing, and inference
- Threshold regression with endogeneity
- Unit root tests in three‐regime SETAR models
- Weak convergence and empirical processes. With applications to statistics
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