Threshold regression with endogeneity
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Publication:1706444
DOI10.1016/J.JECONOM.2017.09.007zbMATH Open1386.62077OpenAlexW3124306588MaRDI QIDQ1706444FDOQ1706444
Authors: Ping Yu, Peter C. B. Phillips 
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
Recommendations
endogeneityidentificationefficiencyU-statisticthreshold regressionoptimal rate of convergencepartial linear modelregression discontinuity designintegrated difference kernel estimatorlocal shifterthreshold treatment model
Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)
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Cited In (23)
- Semiparametric transition models
- Nonparametric identification using instrumental variables: sufficient conditions for completeness
- Nonlinear relationship between household composition and electricity consumption: optimal threshold models
- Panel threshold regressions with latent group structures
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
- Structural threshold regression
- Threshold regression with nonparametric sample splitting
- Panel threshold models with interactive fixed effects
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Endogeneity in semiparametric threshold regression
- Shapley-Folkman-Lyapunov theorem and asymmetric first price auctions
- Dealing With Endogeneity in Threshold Models Using Copulas
- The implied arbitrage mechanism in financial markets
- Multi-Threshold Structural Equation Model
- Nonparametric regression with multiple thresholds: estimation and inference
- Endogeneity in semiparametric threshold regression models with two threshold variables
- Maximum likelihood estimation of dynamic panel threshold models
- Segment regression model average with multiple threshold variables and multiple structural breaks
- Consistency of the least squares estimator in threshold regression with endogeneity
- Estimation and testing of kink regression model with endogenous regressors
- Shrinkage estimation of multiple threshold factor models
- Testing for homogeneous thresholds in threshold regression models
- Threshold Regression With a Threshold Boundary
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