Inconsistency of 2SLS estimators in threshold regression with endogeneity

DOI10.1016/J.ECONLET.2013.06.023zbMath1284.62442OpenAlexW1963484639MaRDI QIDQ2446280

Ping Yu

Publication date: 16 April 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2013.06.023

zbMATH Keywords

identificationendogeneityinconsistencythreshold regression2SLS estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (6)

Dynamic panels with threshold effect and endogeneity ⋮ Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship ⋮ Threshold regression with endogeneity ⋮ Consistency of the least squares estimator in threshold regression with endogeneity ⋮ STRUCTURAL THRESHOLD REGRESSION ⋮ Maximum likelihood estimation of dynamic panel threshold models

Cites Work

• Inference regarding multiple structural changes in linear models with endogenous regressors
• STRUCTURAL THRESHOLD REGRESSION
• Sample Selection Bias as a Specification Error
• Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS
• INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL

This page was built for publication: Inconsistency of 2SLS estimators in threshold regression with endogeneity