Endogeneity in semiparametric threshold regression
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Publication:5081791
DOI10.1017/S0266466621000256zbMATH Open1493.62609OpenAlexW3166840033MaRDI QIDQ5081791FDOQ5081791
Authors: Andros Kourtellos, Yiguo Sun, Thanasis Stengos 
Publication date: 17 June 2022
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466621000256
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Cited In (17)
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
- Structural threshold regression
- Social threshold regression
- Endogeneity in quantile regression models: a control function approach
- Semi-parametric estimation of a generalized threshold regression model under conditional quantile restriction
- Endogeneity in threshold nonlinearity tests
- A variable addition test for exogeneity in structural threshold models
- Robust estimation and inference for threshold models with integrated regressors
- Nonparametric regression for threshold data
- Nonparametric regression with multiple thresholds: estimation and inference
- Dynamic panels with threshold effect and endogeneity
- Endogeneity in semiparametric panel binary choice model
- Endogeneity in semiparametric threshold regression models with two threshold variables
- 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
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