Testing For Exogeneity In Threshold Models
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- Seo, Myung Hwan & Shin, Yongcheol, 2016.
"Dynamic panels with threshold effect and endogeneity,"
Journal of Econometrics,
Elsevier, vol. 195(2), pages 169-186.
- Myung Hwan Seo & Yongcheol Shin, 2014. "Dynamic Panels with Threshold Effect and Endogeneity," STICERD - Econometrics Paper Series 577, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Ping Yu & Peter C.B. Phillips, 2014. "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.
- repec:cep:stiecm:/2014/577 is not listed on IDEAS
- Christopoulos, Dimitris & McAdam, Peter & Tzavalis, Elias, 2018. "Dealing with endogeneity in threshold models using copulas: an illustration to the foreign trade multiplier," Working Paper Series 2136, European Central Bank.
- Geraci, A. & Fabbri, D. & Monfardini, C., 2014.
"Testing exogeneity of multinomial regressors in count data models: does two stage residual inclusion work?,"
Health, Econometrics and Data Group (HEDG) Working Papers
14/03, HEDG, c/o Department of Economics, University of York.
- A. Geraci & D. Fabbri & C. Monfardini, 2014. "Testing exogeneity of multinomial regressors in count data models: does two stage residual inclusion work?," Working Papers wp921, Dipartimento Scienze Economiche, Universita' di Bologna.
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