Dynamic panels with threshold effect and endogeneity
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Cites work
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- A smoothed least squares estimator for threshold regression models
- Another look at the instrumental variable estimation of error-components models
- Asymptotic efficiency in estimation with conditional moment restrictions
- Biases in Dynamic Models with Fixed Effects
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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- Estimating Vector Autoregressions with Panel Data
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation of Markov regime-switching regression models with endogenous switching
- Fixed-smoothing asymptotics in a two-step generalized method of moments framework
- Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
- IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
- Inconsistency of 2SLS estimators in threshold regression with endogeneity
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- Initial conditions and moment restrictions in dynamic panel data models
- Limiting properties of the least squares estimator of a continuous threshold autoregressive model
- Maximum likelihood estimation of dynamic panel threshold models
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Panel data models with interactive fixed effects
- Properties of the CUE estimator and a modification with moments
- Random Effects Estimators with many Instrumental Variables
- Sample Splitting and Threshold Estimation
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Specification Tests in Econometrics
- Structural threshold regression
- Testing for Threshold Effects in Regression Models
- Testing for exogeneity in threshold models
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- The asymptotic properties of the system GMM estimator in dynamic panel data models when both \(N\) and \(T\) are large
- The minimum of an additive process with applications to signal estimation and storage theory
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- Theory and applications of TAR model with two threshold variables
- Threshold effects in non-dynamic panels: Estimation, testing, and inference
- Weak convergence and empirical processes. With applications to statistics
Cited in
(12)- Social threshold regression
- Panel threshold regressions with latent group structures
- Endogeneity in semiparametric threshold regression models with two threshold variables
- Maximum likelihood estimation of dynamic panel threshold models
- Estimation of nonlinear dynamic panel data models with individual effects
- On the nonlinear relationships between shadow economy and the three pillars of sustainable development: new evidence from panel threshold analysis
- Panel data models with two threshold variables
- Panel threshold models with interactive fixed effects
- Panel kink regression with an unknown threshold
- The impact of government size on economic growth: a threshold analysis
- Endogeneity in semiparametric threshold regression
- Threshold spatial autoregressive model
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