Consistency of the least squares estimator in threshold regression with endogeneity

DOI10.1016/j.econlet.2015.03.035zbMath1321.62081OpenAlexW2087942836MaRDI QIDQ500582

Ping Yu

Publication date: 5 October 2015

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.03.035

zbMATH Keywords

endogeneityconsistencythreshold regressionleast squares estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (2)

Multi-Threshold Structural Equation Model ⋮ Threshold regression with endogeneity

Cites Work

• Estimating restricted structural change models
• Partial parameter consistency in a misspecified structural change model
• Threshold regression with endogeneity
• Estimation and model selection based inference in single and multiple threshold models.
• Inconsistency of 2SLS estimators in threshold regression with endogeneity
• Generic consistency of the break-point estimators under specification errors in a multiple-break model
• Dummy Endogenous Variables in a Simultaneous Equation System
• Generic consistency of the break‐point estimator under specification errors
• INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL

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