Dynamic panels with threshold effect and endogeneity
DOI10.1016/J.JECONOM.2016.03.005zbMATH Open1443.62504OpenAlexW2184468188MaRDI QIDQ337767FDOQ337767
Authors: Myung Hwan Seo, Yongcheol Shin 
Publication date: 3 November 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://eprints.whiterose.ac.uk/109096/1/SSR2_final_YC.pdf
Recommendations
investmentdynamic panel threshold modelsendogenous threshold effects and regressorsFD-GMM and FD-2SLSlinearity and exogeneity tests
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)
Cites Work
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Cited In (11)
- 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 regressions with latent group structures
- Social threshold regression
- 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 models with two threshold variables
- Maximum likelihood estimation of dynamic panel threshold models
- Threshold spatial autoregressive model
- ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION
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