Endogeneity in threshold nonlinearity tests
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Publication:2815345
DOI10.1080/03610926.2012.655878zbMATH Open1462.62135OpenAlexW2074424365MaRDI QIDQ2815345FDOQ2815345
Authors: Alexander Dentler, Gabriel Montes-Rojas, Jose Olmo 
Publication date: 28 June 2016
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/348642/1/draftIVv6_revised.pdf
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Cites Work
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- Sample Splitting and Threshold Estimation
- Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
- Inference in TAR Models
Cited In (9)
- Structural threshold regression
- Endogeneity in nonlinear regressions with integrated time series
- A variable addition test for exogeneity in structural threshold models
- Endogeneity in semiparametric threshold regression
- Testing for causal effects in a generalized regression model with endogenous regressors
- Consistency of the least squares estimator in threshold regression with endogeneity
- Testing for exogeneity in threshold models
- Threshold regression with endogeneity
- Graphical diagnostics of endogeneity
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