A variable addition test for exogeneity in structural threshold models
From MaRDI portal
Publication:2440139
DOI10.1016/j.econlet.2013.03.044zbMath1284.91451OpenAlexW2086665397MaRDI QIDQ2440139
Publication date: 27 March 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2013.03.044
Cites Work
- Unnamed Item
- Threshold models in non-linear time series analysis
- Moment-based estimation of smooth transition regression models with endogenous variables
- Small sample properties of the conditional least squares estimator in SETAR models
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- A simple test for linearity against exponential smooth transition models with endogenous variables
- Sample Splitting and Threshold Estimation
- TESTING FOR EXOGENEITY IN THRESHOLD MODELS
- A Non-Parametric Test of Exogeneity
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
- Handbook of econometrics. Vol. 5