Threshold regression with endogeneity
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Publication:1706444
DOI10.1016/j.jeconom.2017.09.007zbMath1386.62077OpenAlexW3124306588MaRDI QIDQ1706444
Publication date: 22 March 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/412996/1/Phillips_Threshold_Regression_with_Endogeneity_JoE3_ver1.pdf
identificationendogeneityefficiencyoptimal rate of convergencethreshold regressionpartial linear modelU-statisticregression discontinuity designintegrated difference kernel estimatorlocal shifterthreshold treatment model
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Related Items (15)
ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION ⋮ The implied arbitrage mechanism in financial markets ⋮ 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 ⋮ Shapley-Folkman-Lyapunov theorem and asymmetric first price auctions ⋮ Panel threshold models with interactive fixed effects ⋮ Regression discontinuity designs with unknown discontinuity points: testing and estimation ⋮ Consistency of the least squares estimator in threshold regression with endogeneity ⋮ NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS ⋮ Panel threshold regressions with latent group structures ⋮ Maximum likelihood estimation of dynamic panel threshold models ⋮ Nonlinear relationship between household composition and electricity consumption: optimal threshold models ⋮ Semiparametric transition models
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