Threshold regression with endogeneity
DOI10.1016/j.jeconom.2017.09.007zbMath1386.62077OpenAlexW3124306588MaRDI QIDQ1706444
Publication date: 22 March 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/412996/1/Phillips_Threshold_Regression_with_Endogeneity_JoE3_ver1.pdf
identificationendogeneityefficiencyoptimal rate of convergencethreshold regressionpartial linear modelU-statisticregression discontinuity designintegrated difference kernel estimatorlocal shifterthreshold treatment model
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Related Items (15)
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