This paper shows the inconsistency of three forms of 2SLS estimators to illustrate the specialty of the endogeneity problem in threshold regression. © 2013 Elsevier B.V.link_to_subscribed_fulltex
We consider the bias of the 2SLS estimator in general dynamic simultaneousequation models with g end...
This paper addresses an important and challenging issue as how best to model nonlinear asymmetric dy...
This paper considers the linear model with endogenous regressors and multiple changes in the paramet...
This paper studies estimation in threshold regression with endogeneity in the regressors and thresho...
This paper studies estimation in threshold regression with endogeneity. Three key results di¤er from...
This paper extends the simple threshold regression framework of Hansen (2000) and Caner and Hansen (...
We propose two new parametric tests for an unknown threshold in models with endogenous regressors. T...
We propose three new methods of inference for the threshold point in endogenous threshold regression...
AbstractThe BLU properties of OLS estimators under known assumptions have encouraged the widespread ...
This article shows the conditions under which endogeneity of a regressor variable does not affect th...
We consider the bias of the 2SLS estimator in the linear instrumental variables regression with one ...
This paper extends the simple threshold regression framework of Hansen (2000) and Caner and Hansen (...
Stochastic frontier models are typically estimated by maximum likelihood (MLE) orcorrected ordinary ...
Results accounting for endogeneity using two-stage least square regressions with generated instrumen...
AbstractThis paper considers the linear model with endogenous regressors and multiple changes in the...
We consider the bias of the 2SLS estimator in general dynamic simultaneousequation models with g end...
This paper addresses an important and challenging issue as how best to model nonlinear asymmetric dy...
This paper considers the linear model with endogenous regressors and multiple changes in the paramet...
This paper studies estimation in threshold regression with endogeneity in the regressors and thresho...
This paper studies estimation in threshold regression with endogeneity. Three key results di¤er from...
This paper extends the simple threshold regression framework of Hansen (2000) and Caner and Hansen (...
We propose two new parametric tests for an unknown threshold in models with endogenous regressors. T...
We propose three new methods of inference for the threshold point in endogenous threshold regression...
AbstractThe BLU properties of OLS estimators under known assumptions have encouraged the widespread ...
This article shows the conditions under which endogeneity of a regressor variable does not affect th...
We consider the bias of the 2SLS estimator in the linear instrumental variables regression with one ...
This paper extends the simple threshold regression framework of Hansen (2000) and Caner and Hansen (...
Stochastic frontier models are typically estimated by maximum likelihood (MLE) orcorrected ordinary ...
Results accounting for endogeneity using two-stage least square regressions with generated instrumen...
AbstractThis paper considers the linear model with endogenous regressors and multiple changes in the...
We consider the bias of the 2SLS estimator in general dynamic simultaneousequation models with g end...
This paper addresses an important and challenging issue as how best to model nonlinear asymmetric dy...
This paper considers the linear model with endogenous regressors and multiple changes in the paramet...