Threshold regression with endogeneity
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Cites work
- A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS
- A statistical perspective on ill-posed inverse problems (with discussion)
- Adaptive estimation of the threshold point in threshold regression
- Asymptotic distribution theory for break point estimators in models estimated via 2SLS
- Asymptotics for threshold regression under general conditions
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- Consistency of the least squares estimator in threshold regression with endogeneity
- Consistent Estimation of Scaled Coefficients
- Efficiency of Weighted Average Derivative Estimators and Index Models
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Empirical likelihood and general estimating equations
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating restricted structural change models
- Estimation and model selection based inference in single and multiple threshold models.
- scientific article; zbMATH DE number 3635280 (Why is no real title available?)
- scientific article; zbMATH DE number 10785 (Why is no real title available?)
- Inconsistency of 2SLS estimators in threshold regression with endogeneity
- Inference regarding multiple structural changes in linear models with endogenous regressors
- Instrumental quantile regression inference for structural and treatment effect models
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
- Instrumental Variable Estimation of Nonparametric Models
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Kernel density estimation via diffusion
- Large Sample Properties of Generalized Method of Moments Estimators
- Likelihood estimation and inference in threshold regression
- Limiting properties of the least squares estimator of a continuous threshold autoregressive model
- Local linear regression smoothers and their minimax efficiencies
- Matching As An Econometric Evaluation Estimator
- Non-parametric regression under location shifts
- Nonparametric cointegrating regression with endogeneity and long memory
- Nonparametric Estimation of Triangular Simultaneous Equations Models
- Nonparametric inference on structural breaks
- Nonparametric instrumental regression
- Nonparametric methods for inference in the presence of instrumental variables
- On conditionally heteroscedastic AR models with thresholds
- Optimal rates of convergence for nonparametric estimators
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Root-N-Consistent Semiparametric Regression
- Sample Selection Bias as a Specification Error
- Sample Splitting and Threshold Estimation
- Semiparametric Estimation of Index Coefficients
- Semiparametric instrumental variable estimation of treatment response models.
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Smooth optimum kernel estimators near endpoints
- Structural nonparametric cointegrating regression
- Testing for exogeneity in threshold models
- The bootstrap in threshold regression
- The Interpretation of Instrumental Variables Estimators in Simultaneous Equations Models with an Application to the Demand for Fish
- Threshold models in time series analysis -- 30 years on
- Trade as a threshold variable for multiple regimes
- Two-stage change-point estimators in smooth regression models
- Understanding estimators of treatment effects in regression discontinuity designs
Cited in
(29)- Nonparametric regression with multiple thresholds: estimation and inference
- Nonlinear relationship between household composition and electricity consumption: optimal threshold models
- Panel threshold models with interactive fixed effects
- Panel threshold regressions with latent group structures
- The implied arbitrage mechanism in financial markets
- Shapley-Folkman-Lyapunov theorem and asymmetric first price auctions
- Structural threshold regression
- Nonparametric identification using instrumental variables: sufficient conditions for completeness
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Consistency of the least squares estimator in threshold regression with endogeneity
- Endogeneity in semiparametric threshold regression
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
- Maximum likelihood estimation of dynamic panel threshold models
- Semiparametric transition models
- Endogeneity in semiparametric threshold regression models with two threshold variables
- Threshold regression with nonparametric sample splitting
- Shrinkage estimation of multiple threshold factor models
- Multi-Threshold Structural Equation Model
- Segment regression model average with multiple threshold variables and multiple structural breaks
- Testing for homogeneous thresholds in threshold regression models
- Dealing With Endogeneity in Threshold Models Using Copulas
- Threshold Regression With a Threshold Boundary
- Estimation and testing of kink regression model with endogenous regressors
- Endogenous Kink Threshold Regression
- Dynamic panel models with multi-threshold effects and endogeneity
- Causal segment regression with multiple thresholds
- Smoothed gradient least squares estimator for linear threshold models
- New control function approaches in threshold regression with endogeneity
- Statistical inference for four-regime segmented regression models
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