Dynamic panels with threshold effect and endogeneity
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Publication:337767
DOI10.1016/J.JECONOM.2016.03.005zbMath1443.62504OpenAlexW2184468188MaRDI QIDQ337767
Yongcheol Shin, Myung Hwan Seo
Publication date: 3 November 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://eprints.whiterose.ac.uk/109096/1/SSR2_final_YC.pdf
investmentdynamic panel threshold modelsendogenous threshold effects and regressorsFD-GMM and FD-2SLSlinearity and exogeneity tests
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (10)
ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION ⋮ The impact of government size on economic growth: a threshold analysis ⋮ Endogeneity in semiparametric threshold regression models with two threshold variables ⋮ Social threshold regression ⋮ Panel data models with two threshold variables ⋮ On the nonlinear relationships between shadow economy and the three pillars of sustainable development: new evidence from panel threshold analysis ⋮ Panel threshold models with interactive fixed effects ⋮ Panel kink regression with an unknown threshold ⋮ Panel threshold regressions with latent group structures ⋮ Maximum likelihood estimation of dynamic panel threshold models
Uses Software
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