Consistency of the least squares estimator in threshold regression with endogeneity
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Publication:500582
DOI10.1016/j.econlet.2015.03.035zbMath1321.62081MaRDI QIDQ500582
Publication date: 5 October 2015
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2015.03.035
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
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Cites Work
- Estimating restricted structural change models
- Partial parameter consistency in a misspecified structural change model
- Threshold regression with endogeneity
- Estimation and model selection based inference in single and multiple threshold models.
- Inconsistency of 2SLS estimators in threshold regression with endogeneity
- Generic consistency of the break-point estimators under specification errors in a multiple-break model
- Dummy Endogenous Variables in a Simultaneous Equation System
- Generic consistency of the break‐point estimator under specification errors
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL